Opracowania instytucji zagranicznych - Komisja Nadzoru Finansowego

Opracowania instytucji zagranicznych

data aktualizacji 24 września 2021

Poniżej przedstawiamy najważniejsze w ocenie UKNF stanowiska, komunikaty oraz inne materiały dotyczące wskaźników referencyjnych opublikowane przez instytucje UE oraz organy nadzorcze i grupy robocze z jurysdykcji, w których opracowywane są zagraniczne wskaźniki referencyjne stosowane na krajowym rynku finansowym.

Europejski Urząd Giełd i Papierów Wartościowych (ESMA)

• Guidelines on methodology, oversight function and record keeping  under the Benchmarks Regulation

• Forthcoming cessation of all LIBOR settings

• Supervisory Briefing on Benchmark administrators’ presence in their Member States of location and outsourcing

• Q&A on the Benchmarks Regulation (BMR)

• Final report_TA on procedural rules for penalties imposed on Benchmark Administrators

• BMR Brexit Statement updated

• Final Report BMR Advice Fees

• Speech_ESMA Chair_EUR RFR WG Roundtable 2020

• Final Report Draft Regulatory Technical Standards under the Benchmarks Regulation

• ESMA BMR Equivalence MoU MAS

• Briefing Implementation of the recognition regime under Article 32 of the Benchmarks Regulation

• Guidelines On non-significant benchmarks under the Benchmarks Regulation 

• Actions to mitigate the impact of COVID-19 on the EU financial markets regarding the timeliness of fulfilling external audit requirements for interest rate benchmarks under the Benchmarks Regulation

• Briefing Implementation of the recognition regime under Article 32 of the Benchmarks Regulation

• ESMA-ASIC MoU on BMR

Międzynarodowa Organizacja Komisji Papierów Wartościowych (IOSCO)

• IOSCO Principles for Financial Benchmarks

• IOSCO Statement on credit sensitive rates

• IOSCO Statement on Benchmarks transition

• IOSCO Statement on matters to consider in use of Financial Benchmarks

Rada Stabilności Finansowej (FSB)

• Global Transition Roadmap for LIBOR

• Overnight risk-free rates and term rates

• Reforming Major Interest Rate Benchmarks 2020 Progress report “The year of transition away from LIBOR”

• FSB OSSG Supports Use of the ISDA Spread Adjustments in Cash Products

• FSB encourages broad and timely adherence to the ISDA IBOR Fallbacks Protocol

• FSB statement on the impact of COVID-19 on global benchmark reform

Międzynarodowe Stowarzyszenie Swapów i Derywatów (ISDA)

• ISDA Benchmarks Reform LIBOR InfoHUB

• ISDA 2020 IBOR Fallbacks Protocol

• ISDA 2018 Benchmarks Supplement Protocol

Working group on euro risk-free rates (EU)

• WG meetings: agendas, minutes and documents

• Key milestones

NWG on Swiss reference rates (SUI)

• Meetings: documents and agendas

• Milestones in the transition to SARON

Alternative Reference Rates Committee (USA)

• Materials, publications

• Announcements 

Working Group on Sterling Risk-Free Reference Rates (UK)

• Announcements and publications

Cross-Industry Committee on Japanese Yen Interest Rate Benchmarks (JPY)

• Public consultation materials InfoHub