News and Notes

UK FCA publishes results of trade data study, launches wholesale data consult

Pirum boosts CoacsConnect to fully automate income claims

Bank Policy Institute suggests Fed should lower the rate on Reverse Repos

Fed’s Q1 SCOOS finds funding terms mostly unchanged for all collateral classes

Swift publishes results of blockchain trial for corporate actions

Bank of England working paper: An anatomy of the 2022 gilt market crisis

BloombergGPT: a large language model for finance

FSB announces “global bank stress test” on 2023 work program

DTCC on MSRB’s T+1 proposed rule amendments

J.P Morgan and QC Ware complete study of quantum deep hedging

YPFS: applying LCR to SVB

Plato: looking at the bigger picture of T+1

ICMA highlights richening of repo rates in Asia bond market report

Causality Link: an automated path from financial news to executable Bayesian network simulations

Citi launches securities lending access service for Sweden’s Nordnet

OpenFin adds Dow Jones coverage to platform

Australian regulator opens investigation into ASX’s CHESS replacement oversight

Commentary on market turbulence and secfinance automation

DSB announces timeline for 2023 OTC ISIN consultation

BIS: facilitating increased adoption of PvP

Evident: largest banks lag on AI transparency

Short side anomaly trading behavior of alternative mutual funds

Exchanges agree global green equities framework

ESMA’s DLT Pilot Regime goes live

Clearstream launches data-based tool to customize equity collateral utilization

CFPB launches inquiry into data brokers’ business practices

FDIC sells much of Signature Bank, extends SVB bid window

Eurosystem’s new T2 wholesale payment system goes live

Fed’s Standing Repo Facility sees little action

European authorities comment on liquidity measures underpinning UBS takeover of CS

ECB announces 6 central banks taking action on USD liquidity provision

Credit Suisse and UBS to merge

Bloomberg: banks borrow record $164.8bn from Fed to backstop liquidity

SIFMA: how the Basel III “Endgame” reforms will transform US capital requirements

Committee on the Global Financial System: Central bank asset purchases eased financial conditions during Covid-19 by improving market liquidity

Fed announces July launch for FedNow service

11 major banks to make uninsured deposits worth $30bn into First Republic

ISLA publishes new templates for GMSLA documentation

SEC proposes new cyber rules and expanding RegSCI to large broker-dealers

S&P GMI: March 2023 long/short report

Time consistent reinforcement learning for optimal consumption applied to SPY

CFTC flags swaps rules for new bridge banks after SVB, Signature failures

ICMA survey shows Europe repo market at record €10.4tn for 2022 YE, triparty shrinks

Bloomberg Enters Agreement to Acquire Broadway

IIAC analysis of CSA/IIROC short selling proposals

Eurex Clearing to use ISS ESG data and analytics for portfolio and counterparty transparency

Fed prepared to address any liquidity pressures

Silicon Valley Bank news round-up

Naoris on EU’s DORA cyber regulations for financial services

NBU expands list of benchmark bonds for reserve requirements