Capital markets
ESMA ADVISES ON CREDIT RATING SUSTAINABILITY ISSUES AND SETS DISCLOSURE REQUIREMENTS
Posted in: News
Lug
18
2019
ESMA, in its advice, has assessed the level of consideration of Environmental, Social and Governance (ESG) factors in both specific credit rating actions… https://www.esma.europa.eu/press-news/esma-news/esma-advises-credit-rating-sustainability-issues-and-sets-disclosure
Tagged width: capital markets, esma
Lug
18
2019
Consob ha pubblicato il nuovo Quaderno FinTech n. 5 del luglio 2019 sul tema “Marketplace lending: verso nuove forme di intermediazione finanziaria?” … http://www.dirittobancario.it/news/fintech/pubblicato-il-nuovo-quaderno-fintech-della-consob-sul-marketplace-lending
Tagged width: capital markets, fintech
Does the identikit of European banks tend to underestimate the model risk?
a cura di Fabiano Salvio
Posted in: Articolo
Lug
12
2019
European banks are still experiencing a difficult situation, also dictated by the political-economic tone we are experiencing recently, the CER has focused on the problem in its Banking Report N.1 2018, based on 2014-2016 data, however in this article the analysis compared to the ...more »
Tagged width: banking, capital markets
Lug
12
2019
ESMA still has serious concerns about firms’ marketing, distribution or sale of CFDs to retail clients and considers it necessary to remind CFD providers about some of the requirements connected with the offering of CFDs…
Tagged width: capital markets, esma
Lug
12
2019
Why are interest rates so low today? Many believe that the worldwide abundance of savings is due to the retirement of OECD baby-boomers and the Chinese one-child policy… https://www.bis.org/publ/work794.pdf
Tagged width: BIS, capital markets
Global real rates: a secular approach
Posted in: News
Lug
05
2019
They propose a simple framework to explain low global real risk-free interest rates… https://www.bis.org/publ/work793.pdf
Tagged width: BIS, capital markets
Lug
05
2019
Today’s updates include DVC data and calculations for the period 1 June 2018 to 31 May 2019 … https://www.esma.europa.eu/press-news/esma-news/mifid-ii-esma-issues-latest-double-volume-cap-data-12
Tagged width: capital markets, esma
Giu
27
2019
Tagged width: capital markets
Giu
26
2019
The publication Leverage ratio treatment of client cleared derivatives sets out a targeted revision to align the leverage ratio measurement… https://www.bis.org/bcbs/publ/d467.htm
Tagged width: BIS, 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
