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Screening and Regulatory Data Solutions

Streamlining regulatory and compliance reporting

Adhering to financial regulations, collateral requirements, sanctions and screening portfolios has been made ever more complicated over recent years, with look-through criteria now dominating the rule base.

As the leading compositions aggregator, we hold the latest holdings for over 500,000 index, ETPs and mutual funds allowing us to provide a look-through service for our whole suite of regulatory products.

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Products & Solutions

Sanctions Screening

The scope of sanctions programmes is increasingly expanding to derivative instruments such as ETFs, mutual funds, and indices. Compositions and holdings of such instruments are often scattered across multiple heterogenous or proprietary sources. This makes it difficult for participants to accurately identify instruments referencing sanctioned securities.

Our screening service scans all ETF and index data compositions via look-through and identifies instruments referencing sanctioned securities, along with the details leading to the determination. Our comprehensive solutions assist tier one banks and investment firms in complying with the most demanding regulations.

Reports are delivered via email and/or SFTP daily, based on the latest known data composition, even if it changes or is revised intraday. The screening service can be tailored for custom lists to respond to bespoke needs.

Key Benefits:

  • Delivery – Flexible distribution via flat file, SOLA DDM or API
  • Coverage – Includes Index, ETP and mutual fund data
Broad/ Narrow Index Classifications

The Commodity Futures Modernization Act of 2000 (CFMA) establishes a framework for the joint regulation by the Commodity Futures Trading Commission (CFTC) and Securities Exchange Commission (SEC) for the trading of security futures products.

Regulation SBSR is a key component of the security-based swap regulatory regime established by Title VII of the Dodd-Frank Wall Street Reform and Consumer Protection Act. Regulation SBSR provides for the reporting of security-based swap information to registered SDRs and for public dissemination of transaction, volume, and pricing information.

The 8th November 2021 marks the first compliance date for Regulation SBSR, which governs regulatory reporting and public dissemination of security-based swap transactions.

Leveraging the largest globally available database of index data within financial markets, our solution identifies indices and custom baskets classified as narrow-based or broad-based, using the definitions established in these regulations.

Key benefits:

  • Synchronous Evaluations – API’s accept a basket composition and provide an instantaneous broad narrow evaluation for the basket/ index
  • Regulatory Reporting – Ensure you report to the correct authority
  • Composition Data Look-through – Daily screening of the index universe to determine weighting and composition membership
  • Multi-Asset – Including Equity and Debt indices (CDS and Non-CDS)
  • Delivery – Flexible distribution via flat file, SOLA DDM or on-demand API

Download Broad and Narrow based determination factsheet

Global Index and ETF MiFID II Scope Determination

MiFID II is focused on the orderly functioning of markets through transparency and transaction reporting. Requirements ask for transaction reporting on products which contain securities listed within Europe.

Our Index/ETF MiFID II scope determination tool enables clients to promptly and seamlessly categorize whether global transactions are MiFID II eligible.

Key benefits:

  • Coverage – Checks are run and disseminated across our ETF and index data
  • Accuracy – Determinations regularly updated to account for rebalances and corporate actions
  • Transparency – In cases of recursive indices, the determination will expand to look within the secondary level
  • Delivery – Flexible distribution via flat file, SOLA DDM or API

Download Global Index and ETF MiFID II Scope Determination factsheet

Section 871(m) Eligibility

Section 871(m) regulations provide updated rules for determining whether certain payments under swaps or equity-linked instruments might be treated as US ‘dividend equivalent’ payments and, if paid to a non-US beneficial owner, would be subject to US withholding tax generally applicable to US source dividends.

Our compliance solution tracks equity derivatives which are in scope/ subject to Section 871(m) regulations and is used by financial institutions holding Qualified Derivatives Dealer (QDD) status and looking to identify withholding tax requirements, or those lacking QDD status and looking to screen the population of indices and ETFs in the marketplace.

In Collaboration with our Markit Tax Solutions team, we provide a full end to end service offering, identifying instruments in scope, calculating the delta requirements, DEA amounts & Withholding Tax as part of 871m.

Key benefits:

  • Risk Reduction – Pre-screening of underlying products prevents compliance breaches and aids in the correct tax handling
  • Coverage – Assessment provided across our ETF and index data
  • Cost Effective – Simple centralised data production avoids lengthy technical implementation or data costs associated with self-assessment
  • Delivery – Available via SOLA DDM, API, Eclipse or FTP service

Download Section 871(m) Eligibility factsheet

Bid Ask Spread

Under the SEC rule 6c-11, ETF issuers have a requirement to disclose bid-ask spreads publicly on their website. Our compliance solution calculates the median bid-ask spread, based on 10-second snaps of the NBBO, for 30 historical calendar days. Calculations are delivered directly via API feed, flat file, or automatically published online using embedded widgets.

Experts

Christopher Hare

Having joined IHS Markit in 2016, Mr. Hare is responsible for managing strategic initiatives, designing, building and delivering innovative products spanning Custom Baskets, Indices, ETFs, Dividends and Regulatory concerns. With over 15 years of financial markets experience, Mr. Hare started his career as a full stack developer for a social media firm and continued on to work at Bank of America Merrill Lynch and Citigroup in capacities as both project management and business analyst in support of DeltaOne businesses. Mr. Hare has an in depth understanding across a wide range of disciplines including trading, execution, risk, market making, modelling, settlements and confirmations.

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Tancrede Collard

Mr. Collard joined IHS Markit in 2020, with over 10 years of experience trading complex cross-asset derivatives, delta one products, algorithmic market-making and cryptocurrencies.

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David Caswell

Having joined IHS Markit in 2012, Mr. Caswell has extensive knowledge of a wide range of products within the Equities area, particularly Index Management, ETP Services, Dividends and Regulatory concerns. He also has over 13 years of customer-facing experience, including account management, technical support and product management.

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