Tuesday, May 13, 2025

RegTek.Solutions & Optimity Advisors Partner on Analytics

RegTek.Solutions, announced a partnership with Optimity Advisors, a global consulting firm, to bring data visualization and exception-based analytics to the regulatory reporting space. Pairing RegTek.Solutions actionable regulatory intelligence and proven compliance technology with a dynamic user experience developed by Optimity, clients can benefit from unprecedented levels of transparency and regulatory oversight.

All our clients want the same thing: cost-effective compliance, delivered with confidence, said Brian Lynch, CEO and Co-Founder of RegTek.Solutions. We are committed to supporting our clients on their journey to sustainable compliance, and believe that the way to achieve this is through a collaborative, best-of-breed approach. Working with trusted partners like Optimity, were able to amplify the value of our investment and give our clients another way to leverage their critical compliance data.

With more than half of the G16 Global Dealers validating their trade and transaction reporting data with RegTek.Solutions Validate.Trade, the opportunity for value added analytics, metrics and management information systems is vast. Validate.Trade generates rich data quality assurance data on trade and transaction submissions to trade repositories (TRs), swap data repositories (SDRs) and approved reporting mechanisms (ARMs). Having all this high-quality data centralized and available offers tremendous opportunities for analyzing and slicing & dicing the data for better insights into day-to-day operations, levels of control and compliance as well as historical compliance performance trends.

Many of our clients have implemented enterprise IT infrastructure to deal with derivatives regulatory reforms and produce reports. However, there is a constant challenge to easily and proactively monitor the quality of regulatory data submissions, as well as produce meaningful insights with data, said Vipul Parekh, lead practitioner for Financial Services Data Strategy with Optimity Advisors. This partnership with RegTek.Solutions will create simple and intuitive visualizations for clients to improve the quality of their reporting data.

Working with RegTek.Solutions quality, completeness & accuracy solutions and leveraging market-proven data visualization platforms such as Qlikview and Tableau, Optimity brings powerful insights to the operations and technology teams that care about the data. Using the combined solution, clients are able to quickly and efficiently aggregate and consolidate the vast amounts of data generated by RegTek.Solutions data quality assurance applications into a user-centric dashboard, driving faster and better decision making.

FLASHBACK FRIDAY GALLERY: 2012 Wall Street Women Gala (Part 2)

In todays look back down Memory Lane, Traders Magazine shares the photos and memories of the 2012 Wall Street Women Awards winners and gala.

Former Traders Magazine publisher Ken Heath said back in 2012 that women were breaking old barriers and setting new standards of excellence in capital markets. This night, Heath and a panel of industry judges presented the best of the best, women who have excelled as trailblazers, mentors, philanthropists and leaders on Wall Street as well as one firm that has set a benchmark for diversity to the public.

The event, postponed due to weather, was held at The Waldorf Astoria in New York.

The individuals were nominated in eight categories. Candidates were recommended by their peers in the trading community who submitted information on a variety of criteria, including responsibilities, financial results and organizational success, on each nominee.

The 2012 award-winners were selected from a field of more than 70 nominees by an independent advisory board comprised of seven established, female leaders from the industry.

Please click here for the images

Colt Technologies Expands On Demand Services

Colt Technology Services has announced that it will bolster its On Demand SDN service by expanding further into the Asia Pacific region, with the end goal being to deliver a truly global service.

Connectivity is an important part of Colts expansion strategy, which extends to ensuring customers are provided with a superior customer experience, through agile and on-demand high bandwidth solutions.

Colts On Demand SDN services are powered by the Colt IQ Network and enable businesses to take full control over their network, scaling high bandwidth requirements up and down in real-time, creating flexibility, agility and driving cost efficiencies.

Following the successful launch of Colts On Demand SDN services in Japan, the company plans to launch these services both in Singapore and Hong Kong in Q2 2018.

