extent-2015: unavista technology

London Stock Exchange Group

UnaVista Technology

Natalia Kryukova

11 November 2015


Alignment with LSEG Value Chain

Primary Trading Middle & Back Office Clearing Settlement &

Depository

Information

Technology

UnaVista Business Solutions

Risk and Controls

Regulation

Data & Analytics

Operational and Regulatory

Risk Management

Solution

Risk & Controls

Central Solutions Approved EMIR trade

repository (all asset classes) Approved Reporting

Mechanism (ARM) MiFID G20 transaction reporting

_ global repository and routing

Regulatory Solutions -e.g. AIFMD Short Selling Financial Transaction Tax Primary dealer (HRF) EU Transparency directive Mergers & Acquisitions

(POTAM / Rule8) Section 793 UK companies

Rules Engine

Reconciliations Cash & Stock Front Office/Back Office Broker (CFD trade) Client Money NAV Intersystem / InterCompany Transaction reporting

MiFID eligibility checking Forward FX Commission sharing Back Testing (BASEL II) ETD Exchange (Gross & Net)

Swaps Processing Tri Party Matching

Buy side Executing Broker Swap writer / prime

brokerConfirmations

Broker Matching Broker/buy-side Low automation SWIFT GETC

Full lifecycle matching & routing supported

Omgeo integration OGD & CTM

Bilateral netting FIX connectivity & local

matchingCCP Connectivity

Data SEDOL Masterfile Corporate actions Participant trade data LSEG historic Reference data EMIR data feed MiFID eligible stocks MiFID historical data (for back

reporting) Tick & Enhanced best price data LEI Data Feed CAI Data Feed EMIR public aggregation dataAnalytics Reporting KPIs Management Information User Defined Thresholds Peer to Peer MAR Surveillance

Operational and Regulatory Risk Management Solution

UnaVista Business Solutions

UnaVista Platform Solutions

Operational and Regulatory Risk Management Solution

Regulation Risk and Controls Data & Analytics

5

Risk Management Evolution

BespokeBuild/Buy

RegionalSolutions

GlobalRepositories

StrategicFrameworks

• Tactical local solutions• Operational silos• Geographically dispersed

• Single regulation, regional solutions

• Streamlined operations• Regional control frameworks

• Global• Multi regulation • Business insight• Risk mitigation

GTR

UnaVista

UnaVistaOn

Big Data

BusinessValue

Tactical Regional Centralization Optimization

ReportingPlatforms


Software Testing for UnaVista

11 November 2015

UI

Data Input

Data Validation

Data Normalization

Data Transformation

DB

FW Selenium

FW Selenium

Reconciliations

Development

Test Scripts Test Scripts

Test Results Test Results

Solution Functional

Testing

Platform Regression

Testing

Platform Functional

Testing

Solution Regression

TestingReconciliation Testing

Two New Regulation Products

EU Short-Selling:

• Covers Equity and Sovereign Debt positions in EU

• Automated, jurisdiction specific, short position threshold monitoring

• Formatted private and public disclosures to relevant Competent Authorities

EU+ Transparency Directive:

• Covers EU plus 9 adjacent economies (Switzerland, Russia, Turkey, etc..)

• Automated monitoring of equity based long positions

• 4-eye disclosure workflow and ability to suppress jurisdiction-country combinations

UnaVista Regulatory Reporting

• Technology platform to support global reporting

needs

• Single, strategic reporting platform:

• Only TR proving EMIR TR and MiFID ARM services

• G20 reporting for multiple jurisdictions

• FTT, AIFMD, Short Selling, Transparency Directive,

M&A and others

• Provision of all reference data: ISIN, SEDOL, LEI,

eligibility, etc..

• Only future provider or EMIR, MiFIR and APA

services from one vendor

UnaVista’s MAR Transaction Surveillance

Data AnalysedIf you already report to UnaVista as a MiFID Approved Reporting Mechanism, UnaVista will leverage the data already provided to seek and detect potential instances of suspicious transactions.

Types of suspicious transactions detectable by UnaVista: Insider Trading (part of MAR 1.3):

• Based on price movement and trade profitability thresholds

• Weighted by asset class and duration open

Market Manipulation (part of MAR 1.6):• Front Running - Based on Agent vs. Proprietary trade indicator

• Restricted List Analysis – Based on supplied list

• Parked Trades Analysis - By monitoring trading books

• Wash Trade Analysis - Based on trades of similar price

• Cancellation Analysis - Based on trade cancellation

All of which are major forms of market abuse prosecutable under both MAD and MAR. UnaVista does not monitor for non-quantitative forms of market abuse such as spreading misleading information, or non-compliance with research disclosure and managerial disclosure requirements.

Thank You

Jan

Jul 2015 Jan 2016 Jul 2016 Jan 2017 Jul 2017Jan 2015

Rules Engine: G20 Derivatives Reporting, REMIT, DTCC Connectivity

Regulatory Reconciliations: MiFID, EMIR, REMIT, Canada, Dodd Frank, G20

Cen

tral

Solu

tions

EMIR L2MiF

IR R

egul

ator

y S

uite

MiFIR / APAProduction

Reference Data: MiFIR, LEI, EMIR, SEDOL, Static Data

2015-2017 MiFIR UnaVista Regulatory Package Roadmap: MiFIR, EMIR, G20, SFT, CPR, APA and BI/Transaction Surveillance for all.

EMIR V2 Commodities Reporting / SFT

Static & Reference Data, MI, Peer To Peer, LEI Monitor

MiFIR Accelerator

MiFIRUAT

APA/ Rules Engine

Test tool ready UAT ready Production ready

EU Short Selling, Transparency, M&A FinFrag Reporting

May 3, 2023London Stock Exchange Group