Capital markets
Advances in Incremental Valuation of Financial Contracts and Definition of the Economic Meaning of the Capital Value Adjustment ( KVA ) – Part I
a cura di Antonio Castagna
Posted in: Articolo
Giu
22
2019
We extend the analysis we sketched in Castagna [4] and we provide an application of the framework we introduced to incrementally evaluate financial contracts within a financial institution’s balance sheet. 1 Introduction In Castagna [4] we sketched a framework to evaluate a contract inserted within ...more »
Tagged width: capital markets, Castagna Antonio
ESMA announces hearing on SFTR reporting
Posted in: News
Giu
22
2019
The European Securities and Markets Authority (ESMA) will hold an open hearing on its consultation paper published on 27 May 2019… https://www.esma.europa.eu/press-news/esma-news/esma-announces-hearing-sftr-reporting
Tagged width: capital markets, esma
ESMA UPDATES Q&A ON EMIR DATA REPORTING
Posted in: News
Giu
14
2019
The purpose of this document is to promote common supervisory approaches and practices in the application of EMIR… https://www.esma.europa.eu/press-news/esma-news/esma-updates-qa-emir-data-reporting-1
Tagged width: banking, capital markets, esma
Giu
14
2019
Despite the somewhat better than expected data for the first quarter… https://www.bis.org/review/r190612b.pdf
Tagged width: capital markets, ecb
Giu
08
2019
Today’s updates include DVC data and calculations for the period 1 May 2018 to 30 April 2019 as well as updates to already published DVC periods… https://www.esma.europa.eu/press-news/esma-news/mifid-ii-esma-issues-latest-double-volume-cap-data-11
Tagged width: capital markets, esma
ECB announces details of new targeted longer-term refinancing operations (TLTRO III)
Posted in: News
Giu
08
2019
The Governing Council of the European Central Bank (ECB) today decided on key parameters of the new series of targeted longer-term… https://www.ecb.europa.eu//press/pr/date/2019/html/ecb.pr190606~d1b6e3247d.en.html
Tagged width: capital markets, ecb
CPMI-IOSCO conclude that the United States has fully implemented the PFMI for payment systems
Posted in: News
Mag
31
2019
A CPMI-IOSCO report released today concludes that the US legal, regulatory and oversight frameworks for systemically important PSs and CSDs… https://www.iosco.org/news/pdf/IOSCONEWS532.pdf
Tagged width: banking, capital markets
Mag
31
2019
The Financial Stability Board (FSB) today published a report on crypto-assets, which considers work underway, regulatory approaches and potential gaps… https://www.fsb.org/2019/05/fsb-reports-on-work-underway-to-address-crypto-asset-risks/
Tagged width: blockchain, capital markets
The Impact of US-China Trade Tensions
Posted in: News
Mag
25
2019
US-China trade tensions have negatively affected consumers as well as many producers in both countries. The tariffs have reduced trade between the US and China… https://blogs.imf.org/2019/05/23/the-impact-of-us-china-trade-tensions/
Tagged width: capital markets, imf
Sam Woods: Scanning the Horizon
Posted in: News
Mag
25
2019
The Bank of England is even more ancient but I think it’s very impressive for a trade association to make it to its 150th year… https://www.bis.org/review/r190524d.htm
Tagged width: BIS, capital markets
