国际其产品市场动态 ｜监管 Regulations

open the 2014 standardized approach for measuring counterparty credit risk (SA-CCR). The framework needs to be revisited given the timing of the finalized rule as it does not adequately reflect structural changes in the derivatives market and the overall regulatory framework since the standard was finalized. In light of market developments that have occurred in recent years the industry believes a holistic and consistent review of SA-CCR across all jurisdictions is justified in order to minimize the risk of market fragmentation and to recalibrate SA-CCR to a sufficiently risk-sensitive level.

ESMA renews call for staggered implementation of derivatives tape

The European Securities and Markets Authority (ESMA) has renewed the regulator’s call for a staggered implementation of rules to set up a consolidated tape for derivatives. ESMA in March published its assessment of the European Commission Markets in Financial Instruments Review (MiFIR), considering the parallel introduction of a consolidated tape for equities, bonds, derivatives and exchange-traded funds. ESMA pointed that it is not feasible to run the procedures for the four asset classes all in parallel and there would be clear advantages in introducing a staggered approach. This would provide more time to non-prioritized asset classes (typically derivatives) to address remaining issues, for instance in relation to the format and quality of the transparent reports.

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