Colts global expansion strategy centres on ensuring that Colt is the driving force behind the critical connections needed to drive businesses forward. The Colt IQ Network currently reaches all the key business hubs across Europe, Asia and North America, connecting to more than 25,000 buildings and over 800 data centres worldwide. The planned activity in 2018 will further cement Colts dense fibre connectivity in key areas, so that wherever a company does business, or hopes to do business, Colt is present.

Carl Grivner, CEO at Colt commented: Being better connected in 2018 is something that Colt wants to ensure is part of its entire DNA – from the services and infrastructure we invest in, to the customer experience we offer. We understand connectivity matters and the expansion pipeline of our Colt IQ Network and On Demand SDN services is the perfect example of how Colt is fully embracing this vision.

As the digital transformation journey continues in the APAC region, Colt wants to make sure that we are comprehensively set up in the area to guarantee Colt is front of mind when businesses are thinking about future proofing or expanding their technical and business operations, Grivner added.

CEO TALK: OCC Addresses Options Technology and Cybersecurity

Technology. Cybersecurity.

Two great buzzwords that are firmly entrenched in the financial market lexicon – previously in equities but now moving into the derivative option market. As the options market continues to enjoy healthy an more modest volume and valuations when compared to equities, investors cannot help but take notice.

That said, Craig Donohue, Executive Chairman and Chief Executive Officer at the Options Clearing Corporation took some time to sit down with Traders Magazine editor John DAntona Jr. and discuss the state of the options industry, covering topics such as volume, OCCs move to more cloud-based technologies and his greatest regulatory concern.

Here is an edited version of the conversation:

Traders Magazine: Why don’t you tell us a little bit about the state of the options industry. I just read a report this morning about how options volume is down and but still doing well on a year over year basis.

Craig Donohue: We’ve certainly seen in the last three to four years a leveling off of volume growth, even as 2017 volume rose by three percent. Weve had a 45-year industry track record of very significant growth year after year. Investors have become more familiar with and adept at using options, both at the retail and the institutional level. There has also been tremendous product innovation and extension over that 45 years, which is reflected by the recent launch of bitcoin derivatives..

About three to five years ago, we started to see options volumes flatten out from a growth perspective. That can mostly be attributed to the increased cost of capital that are affecting both proprietary traders and large bank-owned broker dealer FCM’s who are active in the options industry. And I think the additional regulatory burdens as well.

TM: Is there a single area where you see growth or potential growth?

Donohue: The growth areas for us as an industry, and because we’re the sole clearing house for the U.S. listed options industry, has been in ETF options and stock loan clearing. Weve seen growth in futures clearing as well, where we clear not only the VIX and variance futures contracts traded on the CBOE futures exchange but also the NASDAQ energy product. And in 2017 we became the first clearinghouse to clear bitcoin futures.

TM: Now let’s talk about the state of the clearing industry. Can you elaborate on what you’re doing there in terms of either technology or new initiatives?

Donohue: We’re undertaking a significant effort to build or buy the next generation of clearing technology at OCC. We presently use a proprietarily developed platform called Encore, which after 20 years is reaching the end of its useful life. We’re going through a process right now to determine what our business requirements going forward are for that platform. -We’re likely to look at a combination of buy and build. Effectively what we’re trying to do is take advantage of more modern and modular technologies that will allow us to lower our long-term cost base. This is a project that we’ll be undertaking for the next two to three years, and the hope is that it will make us more agile while helping us reduce our operating expenses.

TM: When you’re talking about technology, I have to ask if youre examining anything like a distributed ledger (blockchain) technology or something along those lines? Or is it something other technological innovation?

Donohue: We’ll certainly look at distributed ledger concepts in part of what we do, but for the most part we’re looking for cloud-based technologies and moving away from mainframe GB2 to more modern technology.

TM: Expounding on the technology theme, are you concerned about some of the new technologies out there? Do some of them expose the market to some kind of systemic risk to the system? Or do you see all technology as a benefit to the system?

Donohue: I think technology is enabling us to accomplish initiatives and tasks much more efficiently and less expensively, with a higher degree of security then we have had in the past. Like other financial institutions and organizations, we’re focused on cyber resiliency and cyber security. Its important to embrace new technology, and to think about how to incorporate it in a way that is protective of the financial infrastructure here in the United States.

