Blockchain Architectures for Electronic Exchange Reporting Requirements: EMIR, Dodd Frank, MiFID I/II, MiFIR, REMIT, Reg NMS and T2S.

48 Pages Posted: 31 Aug 2016 Last revised: 7 Sep 2016

See all articles by Gareth Peters

Gareth Peters

Department of Actuarial Mathematics and Statistics, Heriot-Watt University; University College London - Department of Statistical Science; University of Oxford - Oxford-Man Institute of Quantitative Finance; London School of Economics & Political Science (LSE) - Systemic Risk Centre; University of New South Wales (UNSW) - Faculty of Science

Guy Vishnia

University College London - Financial Computing and Analytics Group, Department of Computer Science; ITG, Inc. - ITG London

Date Written: August 31, 2016

Abstract

Several international electronic financial exchanges have begun to announce they will explore the adoption of blockchain technology in their trade processing and reporting for execution and clearing. Therefore, in this work we will begin by providing a detailed discussion and overview of the new exchange regulations appearing in different jurisdictions around the world, including EMIR, Dodd Frank, MiFID I/II, MiFIR, REMIT, Reg NMS and T2S. We will discuss their key features, specifically in regard to transparency reporting and trade/transaction reporting requirements under these regulations. We then demonstrate how these reporting requirements can be addressed through development of a blockchain solution.

Keywords: Blockchain, Blockchain transaction reporting, Dodd-Frank, EMIR, Exchange Regulation, MiFID I, MiFID II and MiFIR, REMIT, Reg NMS, T2S and CSD, Trade reporting, Transparency

Suggested Citation

Peters, Gareth and Vishnia, Guy, Blockchain Architectures for Electronic Exchange Reporting Requirements: EMIR, Dodd Frank, MiFID I/II, MiFIR, REMIT, Reg NMS and T2S. (August 31, 2016). Available at SSRN: https://ssrn.com/abstract=2832604 or http://dx.doi.org/10.2139/ssrn.2832604

Gareth Peters (Contact Author)

Department of Actuarial Mathematics and Statistics, Heriot-Watt University ( email )

Edinburgh Campus
Edinburgh, EH14 4AS
United Kingdom

HOME PAGE: http://garethpeters78.wixsite.com/garethwpeters

University College London - Department of Statistical Science ( email )

1-19 Torrington Place
London, WC1 7HB
United Kingdom

University of Oxford - Oxford-Man Institute of Quantitative Finance ( email )

University of Oxford Eagle House
Walton Well Road
Oxford, OX2 6ED
United Kingdom

London School of Economics & Political Science (LSE) - Systemic Risk Centre ( email )

Houghton St
London
United Kingdom

University of New South Wales (UNSW) - Faculty of Science ( email )

Australia

Guy Vishnia

University College London - Financial Computing and Analytics Group, Department of Computer Science ( email )

Gower Street
London, WC1E 6BT
United Kingdom

ITG, Inc. - ITG London ( email )

Ropemaker Place
25 Ropemaker Street
London, EC2Y 9LY
United Kingdom

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