News Centre

CFTC Swaps Report Update

Date 11/12/2023

CFTC's Weekly Swaps Report has been updated, and is now available: http://www.cftc.gov/MarketReports/SwapsReports/index.htm.

US Office Of The Comptroller Of The Currency Issues Annual Report For 2023

Date 11/12/2023

The Office of the Comptroller of the Currency (OCC) today published its 2023 Annual Report. The OCC Annual Report provides Congress with an overview of the condition of the federal banking system, discusses the OCC’s strategic priorities and initiatives, and shares the agency’s financial management and condition.

SIFMA Fixed Income Market Close Recommendations In The U.S., The U.K. And Japan For New Year’s Day Holiday

Date 11/12/2023

SIFMA has confirmed its previous holiday recommendations for the U.S., the U.K., and Japan in observance of the New Year’s Day holiday.

SIFMA Fixed Income Market Close Recommendations In The U.S., The U.K. And Japan For The Christmas Day And U.K. Boxing Day Holidays

Date 11/12/2023

SIFMA has confirmed its previous holiday recommendations for the U.S., the U.K., and Japan in observance of the Christmas Day and U.K. Boxing Day holidays.

ISDA-Clarus RFR Adoption Indicator: November 2023

Date 11/12/2023

The ISDA-Clarus RFR Adoption Indicator increased to 64.8% in November 2023 compared to 59.9% in October 2023. The indicator tracks how much global trading activity (as measured by DV01) is conducted in cleared over-the-counter and exchange-traded interest rate derivatives (IRD) that reference risk-free rates (RFRs) in eight major currencies. On a traded notional basis, the percentage of RFR-linked IRD grew to 60.8% of total IRD transacted in November 2023 compared to 55.0% the prior month.

TMX Group Equity Financing Statistics – November 2023

Date 11/12/2023

TMX Group today announced its financing activity on Toronto Stock Exchange (TSX) and TSX Venture Exchange (TSXV) for November 2023.

The EBA Publishes Peer Review On Supervision Of Creditors’ Treatment Of Mortgage Borrowers In Arrears Under The Mortgage Credit Directive

Date 11/12/2023

The European Banking Authority (EBA) today published a peer review on the supervision of creditors’ treatment of mortgage borrowers in arrears under the Mortgage Credit Directive (MCD), assessing the conduct supervisory approaches of competent authorities in this area. The review, which was developed in response to the current economic conditions and high interest rate environment, found that competent authorities’ supervision is overall effective and has been adapted to reflect the current interest rates environment and risks to mortgage borrowers. However, the review found differences in the level of scrutiny which competent authorities apply to MCD creditors, including the identification of risks borrowers are facing. The report sets out some follow-up measures, both for individual competent authorities, and for all competent authorities more generally, to ensure that supervisory measures to mitigate consumer detriment are taken before the detriment materialises. The report also sets out some best practices in this area that might be of benefit for other competent authorities to adopt.

BIS - Macroprudential Policies Can Mitigate The Financial-Stability Risks Of Housing Markets: Committee

Date 11/12/2023

• Macroprudential policies can mitigate financial-stability risks arising from housing market boom-bust cycles.
• New report from Committee on the Global Financial System presents four key lessons from 14 jurisdictions.
• Implementation of these policies has helped boost resilience of lenders and borrowers.

BIS: Foreign Institutional Investors, Monetary Policy, And Reaching For Yield

Date 11/12/2023

Foreign institutional investors have played an increasingly important role in the US dollar (USD) bond market over time. Against this background, this paper conceptually and empirically analyses the investment behaviour of foreign institutional investors in the USD bond market, focusing on euro area investment funds.

Euronext Announces Update On December 2023 Quarterly Review Results Of The BEL® Family Indices

Date 11/12/2023

Euronext today announced an update on the results of the December 2023 quarterly review for the BEL 20®, BEL Mid®, BEL Small® and BEL® ESG, following the successful spin-off of Syensqo from Solvay. The quarterly review result will be implemented after markets close on Friday 15 December 2023 and be effective from Monday 18 December 2023.