TM: OK. So, cyber security is a primary concern to OCC?

Donohue: I think financial technology is an important part of innovation, growth and efficiency for the industry. We have to adapt, and figure out the right ways to do so.

TM: Previously you stated that OCC was looking at a two to three year initiative in terms of beefing up its systems. Is there one technology in particular that is particularly attractive? Would it be moving to the cloud or is it something else? Or are you just really in the preliminary stages of opening your investigation?

Donohue: We’re in the early stages but we’re definitely contemplating greater use of cloud-based technologies as they will offer us more efficiency, lower cost and probably to some degree, enhanced security. But mostly we’re looking for more modern modular technology components right now. Our Encore platform is a large mammoth platform that does everything for us. So, naturally it has become a more complex and expensive to operate system. Also, clearing technology itself has become more widely available than ever before. Twenty five years ago most central counterparty clearing organizations were building their own proprietary technology. Today, there are a variety of different providers of that technology where a lot of that functionality has become more commoditized.

For us it will probably be a combination of buy and build. For example, there’ll be modular components in the risk area where we probably will build some of what were going to be using because it better suits our risk management needs. And there will be other areas where we won’t necessarily feel that we can add much value by building it ourselves versus acquiring it and integrating it into our overall IT environment.

TM: What is your biggest concern on the regulatory front in terms of market structure?

Donohue: I would say right now the biggest concern are the bank capital requirements. Most of our clearing members firms are bank-owned broker dealer FCMs, and the banking capital rules are really designed in a way that we would describe it as risk insensitive. So, banks are required to calculate effectively their risk weighted assets. When it comes to client clearing on an agency basis, it just multiplies unnecessarily the amount of bank capital that is required to be held by our clearing member firms in ways that are now impacting trading activity ,volume and liquidity in the listed options market. , This is something that we’ve been working very hard with the exchanges, clearing members and liquidity providers to try to address with banking regulators. But the concern is that the cost of capital for banks and the agency clearing brokerage business has become so high that during more volatile times it could have the effect of really limiting liquidity in the marketplace. From a market structure perspective, this is probably my largest concern.

Time to Get Serious About Cybersecurity

To respond to the growing number of attacks, as well as to newly-emerging threats, companies must reevaluate their approaches to prevention and mitigation. The bare minimum is simply no longer sufficient.

In October 2017, Richard F. Smith, then-Chief Executive of the credit reporting agency Equifax, testified before the House Energy and Commerce Committee. The subject was an insidious security breach at Equifax that compromised the Social Security numbers of more than 145 million Americans. Under pointed questioning from lawmakers, Smith said a single Equifax employee had facilitated the breach.

One slipshod employee. Millions of sensitive personal records compromised.

Just as one employee can put an entire organization at risk, it only takes one to spot and contain a threat. In 1986, a young German programmer named Markus Hess hacked hundreds of U.S. government computers with the intention of selling American military secrets to the KGB. Hess would have achieved his goal if not for an attentive systems administrator named Cliff Stoll, who detected the intrusion based on a 75-cent accounting error. Stoll later went on to write a book about the experience called The Cuckoos Egg, which became a cult classic in the field. Today’s cybersecurity professionals must be every bit as vigilant and responsive as Stoll, alert to the slightest sign that something is amiss.

New Risks

Despite the industrys best efforts to prevent them, cyber threats are becoming more numerous and more sophisticated. Whats worse, state actors with tremendous resources have become major backers of such attacks. Three types of threats are becoming increasingly common.

Phishing

Phishing targets a companys users by using email, text messages or even phone calls to trick them into compromising their own systems. This is sometimes part of a synchronized attack, which appears to be coming from a trusted source. If hackers manage to infect someones computer, then their malicious code can travel laterally across the network, and once inside, infect additional systems. Technical controls and continuous awareness programs for employees are crucial to circumventing these threats.

