In our fourth meeting, a global group of regulators, firms and suppliers discussed two key regulatory reporting problem statements and identified options to solve them, the considerations, potential paths and barriers. The minutes can be found along with the meeting materials here.
The next meeting, DRTF5 on 8 February will review additional problem statements.
JWG is working with an organising committee to prepare materials for the next session. Please let pj@jwg-it.eu know if you would like to get involved in shaping the agenda or contributing materials.
You can learn more about the DRTF here and Members can find previous materials here. Corrina.stokes@jwg-it.eu will be happy to help with access issues.
Updated reading/ watch list:
- EC Strategy on supervisory data in EU financial services
- Digital Revolution, 2019 Francis Gross here
- Smart Contracts, Distributed Ledgers, and the need for Algorithmic Financial Contract Standard, Willi Brammertz, Allan Medelowitz here
- Common domain model here
- A Case Study of Using Blockchain Technology in Regulatory Technology https://discovery.ucl.ac.uk/id/eprint/10093986/
- BIS Innovation Hub’s Ellipse project page with intro video: https://www.bis.org/about/bisih/topics/suptech_regtech/ellipse.htm
- Phase 1 overview (report) Ellipse Overview – BIS Innovation Hub – Ellipse (bisih.org)
- Our Findings – BIS Innovation Hub – Ellipse (bisih.org)
- VIDEO: Demonstration of the Mortgage CDM – BIS Innovation Hub – Ellipse (bisih.org)
- Recent paper from Barclays on the application of CDM to authoritative data stores (golden sources of financial data) 2110.02571 (arxiv.org)
- RegCast 16: Staying in control of a digital age here
Additional resources:
- To join the JWG Global Derivatives Digital Regulatory Reporting Programme, email Corrina
- Access the JWG reporting LinkedIn here or DRR members access area here
- To create your own JWG RegTech Intelligence Hub, sign up here
- To register for JWG’s 16/17 November 2021 conference, see here
- To join JWG’s December special interest group meeting email Corrina
Agenda:
- Introductions and recap of previous DRTF minutes
- New risk system problem statements 1.0
- 2022 action plan and next steps
