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  • EGX Completes Its Periodic Review Of EGX Market Indices

    Date 30/01/2020

    EGX approved its indices rebalance after review from its Index Committee. Amendments will be applied starting from 2nd of February 2020.

  • Bank Of England: Bank Rate Maintained At 0.75% - January 2020

    Date 30/01/2020

    The Bank of England Monetary Policy Committee has voted by a majority of 7-2 to maintain Bank Rate at 0.75%. The committee also voted unanimously to maintain the stock of corporate bond purchases and UK government bond purchases.

  • UK Financial Conduct Authority: Information For Firms During The Brexit Implementation Period

    Date 30/01/2020

    On 31 January 2020 at 11pm the UK will leave the European Union (EU) and enter an implementation period, which is due to last until 31 December 2020. During the implementation period, EU law will continue to apply. Firms and funds will continue to benefit from passporting between the UK and EEA. Consumer rights and protections derived from EU law will also remain in place.

  • BCS Global Markets Launches New Research Series In Collaboration With ICEF

    Date 30/01/2020

    BCS Global Markets is pleased to announce a unique collaboration with the International College of Economics and Finance (ICEF) and the launch of a new research series. The initial report topics are ‘Unsecured lending regulation and financial literacy in Russia’ and ‘Revolution in the metallurgical industry on increasing significance of scrap usage’.

  • FSB: Correspondence With ISDA On Pre-Cessation Triggers

    Date 30/01/2020

    In November 2019 the Co-Chairs of the FSB’s Official Sector Steering Group (OSSG) wrote to the International Swaps and Derivatives Association (ISDA) to encourage it to add a “pre-cessation” trigger alongside the cessation trigger as standard language in the definitions for new derivatives and in a single protocol without embedded optionality, for outstanding derivative contracts referencing key Interbank Offered Rates (IBORs). This would help to reduce systemic risk and market fragmentation by ensuring that as much of the swaps market as possible falls back to alternative rates in a coordinated fashion.