Ransomware

Ransomware has become the most popular method for monetizing cyberattacks. Here hackers encrypt a computers data and then demand a ransom to decrypt it. Owing to social engineering advances, malicious actors can now launch multiple attacks within the same company, so training for employees who have data access must be a top priority. Also, a machine compromised by ransomware can only spread the malware to what it has access to, so having strong access controls ruled by a least access concept can help reduce the spread of ransomware within an organization.

Zero-Day Threats

Zero-Day threats, the target of Googles Project Zero, include unpublished, ignored or new vulnerabilities in products such as software, hardware and firmware. They are called zero-day because they have not yet been exploited – and there is no known solution readily available. Subscribing to a reputable threat intelligence service and participating in industry peer groups like Information Sharing and Analysis Centers (ISACs) are keys to sharing and receiving early information.

Tackling the Latest Cyber Threats

To respond to the growing number of attacks, as well as to newly-emerging threats, companies must reevaluate their approaches to prevention and mitigation. The bare minimum is simply no longer sufficient.

Throwing Away the Checklist Approach

Senior executives and technology professionals are moving away from the check-the-box approach to cybersecurity. In 2018, company-specific risk assessments will shape preventive measures as never before. Different organizations, even within the same industry, may have different risks. A trading firm, for example, could have more transactional risk than an asset management company because of the volume of its transactions. Through custom risk assessments, businesses will determine where their greatest cyber risks exist so they can allocate resources appropriately.

Getting Ahead of Regulations

The New York State Department of Financial Services (DFS) launched broad, sweeping cybersecurity regulations effective March 1, 2017, which are being phased in over 24 months. Already, DFS-regulated companies must have a written cybersecurity program, a qualified Chief Information Security Officer, a tested incident-response plan and a trained cybersecurity staff. As of March 1, 2018, additional technical controls, such as multi-factor authentication for data and applications, will be required. Additional requirements will kick in this fall and next spring. Firms subject to the regulations should begin work now to adapt to this more stringent regulatory framework. They will also need to bear in mind the onerous penalties for non-compliance.

Utilizing Next-Generation Emerging Technologies

While expensive and difficult to implement for many firms, many companies are increasingly investing in newly-emerging technologies for the improved security they provide. Behavioral analytics, for example, employs data analysis, machine learning and artificial intelligence to build profiles of devices, networks and users and then flag any deviations from expected behavior. These tools are especially useful in monitoring for the exploitation of zero-day flaws, such as the Meltdown and Spectre chip-level vulnerabilities discovered last June by security researchers at Google and revealed this month. In the interim, behavioral analytics with higher sensitivity settings could have been used to monitor corporate networks for such intrusions until vendors came up with fixes and the company could deploy them across the enterprise.

Can new technologies like behavioral analytics prevent the next Equifax-level breach? The next Markus Hess? Maybe, maybe not. But the takeaway is clear: As hacking evolves, cybersecurity techniques must evolve with it. The bad news is that one negligent employee can still inflict a lot of damage. And the good news is that it still only takes one Cliff Stoll, armed with the right tools, to prevent it.

Baba Gurjeet S. Bedi is Senior Vice President & Chief Information Security Officer at American Stock Transfer & Trust Company (AST), one of the largest transfer agents on Wall Street. Mr. Bedis has almost 30 years of professional experience in the IT sector, both in the U.S. and India.

Time to Finally Release Asset Managers from the Shackles

A new approach to paying for research, active vs passive, the Senior Managers Regime, robotics and AI – all of these issues are fundamentally changing the world of investment management as we know it. The problem is, they have all come at once, which is why it has never been more important to give the front office some much needed headspace to think this all through and carry on trading.

Unfortunately, for too long now, money managers have been bogged down with distracting items such as having to approach multiple IT people in order to download their own extracts from spreadsheets, or to see and use data in new ways. While it may seem very specific, this sort of scenario occurs frequently and the problems mount up over time. When all a fund manager really wants is for one IT system to provide them with a download as they need it, it is high time this issue is addressed to help free up capacity.

