European securities and markets authority (esma)
Systemic risk is down, but not due to G-20 reforms, say end-users
Risk-weights set to jump after June 15
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More European securities and markets authority (esma) articles
Market participants detect new mood on cross-border issues: "The two clearing regimes aren't really compatible, but neither side wants to start a shooting war"
A requirement to report trades under the European Market Infrastructure Regulation kicked in on February 12, creating a rush to comply among energy derivatives market participants. Some firms have s...
"We need a solution," says Esma spokesman
Finnish issuer expects to hand out 10,000 identifiers, but had only reached 1,166 last week - and the story is similar elsewhere
Regulators have left industry to come up with Emir trade identifiers - a huge mistake, according to one corporate treasurer
European disclosure regime for derivatives platforms diverges from that in US
Sponsored video Q&A: DTCC
News will "come as a surprise" to market participants - and also the UK's FCA, which has misinterpreted Esma rules on its website
No guarantee of equivalence being granted to Asian clearing houses
Ashley Alder says European cross-border CCP regulation is not relevant to Asian markets
Sponsored forum: sub-custody
Esma responds to EC's 'intended rejection' of one-year postponement
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.