IOSCO

Public responses to the consultation on Incentives to centrally clear over-the-counter (OTC) derivatives

Consultation responses to 'Incentives to centrally clear over-the-counter (OTC) derivatives'.

Study highlights continued central clearing interdependencies

CCP resources and central clearing exposures are concentrated at a small number of financial institutions.

Analysis of Central Clearing Interdependencies

A study by standard-setters on the interdependencies between CCPs and clearing members and other financial service providers.

Incentives to centrally clear over-the-counter (OTC) derivatives

Consultative document on the effects of the G20 financial regulatory reforms on incentives to centrally clear OTC derivatives.

FSB and standard-setting bodies consult on effects of reforms on incentives to centrally clear over-the-counter derivatives

Standard-setters consult on evaluation of the effects of the G20 reforms on incentives to centrally clear OTC derivatives.

Mechanisms Used by Trading Venues to Manage Extreme Volatility and Preserve Orderly Trading

Recommendations applicable to the establishment, use and on-going monitoring of mechanisms that may be used to manage extreme, including abnormal, volatility, and/or preserve orderly trading.

Framework for supervisory stress testing of central counterparties (CCPs)

The supervisory stress testing framework is designed to support tests conducted by one or more authorities that examine the potential macro-level impact of a common stress event affecting multiple CCPs.

Harmonisation of critical OTC derivatives data elements (other than UTI and UPI) – technical guidance

This document provides technical guidance on the definition, format and allowable values of critical data elements of OTC derivative transactions, other than UTI and UPI (CDE), reported to trade repositories and important to aggregation by authorities.

Regulatory Reporting and Public Transparency in the Secondary Corporate Bond Markets

The recommendations emphasize the importance of ensuring the availability of corporate bond information, both to regulators in the form of reporting and to the public in the form of transparency requirements, thus enhancing pre-trade and post-trade transparency.

Recommendations for Liquidity Risk Management for Collective Investment Schemes

The IOSCO 2018 Liquidity Recommendations replace the liquidity risk management framework contained in the 2013 Liquidity Report (Principles of Liquidity Risk Management for Collective Investment Schemes, March 2013).

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