After all, the true value for any front office is the ability for them to maintain and embrace their own processes and manage their workloads, with a governance framework that isnt an inhibitor. However, in order to do this, they need to overcome a number of pressing external and internal challenges. To start with, there is the reporting overload issue fuelled by SEC Funding Liquidity and Reporting Modernisation rules and of course, the newly implemented MiFID II. The amount of information that now needs to be gathered on the exact products and instruments being traded is at breaking point. All this detail, on both the instrument and issuer level, needs to be identified for each transaction. On top of this, a huge amount of counterparty information now needs to be managed.

But while important, reporting is by no means the only issue facing the investment industry. According to a recent survey by the Investment Association, total assets under management in the UK skyrocketed by 20 per cent in 2016 to a record 6.9 trillion. If this growth rate is anything to go by, asset managers are likely to be adding new asset classes at a rate of knots. Traditionally, this has been a sticking point, as any attempts to introduce economies of scale have impaired performance and undermined a portfolio managers ability to respond quickly to clients. If this wasnt enough to think about, there is the raft of internal demands to take on board from all parts of the business.

Whether its IT wanting to simplify architecture, to portfolio managers wanting cash to be made available sooner, or operations people adding new products – different stakeholders want different things. While these individuals have very different demands, they all need the same thing – access to the right information in a short period of time. The stumbling block is that the different information sets needed all require varying levels of attention to data cleansing and quality. For example, a portfolio manager may just want to know the price of say a new bond that has been issued. Whereas the middle and back office will be much more interested in finding out who has contributed to the price of the bond, and intel regarding why the price of a similar bond hasnt moved significantly over time. The latter requires significantly more resource from a data cleansing and validation perspective.

No matter how much time asset managers spent towards the end of last year putting the final touches to their MiFID II preparations, it is unrealistic to think that every wrinkle has been ironed out. So rather than viewing MiFID II, and other regulatory changes, as more factors that require even more IT support, they should be seen as the ideal opportunity for fund managers to reassess existing operations and take control of their own processes. Only with this mindset can they be fully confident of having the head space to tackle the even bigger challenges that lie ahead – including navigating their clients through this increasingly uncertain investment era.

Prashant Kumar is a Senior Vicce President at GoldenSource

CFTC Looks to Right-Size Swaps Market

The use of notional values may be on the way out as a metric to measures the size of the interest rates swaps market if US Commodity Future Trading Commission Chairman Christopher Giancarlo has his way.

It has long been recognized that notional amounts are not indicative of size yet they continue to be used in important regulatory calculations like capital requirements and thresholds, he said addressing the attendees of the DerivCon 2018 hosted by the Tabb Group.

When measuring the magnitude of risk transfer in the IRS market, the short-term nature of a significant portion of forward-rates agreements, overnight index swaps, and swaptions cause their amount risk transfer capabilities to be exaggerated.

As a result, the market is sized at hundreds of trillions of dollars, which often confuses the issues and hinders dispassionate consideration and sound policy setting, said Chairman Giancarlo.

To address the issue, Chairman Giancarlo instructed CFTC Chief Economist Bruce Tuckman and his team to develop a more accurate risk-transfer metric for the IRS market in 2017.

The CFTC has published a paper on the regulators website offering an alternative, the Entity-Netted Notional value, today, February 1.

The ENN nets long and short positions between pairs of counterparties within a currency to capture the amount of risk transferred.

Using the new metric, the $179 trillion notional value across of currencies across fixed-for-floating swaps, forward rates agreements, overnight index swaps, and swaptions as of December 15, 2017, becomes a more accurate value, according to Chairman Giancarlo.

Expressed in five-year risk equivalents, that notional amount falls to $109 trillion, he said. Now applying Tuckmans ENN analysis, the figure drops to $15 trillion, or just over 8% of the notional amount.

The ENN value puts the IRS market in the same order of magnitude as the US Treasuries market ($16 trillion), corporate bond market ($12 trillion), mortgage market ($15 trillion), and the municipal securities market ($4 trillion), he added.

