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The growing and increasingly complex regulatory environment challenges firms to expand data requirements, enhance risk management processes, and achieve operational efficiency. We offer a range of regulatory-related services designed to help you understand the liquidity risk profile of securities, measure the effectiveness of processes, and achieve regulatory compliance.
| U.S. | EMEA | Global |
| Comprehensive Capital Analysis Review (CCAR) | Alternative Investment Fund Managers Directive (AIFMD) | ASC 820 / IFRS 13 |
| Foreign Account Tax Compliance Act (FATCA) | Bank Recovery and Resolution Directive (BRRD) | Fundamental Review of the Trading Book (FRTB) |
| FR 2052a | ESA 2010 | HQLA Level Designation |
| SEC Money Market Reform | Financial Transaction Taxes (FTT) | HQLA Px Vol Metrics |
| US Stamp / Levy Tax | Fund Look-Through | |
| Volcker Rule | Markets in Financial Instruments Directive (MiFID) | |
| SEC Report Modernization (N-PORT) | Solvency II | |
| SEC Liquidity Risk Management Program |
REGULATORY COMMENT LETTERS
ICE Data Services submits comment letters to federal regulators on proposed rules impacting the industry. Browse our most recent letters using the links below.
| U.S. SECURITIES AND EXCHANGE COMMISSION (SEC) | FINANCIAL INDUSTRY REGULATORY AUTHORITY (FINRA) |
|---|---|
| Business Continuity and Transition Planning Proposal Use of Derivatives by Funds Proposal Liquidity Risk Management Proposal Report Modernization Proposal |
TRACE for CMOs Response to Comments
FINANCIAL ACCOUNTING STANDARDS BOARD (FASB)
Fair Value Measurement (Topic 820) Exposure Draft
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Newly proposed disclosure requirements and amendments to the accounting guidance are prompting entities to review their fair value methodologies and processes. Our broad range of market data and our Fair Value Hierarchy level service (FVL) can help firms address their data and reporting needs
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A new market risk and capital requirement framework for global banks, FRTB focuses on creating a more resilient banking sector as well as strengthening capital standards for market risk. Our proposed integrated service is comprised of four key solutions, combining expertise and infrastructure across ICE.
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MiFID II is a wide-ranging piece of legislation with implications for organized trading of financial instruments including a requirement to shift to multilateral and regulated trading platforms. Our service is designed to track technological innovation, such as trading controls, appropriate liquidity provisions for high frequency trading, and regulation of electronic trading platforms.
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Use instrument-level detail for foreign financial institutions and withholding agents to help determine withholding obligations. This service flags the FATCA status of instruments as: liable, grandfathered or exempt. Information is provided to identify instruments that lose grandfathered status, together with the date of change in status.
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We help firms support the Minimum Capital Requirements (MCR) and Solvency Capital Requirements (SCR) calculation process under Pillar I and support the additional asset data requirements specific to Quantitative Reporting Templates (QRTs) under Pillar III. In addition, our Solvency II data solutions combine patented, market leading fixed-income evaluations and reference data with key data attributes such as CIC Code, Legal Entity Identifier (LEI) ISO 17442, and NACE code to support Pillar I and Pillar III requirements.
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The new SEC rule addressing Investment Company Reporting Modernization adds extensive new reporting requirements for the funds industry. Form N-PORT (Part C: Schedule of Portfolio Investments) requires funds to report monthly on a wide range of security-level information to the SEC for the first time.
ICE Data Services is positioned to assist our fund clients towards their compliance.
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