All posts tagged "mark-to-market"
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495EuropeRisks Were Visible in EMIR Data Prior to Archegos Collapse: ESMA
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.
May 20, 2022 -
362KoreaKorea Transitions MMFs to Mark-to-Market Valuation
MMFs will still be allowed to use the book value method if more than 30 percent of their assets are 'stable assets', the definition of which has been expanded.
April 5, 2022 -
580ChinaNickel Short Squeeze Prompts Scrutiny from Chinese Regulators
State-owned entities are being asked to provide data on their exposures energy and commodity-linked derivatives contracts.
March 10, 2022 -
642Capital / LiquidityRBI Revises Classification Norms for Bank Investment Portfolios
The RBI proposes to divide banks' investment portfolios into three categories - held-to-maturity, available for sale, and fair value through profit and loss account.
January 19, 2022 -
329Capital / LiquidityInternational Standard Setters Launch Review into Margin Practices
While centrally cleared and non-centrally cleared markets faced similar levels of volatility in March and April 2020, IM requirements increased significantly only for centrally cleared derivatives.
October 27, 2021 -
406Feature
RBI Finalises Guidelines for OTC Derivatives Market Makers
The guidelines impose requirements on governance, dealing conduct, risk management, internal control, internal audit and record-keeping.
September 23, 2021 -
176Capital / LiquiditySEBI Allows Cross Margin Benefits in Commodity Futures Trades
The move is part of efforts to improve efficiency in the use of the margin capital and enhance market liquidity.
July 3, 2021 -
345FeatureJapan to Start Holiday Trading in Derivatives in Sep 2022
Osaka Exchange and Tokyo Commodity Exchange will begin holiday trading in index and commodity futures and options in September 2022.
May 19, 2021 -
1.1KCapital / Liquidity
RBI Issues Draft Rules on Variation Margin Exchange
The rules are applicable to India-regulated financial firms, IFSC banking units, and FPIs with non-cleared derivatives exceeding 500bn rupees.
September 8, 2020 -
817Capital / Liquidity
RBI Expands Mutual Fund Liquidity Facility to All Banks
Initially, funding under the special liquidity facility for mutual funds was only available to banks that use the RBI's liquidity adjustment facility window.
May 1, 2020