The ENN metric may be a more accurate regarding sizing markets; it is not a replacement for notional value as a measure of operations risk or the use of gross or net market value and gross or net credit exposure to measure counterparty-credit risk.

The new metrics methodology also could be extended to other large markets like the credit default swap markets and foreign-exchange swaps markets.

Chairman Giancarlo was firm that even though ENN analysis is suitable for calculating regulator thresholds, such as for registered swaps-dealing activity, he did not intend it to be a specific alternative to the CFTCs de minimis calculation methodology.

The purpose was far more broadly to bring greater clarity to the public understanding of the global derivatives market, he explained.

TNS Expands Hosting Services to New York and Chicago Hubs

Low latency trading firms looking to access key equity, derivatives and FX markets can now choose Transaction Network Services (TNS) as it expands its Managed Hosting, Co-Location and Connectivity Service to New York and Chicago.

TNS new solution, already launched in Europe and Asia, provides efficient and cost-effective managed hosting in remote data center locations on behalf of financial market participants and providers. The service allows them to enjoy the benefits of proximity co-location, such as ultra low latency exchange access and client cross connects without the high cost and complexity of researching, procuring, installing and managing trading infrastructure themselves.

Tom Lazenga, Vice President of Sales for TNS Financial Services Division, said: New York and Chicago are two of the worlds most important financial centers and we are delighted to be helping our community by establishing a facility which allows firms to capitalize on the opportunities that proximity and low latency trading presents in these centers. Managing third party data center hosted facilities can present a significant problem for organizations challenged with resource, know-how and capital constraints.

We have designed TNS Managed Hosting, Co-Location and Connectivity Service so clients can speed up market entry as well as have the flexibility to test new markets as required. The fully managed solution is highly flexible and allows a firm to scale operations when needed without significant internal resource or capital commitment.

TNS Managed Hosting, Co-Location and Connectivity Service will be available in the Secaucus campus and Chicago CH4 data centers. From these locations trading firms have access to hundreds of markets, alternative trading venues, public and private cloud services and other financial market participants.

Mr Lazenga said: These sites offer many great trading opportunities, including FX venues such as Hotspot and Currenex, and key markets like IEX and CBOE-Bats. We are connected to virtually all the markets in both sites and have already commenced service delivery for a number of parties. We look forward to helping these and other organizations to secure their presence in New York and Chicago.

TNS Managed Hosting, Co-Location and Connectivity Service includes provision of data center facilities, server hosting and connections to a managed low latency data center network, as well as access to TNS 2,000+ strong extranet financial community of interest which spans the Americas, Europe and the Asia Pacific region. The fully managed solution sees resources deployed as required with TNS handling shipping, installation, fault resolution, moves, additions and changes.

A variety of options are available, including shared rack and dedicated full rack space, scalable power to match hardware needs and the ability to choose a preferred operating system. Local and international connections are available, as well as low latency connectivity with on-net connections delivered within three days.

Optimized for electronic trading, TNS robust secure network is relied on by the global financial markets for mission-critical connectivity to multiple diverse trading partners, including many of the worlds most prominent and influential buy- and sell-side institutions, market data and software vendors, exchanges and alternative trading venues.

Evernym and R3 Partner to Apply Self-Sovereign Identity

Self-sovereign identity technology leader Evernym and enterprise software firm R3 concluded a study to determine the interoperability of R3s Corda platform with Sovrin, the only distributed ledger purpose-built for self-sovereign identity.

Originally developed by Evernym and later turned over to the international non-profit Sovrin Foundation. Evernyms proprietary distributed identity solutions are built upon the Sovrin network.

As part of the joint initiative, four R3 member banks tested the ability of Evernyms technology to add self-sovereign identity to the Corda platform. Such self-sovereign identity is only achievable on cryptographically protected, distributed ledgers.

