All posts tagged "Swaps"
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337EuropeRisks 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 -
567AML / KYCISDA AGM Highlights Global Scrutiny of Crypto Sector
Senior officials from the FSB, Basel Committee, US SEC, and CFTC spoke at ISDA's AGM about the need for more regulation in the crypto sector.
May 14, 2022 -
418EnforcementUS Authorities File Charges Against Archegos, Key Executives
The DOJ, CFTC and SEC charged Archegos and four of its executives for defrauding banks and brokers and manipulating the prices of publicly traded securities.
April 28, 2022 -
906ChinaChina Legislature Passes Futures and Derivatives Law
The final version of the law further improves derivatives trading supervision and specifies rules for foreign institutions operating in China.
April 21, 2022 -
283Securities & TradingUS SEC Proposes Registration Requirement for Security-Based SEFs
The rules will improve transparency over total return swaps, the instruments partly responsible for last year's blowup at Archegos Capital Management.
April 16, 2022 -
1.1KContributed ArticleThe EU Puts London in the Last Chance Saloon: or Does It?
Tony Freeman explains why European banks are unlikely to move away from clearing trades through London absent a regulatory mandate.
February 11, 2022 -
608JapanRefinitiv Revises Tokyo Swap Rate Methodology for TIBOR Swaps
The fallback procedure has been updated to allow publication based on Tokyo Swap Rate (for swaps referencing TONA) plus a spread adjustment.
February 5, 2022 -
460Japan
Refinitiv Set to Launch Tokyo Swap Rate Fallback
The Tokyo Swap Rate Fallback is based on a static spread adjustment and the Tokyo Swap Rate (for swaps referencing TONA), which was launched in October.
December 13, 2021 -
627Australia & NZAustralia to Drop LIBOR in Cross Currency Swaps Trading
BBSW/LIBOR will shift to BBSW/SOFR in cross currency basis swaps trading, though the move presents challenges inherent to an IBOR/RFR pairing.
November 30, 2021 -
164InternationalIBA Publishes Production Version of SOFR ICE Swap Rate
The US dollar SOFR ICE Swap Rate will help the USD non-linear derivatives market in its ongoing transition to SOFR, said IBA president Tim Bowler.
November 9, 2021
