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Given that there is broad industry consensus that for OTC derivatives (as opposed to ETD) these two fields are indeed price related, a different outcome seems very unlikely.
The option that is the DSB's working assumption is that ESMA agrees to exclude these two attributes from RTS23 submissions for the defined list of OTC swaps and OTC options. Durante this ambiente, given that the FIRDS instrument reference giorno is a consolidation of the individual RTS23 submissions, it follows logically that these two attributes will not be present Per mezzo di the FIRDS database and therefore there will be voto negativo granularity mismatch between FIRDS and ISIN.
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24 3 Comments Like Comment Share Sassan Danesh I feel some clarity is emerging, but most feedback from regulators is informal and it ottieni maggiori informazioni seems almost inevitable that the formal clarification will come quite late on several important items. Sopra the meantime, industry will need to make a call on implementation as waiting for clarification is imho the highest risk strategy. One key challenge is regulators are not all synchronised Per mezzo di their viewpoints. My own personal view is that the 'real-timeness' of ToTV is the main outstanding high-risk item that regulators appear not be synchronized on, with all other outstanding issues being relatively low risk. Like Sign Per to like this comment Reply Sign in to reply to this comment 1 Like 5y Report this comment Paul Vergé Hi, I'd like to know if you feel like any progress has been done regarding the points you tackle Sopra this article. The answer to those questions could change the way, banks and other financial institutions build their systems to satisfy the regulator requirements. Thanks for this great series of opinions on ToTV. Like Sign Con to like this comment Reply Sign Per mezzo di to reply to this comment 1 Like 5y Report this comment Richard Young Sassan, thanks for this but I am not sure it really gets us much further forward. On Q1 you are basically just saying that the price fields are unlikely to be required by ESMA Per the ISIN, but if they are the DSB will put them into the ISIN it generates. What we need is a definitive statement to the industry on this from the regulators.
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