R3 has unquestionably led the way in the application of distributed ledger technology to financial services, said Timothy Ruff, CEO of Evernym. Were excited about our relationship with R3 and, given the positive outcome of these tests, the chance to bring a privacy-enhancing, truly self-sovereign identity solution to their community.

At its heart, Sovrin technology facilitates the exchange of verifiable claims, which in this context refers to those provable attestations which entities make about themselves: their age, address, certifications earned, and more. Evernym builds applications upon the Sovrin network which specialize in identity-based claims, such as those which establish a users authority to exert control over the funds in a particular financial account.

Corda is the only distributed ledger platform built from the ground up to meet the specific needs of the financial services industry, in that it records, manages, and executes institutions financial agreements in perfect synchrony with their peers, creating a world of frictionless commerce.

Identity is a key consideration in the application of distributed ledger technology to financial services, and Sovrin offers a true self-sovereign identity solution, said R3 co-founder and Head of Partnerships Todd McDonald. Between Corda and Sovrin, we have two of the best of breed ledgers in the market, and we look forward to working together on more use cases to enhance privacy and scalability for our banks on Corda.

The demo code developed to prove basic interoperability between Corda and Sovrin during the study will be available for testing through theR3 Partner Team.

Regulators Crank Crypto Enforcement

The US Securities and Exchange Commission and the Commodity Futures Trading Commission want cryptocurrencies and initial coin offerings to enter the capital markets through the front door instead of trying to sneak in a back way, according to Senate testimony.

There has been a perception that bitcoin and other virtual currencies were off the regulatory grid, said CTFC Chairman Christopher Giancarlo in joint testimony before the Senate Committee on Banking, Housing, and Urban Affairs.

One thing Chairman Clayton and I have been working so hard to do is to disabuse that notion, he said. We are limited in our regulatory standard for these underlying platforms, but when it comes to enforcement and ICOs, we are using our full authority to direct the message.

The regulators have been in discussion with other Federal agencies and overseas regulators, such as Japans Financial Services Agency, to compare notes and develop further regulatory approaches.

We are part of a virtual currency task force put together by the Department of the Treasury, which also include the Fed and FinCen, said Giancarlo. We have had our first meeting to set up the work streams, and we will have more to come.

Giancarlo also noted that the CFTC had brought three enforcement actions in the last few weeks.

There are more to come, he added. We are digging deep, learning a lot, and seeing a lot.

When the testimony turned to the likelihood of the SEC approving cryptocurrency-based ETFs, asked by Sen. Jerry Moran (R-KS), SEC Chairman Clayton, reiterated that unlike the CFTCs approval of bitcoin-based futures, the SEC still has reservations about cryptocurrencies price discovery, custody mechanisms, and volatility.

He noted that futures mainly are institutional products while ETFs predominately are offered to long investors.

That is a different dynamic than a futures product, he said. We have long taken an investor-protection view of approving these types of products, which is embodied by our liquidity, custody, and pricing rules. If we get comfortable with those rules, we can move forward.

ICO regulatory enforcement, on the other hand, has been an on-going issue for the SEC since it issued guidance in mid-2017 that the SEC would treat ICOs as securities offerings with all of the responsibilities under The Securities and Exchange Act of 1934.

When Sen. Elizabeth Warren (D-MA) inquired how many companies registered their completed and up-coming ICOs since the regulator published its guidance, Chairman Claytons response remained the same: ?Not a one.

He attributed much of it to the gatekeepers who the SEC relies on to make sure the securities laws are followed have not done their jobs.

“We have made it clear what the law is, he said. As I have said many times, there are thousands and thousands of private placements that go on every year in the US, and we want them to go on.

Clayton just would prefer that companies conducting ICOs would follow the existing rules and not try to combine the benefits of a private placement with a general public solicitation and a promise to retail investors of a secondary market without registering it with the SEC.

Folks somehow got comfortable that this was new and it was okay, and it was not a security, and it was just some other way to raise money, he said. I disagree.”

MOST READ

SUBSCRIBE FOR TRADERS MAGAZINE EMAIL UPDATES

[activecampaign form=12]