Featured Product

    SNB Publishes Forms and Instructions for OTC Derivatives Statistics

    November 13, 2018

    SNB published reporting forms and instructions for the triennial survey of foreign exchange and derivatives market activity in 2019. The forms cover foreign exchange and derivatives transactions based on the requirements of BIS on amounts outstanding (Form DDBJ Version 1.9) and turnover (Form DDUM Version 1.9). BIS coordinates this survey at the international level. To meet the requirements of BIS, SNB has made various adaptations to the forms. List of international reporting "dealers" (a list for DDUM and another for DDBJ) will also be published on the SNB website in December 2018.

    The data collection consists of two successive parts, with the first part, via Form DDUM, focusing on the volume of transactions recorded as of April 2019 on foreign exchange and derivatives markets. The data will have to be transmitted no later than May 31, 2019. In this first part of the survey, banks with contract volumes of open derivative financial instruments exceeding CHF 8 billion in turnover as at December 31, 2017 are required to participate. In the second part (Form DDBJ) of the data collection, banks are required to report the amounts of derivative contracts (notional amount and market value) outstanding as of June 30, 2019 and this data must be submitted no later than September 02, 2019. This part of the survey will be conducted at group level only. Banks whose underlying volume of financial derivative instruments amounted to CHF 30 billion as at December 31, 2017 are required to participate in the second part of the survey. 

     

    Related Links

    Keywords: Europe, Switzerland, Banking, OTC Derivatives, Statistics, Form DDUM, Form DDBJ, Reporting, BIS, SNB

    Featured Experts
    Related Articles
    News

    EC Delegated Regulation on Specialized Lending Exposures Under CRR

    EC finalized the Delegated Regulation 2021/598 that supplements the Capital Requirements Regulation (CRR or 575/2013) and lays out the regulatory technical standards for assigning risk-weights to specialized lending exposures.

    April 14, 2021 WebPage Regulatory News
    News

    OSFI Consults on Minimum Qualifying Rate for Uninsured Mortgages

    OSFI is proposing new minimum qualifying rate for uninsured mortgages under the Guideline B-20.

    April 13, 2021 WebPage Regulatory News
    News

    ECB Updates List of Supervised Entities in EU in April 2021

    ECB updated the list of supervised entities in EU, with the number of significant supervised entities amounting to 115 as of the March 01, 2021 cut-off date.

    April 12, 2021 WebPage Regulatory News
    News

    OSFI Issues Letter on ICAAP Submission and Internal Audit of BCAR

    OSFI issued a letter to confirm that a formal Internal Capital Adequacy Assessment Process (ICAAP) submission is not required in 2021.

    April 12, 2021 WebPage Regulatory News
    News

    EC Agrees to Prolong Scheme to Support NPL Reduction at Greek Banks

    EC has approved the prolongation of an existing Greek scheme aiming to support the reduction of nonperforming loans, or NPLs, of Greek banks on the basis that it remains free of any State aid.

    April 09, 2021 WebPage Regulatory News
    News

    EIOPA Study Examines Internal Model Market and Credit Risks Under SII

    EIOPA published a report presenting the results of its yearly study on the internal modeling of market and credit risks under the Solvency II Directive, also known as SII.

    April 09, 2021 WebPage Regulatory News
    News

    ESMA Issues Notification Templates for STS Synthetic Securitizations

    ESMA published the interim simple, transparent, and standardized (STS) notification templates for synthetic securitizations, post the recent amendments to the Securitization Regulation.

    April 09, 2021 WebPage Regulatory News
    News

    EBA Issues Erratum for Phase 2 Package of Reporting Framework 3.0

    EBA published an erratum for the technical package on phase 2 of the reporting framework 3.0.

    April 08, 2021 WebPage Regulatory News
    News

    EBA Updates Lists of Entities for Use in Capital Calculations under SA

    EBA published an erratum for the technical package on phase 2 of the reporting framework 3.0.

    April 08, 2021 WebPage Regulatory News
    News

    FED Proposes to Automate Bank Stock Adjustment Using Call Report Data

    FED published a proposal to automate non-merger-related adjustments to member banks' subscriptions to Federal Reserve Bank capital stock.

    April 08, 2021 WebPage Regulatory News
    RESULTS 1 - 10 OF 6835