News Centre

BIS: Is Window Dressing By Banks Systemically Important?

Date 12/08/2021

Summary

Focus

Are banks window dressing their balance sheets to avoid tougher regulation? We explore this question by studying the assessment of global systemically important banks (G-SIBs). We examine the evolution of the G-SIB "score" around supervisory reporting dates for a large sample of banks in the European Union (EU). The score is the regulatory measure that determines banks' G-SIB status and the attendant capital requirements. It predominantly relies on a snapshot of banks' balance sheets at year-end.

Bank Of England: Minutes Of The Working Group On Sterling Risk-Free Reference Rates - July 2021

Date 12/08/2021

The Working Group on Sterling Risk-Free Reference Rates, which is comprised of a diverse set of market participants, is working to catalyse a broad-based transition to SONIA by end-2021.

Euronext: PSI 20 Becomes The PSI - New Designation And Rules To Improve The Efficiency Of Portugal’s Benchmark National Index

Date 12/08/2021

Euronext today announced that the name of the Portuguese benchmark national index will change from the PSI 20® to the PSI®. The index methodology will also be adjusted in order to improve the liquidity and efficiency of the index and to better meet index users’ needs.

Trackinsight: ESG ETFs Capture 50% Of European Flows In Historic 2021

Date 12/08/2021

Data from Trackinsight, the global ETF analysis platform, reveals that the European ETF market has turned green in 2021 with 50% of the total flows year-to-date (as of 31st July) going to ESG funds.

2021 has been a record-setting year for the European ETF market with $130 Billion of flows and 96 ETF launches. Of this, $65.6 Billion of flows have been directed towards ESG funds.

Tel Aviv Stock Exchange Conference Call Recording August 11, 2021 - Financial Report 2Q Year 2021

Date 12/08/2021

TASE LTD - Q2 2021 Results Conference Call

Moscow Exchange: Risk Parameters Change For The Security RU000A0JW6P7

Date 12/08/2021

As per the Securities market risk parameters methodology, on 12.08.2021, 14-59 (MSK) the upper bound of the price band (up to 120.75) and initial margins (up to 12.5 %) for the security RU000A0JW6P7 were changed. New values are available here

IOSCO Publishes Results Of Examination Of ETF Behavior During COVID-19 Induced Market Stresses

Date 12/08/2021

The Board of the International Organization of Securities Commissions (IOSCO) today published a thematic note that examines the behavior of exchange traded funds (ETFs) during the COVID-19 induced market stresses, drawing on market data and observations gathered over the course of the first half of 2020. The information sources include, among others:

SIX Digital Exchange Prepares For Next Phase Of Development

Date 12/08/2021

With technical development on the core platform now complete, testing and scaling for full operations underway, the SIX Digital Exchange (SDX) awaits regulatory approval and readies itself for growth. As part of this preparation, Tim Grant will stand down and hand over the reins to David Newns, an international capital market expert with a strong background in the regulated financial services industry. Newns’s mandate will be to take SDX seamlessly into its next phase of full operations and growth.

HKEX To Introduce Options On Futures Contracts

Date 12/08/2021

Hong Kong Exchanges and Clearing Limited (HKEX) is pleased to announce today (Thursday) the launch of physically settled Options on Futures Contracts (OOF) on Hang Seng Index Futures and Hang Seng China Enterprises Index Futures. These new contracts will further enhance HKEX’s derivatives product suite and add to the breadth and depth of Hong Kong’s markets.

Moscow Exchange: Risk Parameters Change For The Security LNC-RM

Date 12/08/2021

As per the Securities market risk parameters methodology, on 12.08.2021, 11-48 (MSK) the upper bound of the price band (up to 6005) and initial margins (up to 26.25 %) for the security LNC-RM were changed. New values are available here