News and Notes

ESMA requires net short position holders to report positions of 0.1% and above

Nikkei: Bank of Japan expands monetary stimulus to fight coronavirus impacts

Fed drops interest rate range to 0-0.25%

Fed adds $32 billion in emergency liquidity for US Treasuries

REGIS-TR teams up with GLMX on delegated reporting services for SFTR

The Desk: “There is no liquidity”: Bond traders report market conditions never seen before

UK, Italian and Spanish regulators temporarily ban short selling on 154 securities

Working group on euro risk-free rates seeks feedback on Swaptions impacted by transition from EONIA to the €STR

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Fed expands asset purchases by sector, offers $500 billion in term repo operations

ECB Banking Supervision provides temporary capital and operational relief in reaction to coronavirus

ECB announces additional LTROs among monetary policy measures

Fed increases repo liquidity for the next month to $175b overnight and $45b two week term

QCAM: Not a funding crisis yet

Goldman: Barclays, Nordea and more join call to improve safety of CCPs

Bank of England drops bank rate by 50 bps, reduces countercyclical buffer to fight coronavirus impact

FCA begins review on data in wholesale markets

Ocorian: Flight of the CLOs: Dutch VAT ruling points to exodus

ING invests in seclending blockchain platform HQLA^X

Barclays: US liquidity conditions and funding stresses could push Fed to Standing Repo Facility

BBH webinar: Covid-19 impacts and considerations

Fed increases repo operations this week in proactive move to ease liquidity concerns

BNP Paribas, Eurex join ISLA’s sustainability council

ARRC Releases a Proposal for New York State Legislation for U.S. Dollar LIBOR Contracts

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AFME publishes recommendations for partial settlement under CSDR

Risk: ECB mulls wider clearing house access to account facilities

Federal Reserve approves Stress Capital Buffer

BlackRock publishes policies on proxy voting for securities lending and sustainability

BIS: Foreign banks, liquidity shocks, and credit stability

OCC securities lending CCP volume up 15.5% in Feb 2020 year over year

Bank of Japan sizes Japanese SFT market at $1.5 trillion

Bank of England: How to see it coming: predicting bank distress with machine learning

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Pirum launches CSDR fails cost reporting and enhances SSI enrichment service

ICMA publishes Quick Guide to the transition to risk-free rates in the bond market

ISLA announces formation of the ISLA Council for Sustainable Finance

Reuters: JPM reducing Fed reserves, putting $50b+ into repo, starting to use Fed discount window

Regulation Asia: Taiwan Banks Likely to Replace LIBOR with SOFR

BIS: Variability in risk-weighted assets: what does the market think?

UniCredit: Coronavirus a supply shock to economy, much harder to counteract than demand shock

Bank of England to publish SONIA Compounded Index and increase haircuts on LIBOR-linked collateral

TriOptima Expands triResolve Margin to Offer SWIFT Payment Infrastructure

EquiLend Collateral Trading service goes live, surpasses 100 clients on NGT

Sweden’s Riksbank to test technical solution for the e-krona

ICMA’s ERCC publishes guide to reporting under the SFTR

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Morgan Stanley to acquire E*TRADE for $13bn

ECB working group issues recommendations for EONIA transfer to €STR

Hazeltree adds SIMM calculations to Collateral Manager service