News Centre

BIS: When Uncertainty Decouples Expected And Unexpected Losses

Date 26/01/2022

Summary

Focus

Credit losses evolve through distinct phases. After seemingly benign periods, they surge abruptly and stay elevated for some time before returning to a prolonged phase of low levels. The underlying mechanism for this has remained elusive, so creditors – notably, banks – have had to set their loss-absorbing resources under much uncertainty. The fallout from the Covid-19 pandemic has brought this uncertainty to the fore.

SEC Proposes Amendments To Enhance Private Fund Reporting

Date 26/01/2022

The Securities and Exchange Commission today voted to propose amendments to Form PF, the confidential reporting form for certain SEC-registered investment advisers to private funds. The proposed amendments are designed to enhance the Financial Stability Oversight Council’s (FSOC) ability to assess systemic risk as well as to bolster the Commission’s regulatory oversight of private fund advisers and its investor protection efforts in light of the growth of the private fund industry. 

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

Date 26/01/2022

As per the Securities market risk parameters methodology, on 26.01.2022, 18-22 (MSK) the upper bound of the price band (up to 9219) and initial margins (up to 26.25 %) for the security EOG-RM were changed. New values are available here

EBA Amends Standards On Currencies With Constraints On The Availability Of Liquid Assets

Date 26/01/2022

The European Banking Authority (EBA) published today its final Report on amendments to its Implementing Technical Standards (ITS) on currencies with constraints on the availability of liquid assets in the context of the liquidity coverage ratio (LCR). The proposed amendments remove the Norwegian Krone (NOK) from the list. As a result, no currency will be recognised as having constraints on the availability of liquid assets.

Moscow Exchange: Risk Parameters Changes For The Securities GLW-RM And MAT-RM

Date 26/01/2022

Please follow the links below to access the information:

Risk parameters change for the security GLW-RM
Risk parameters change for the security MAT-RM

Global X ETFs Launches Disruptive Materials ETF Tracking Solactive’s Index

Date 26/01/2022

Recent years have seen a surge of thematic investments popularity. These strategies allocate assets into stocks or other investments based on specific business sectors or themes, intending to benefit from the materialization of trends, technological innovation, and advancements. Emerging technologies, for example, are increasingly becoming part of our daily lives, and, therefore, the demand for disruptive materials, such as metals, minerals and other elements, grow. Within this context, Solactive is pleased to announce that Global X ETFs launches today the Global X Disruptive Materials ETF (DMAT) tracking the Solactive Disruptive Materials Index. The selection of the companies utilizes Solactive’s proprietary Natural Language Processing Engine ARTIS®.

Moscow Exchange: Risk Parameters Change For The Securities ADM-RM, CLR-RM, DE-RM And MGY-RM

Date 26/01/2022

Please follow the links below to access the information:

Risk parameters change for the security ADM-RM
Risk parameters change for the security CLR-RM
Risk parameters change for the security DE-RM
Risk parameters change for the security DE-RM
Risk parameters change for the security MGY-RM

A Final Note From CurveGlobal Markets

Date 26/01/2022

CurveGlobal Markets closes its digital doors for the last time on Friday, 28 January – after over 5 years of service.   As a reminder to those few position holders – your positions will be cash settled post close on Friday evening. 

Moscow Exchange: Risk Parameters Changes For The Securities ADP-RM And PCAR-RM

Date 26/01/2022

Please follow the links below to access the information:

Risk parameters change for the security ADP-RM
Risk parameters change for the security PCAR-RM

CFTC Chairman Behnam To Keynote At ABA’s Derivatives And Futures Law Committee Winter Meeting 2022

Date 26/01/2022