ESMA found that reported trade activity data could be used to track the evolution of Archegos’ positions in individual stocks and analyse the mark-to-market value of its portfolio of swaps.
ESMA found that reported trade activity data could be used to track the evolution of Archegos’ positions in individual stocks and analyse the mark-to-market value of its portfolio of swaps.
Archegos, Banks, Brokerages, concentration risk, Data, derivatives, early warning, EMIR, ESMA, family office, leverage, Margins, mark-to-market, Market manipulation, Regulatory Reporting, Swaps