Capital markets
Feb
09
2021
The European Securities and Markets Authority, the EU’s securities markets regulator, is organising a workshop on CCP margins and procyclicality in times of crisis which… https://www.esma.europa.eu/press-news/esma-news/esma-organises-workshop-%E2%80%9Cccp-margins-and-procyclicality-in-times-crisis%E2%80%99%E2%80%99
Tagged width: capital markets, esma
Feb
04
2021
The European Securities and Markets Authority (ESMA), the EU’s securities markets regulator, has today updated its Questions and Answers (Q&As) regarding market structures issues under MiFID II and MiFIR… https://www.esma.europa.eu/press-news/esma-news/esma-updates-qas-mifid-ii-and-mifir-market-structures-topics
Tagged width: capital markets, esma
Interpolating commodity futures prices with Kriging
a cura di Andrea Pallavicini e Andrea Maran
Posted in: Articolo
Gen
29
2021
Commodity markets may quote the prices of futures contracts for different maturity dates and different delivery periods. If we select a specific delivery period, we can group the prices at different maturities within a single term structure. The shape of the futures term structure is ...more »
Tagged width: capital markets, Pallavicini Andrea
Gen
29
2021
Cryptocurrency derivatives exchange FTX has listed a WallStreetBets (WSB) index quarterly futures contract in a bid to capitalize on the retail trading fervor that exploded in recent days… https://www.coindesk.com/wall-street-bets-futures-dogecoin-ftx
Tagged width: capital markets, fintech
Gen
29
2021
The European Securities and Markets Authority (ESMA), the EU’s securities regulator, today launches a consultation on guidelines on the application of certain aspects… https://www.esma.europa.eu/press-news/esma-news/esma-consults-appropriateness-and-execution-only-under-mifid-ii
Tagged width: capital markets, esma
Gen
24
2021
The following competent authorities comply or intend to comply with ESMA’s Guidelines on liquidity stress testing in UCITS and AIFs… https://www.esma.europa.eu/file/111268/download?token=-0Wju7JW
Tagged width: capital markets, esma
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds
Posted in: News
Gen
17
2021
The dynamic properties of sovereign bonds in emerging market economies and their associated risk premiums. We focus on the interaction between credit and currency risks, ie the Twin Ds, reflected in local currency bonds issued by sovereigns in Asia-Pacific… https://www.bis.org/publ/work918.htm
Tagged width: BIS, capital markets
Moving from IBORs to Alternative Risk Free Rates
a cura di Veronica Falco, Marco Bianchetti, Umberto Cherubini
Posted in: Articolo
Gen
15
2021
Abstract In this short note we briefly review the state of the art of the ongoing transition from interbank rates (IBORs) to alternative risk free rates, with a focus on LIBOR and EUR benchmark rates. This note is a reduced version of a position paper ...more »
Tagged width: Bianchetti Marco, capital markets
CFTC AND ESMA SIGN ENHANCED MOU RELATED TO CERTAIN RECOGNIZED CENTRAL COUNTERPARTIES
Posted in: News
Gen
08
2021
Through the MOU, ESMA and the CFTC express their desire for enhanced cooperation as to the larger U.S. CCPs operating in the European Union with provisions… https://www.esma.europa.eu/press-news/esma-news/cftc-and-esma-sign-enhanced-mou-related-certain-recognized-central
Tagged width: capital markets, esma
Un anno record per le piattaforme di invoice trading in Italia
a cura di Giancarlo Giudici
Posted in: Articolo
Gen
08
2021
La recessione causata dall’epidemia Covid-19 sta impattando fortemente sui pagamenti delle fatture commerciali. Secondo lo European Payment Report 2020 di Intrum il 35% delle aziende europee sta accettando tempi più lunghi per il pagamento delle fatture pur di evitare il default; il numero delle fatture ...more »
Tagged width: capital markets, Giudici Giancarlo
