The Monetary Authority of Singapore (MAS), in collaboration with DBS, HSBC, OCBC, UOB, SPTel and SpeQtral[1], has successfully completed a proof-of-concept (PoC) sandbox to evaluate the use of Quantum Key Distribution (QKD)[2] for secure communications in the financial sector. This follows the signing of a Memorandum of Understanding (MoU  ) between the parties in August 2024 to explore the technical viability, effectiveness and applicability of quantum-safe technologies in financial services, as well as the Post-Quantum Cryptography (PQC  ) experiment with Banque de France last year.Bolstering cyber resilience and securing financial services against quantum threats2 The QKD sandbox enabled MAS and the participating banks (DBS, HSBC, OCBC, and UOB) to collaborate and deepen our understanding of quantum security technologies, such as QKD. The sandbox also provided insights into the benefits and limitations of QKD solutions, that will guide MAS and the participating banks in making informed decisions on quantum-safe strategies and bolster the sector’s cyber resilience against quantum threats.3 Through the sandbox, MAS and the participating banks were able to deploy a QKD solution jointly provided by SPTel and SpeQtral to validate that QKD can be used to securely transfer sensitive data. 4 A technical report detailing the results and takeaways from the sandbox was published today. Key findings highlighted in the report include: a. QKD has the potential to strengthen the security of communication networks. Financial institutions (FIs) can use QKD to secure connections, including between data centres and FI premises.b. Need for QKD providers and the telecommunications sector to continue strengthening QKD security assurance. This includes establishing comprehensive standards for tamper-resistant, auditable trusted nodes[3] with multi-layer security measures.c. More work needs to be undertaken to achieve greater interoperability between different QKD providers. For QKD to be widely adopted in the financial sector, it needs to be able to readily interoperate across different QKD providers and seamlessly integrate into FIs’ diverse IT environments.  5 Beyond the valuable technical takeaways, the sandbox also highlighted the need for strong senior management support to build in-house competency and allocate sufficient budget and resources to work on quantum-safe initiatives. 6 Mr Vincent Loy, Assistant Managing Director (Technology) and Chief Technology Officer, MAS, said, “MAS is committed to collaborating with the financial industry to trial promising cybersecurity technologies that can help to safeguard critical financial systems and data against emerging quantum threats.  The QKD sandbox marks a significant step in exploring the potential use of quantum-safe solutions within IT systems and networks within the financial sector. The insights gained have enhanced our understanding of QKD technology, helped explore possible ways to strengthen the cyber resilience of Singapore’s financial sector, and uplifted the capabilities of financial institutions to respond to potential cybersecurity threats posed by quantum computing.”7 For a list of quotes from the industry, please refer to Annex A.  *** [1] SPTel, a digital services and network provider, and SpeQtral, a quantum communications provider, have been jointly appointed by the Infocomm Media Development Authority of Singapore to be a network operator for Singapore’s first nationwide quantum-safe network, the National Quantum-Safe Network Plus (NQSN+). [2] QKD is a secure communication method for exchanging cryptographic keys only known between shared parties. [3] In QKD, a trusted node is a physically secure intermediary site that facilitates connections across longer distances and multiple sites.  Resources Annex A - Quotes from the industry   (106.8 KB) Singapore Financial Sector QKD Sandbox Report   (4.5 MB)

ASIC has remade a legislative instrument modifying requirements related to the pricing of interests in managed investment schemes (other than time-share schemes) registered before 1 October 2013.ASIC Corporations (Managed investment product consideration) Instrument 2025/629 (ASIC Instrument 2025/629) continues relief previously provided under ASIC Corporations (Managed investment product consideration) Instrument 2015/847 (ASIC Instrument 2015/847), with minor changes to:  simplify the requirements to document exercises of discretion affecting the pricing of interests and reduce the level of prescription in those provisions, and provide that schemes with interests that are quoted on a financial market operated by Cboe Australia Pty Ltd may rely on the relief. ASIC assessed that this relief is operating effectively and efficiently and continues to form a necessary and useful part of the legislative framework. The simplified documentation requirements are consistent with those requirements in ASIC Corporations (Discretions for Setting the Issue Price and Withdrawal Price of Interests in Managed Investment Schemes) Instrument 2023/693 (ASIC Instrument 2023/693).The relief has been extended to schemes with interests quoted on the financial market operated by Cboe Australia Pty Ltd in response to a submission that the instrument should be drafted in a more market-neutral manner.The new instrument is intended to maintain the relief, so it has ongoing effect without any disruption to the entities that rely on it.  Consultation feedback ASIC consulted on a proposal to remake the relief in ASIC Instrument 2015/847 in CS 27 Proposed remake relief of instrument for managed investment product consideration. We received three submissions in response to our consultation, two of which were supportive of our proposal. The non-confidential submissions are available on CS 27 together with a summary of the feedback and ASIC’s response. Background ASIC Instrument 2025/629 applies to managed investment schemes (other than time-share schemes) registered before 1 October 2013 that have not opted in to rely on ASIC Instrument 2023/693. The instrument provides certainty and appropriate flexibility to responsible entities of certain registered managed investment schemes about the pricing of interests. This includes how these entities may set the issue price in certain circumstances, and exercise discretions in relation to a formula or method used for determining the issue price or withdrawal amount.Instrument 2015/847 was due to sunset on 1 October 2025. The relief has been remade for a period of five years. Related Links ASIC Corporations (Managed investment product consideration) Instrument 2025/629 ASIC Corporations (Amendment and Repeal) Instrument 2025/630 CS 27 Proposed remake of relief instrument for managed investment product consideration

Senior executives across the global banking and finance sector are reporting a renewed sense of optimism in the economic environment for the year ahead, despite a widespread belief that heightened market uncertainty will be a long-term feature, according to new research from Swiss and Spanish stock exchanges operator SIX. Over two-thirds (69%) of C-suite executives at leading financial institutions across the globe expect the economic environment to improve for their organization over the next 12 months – up considerably from 53% last year. That is according to the latest Future of Finance Study by SIX – an annual survey that canvasses the opinions of senior executives across 291 financial institutions spanning Germany, Hong Kong, Singapore, Spain, Switzerland, the UK, and the US. The findings come after benchmark equity indices rallied to record highs this year in regions including the US, UK, Germany, Singapore, Switzerland, while those in Hong Kong and Spain also rose to near all-time highs. Singaporean and Swiss respondents are the most confident of their organizations’ position for growth, with 75% and 63% considering it strong, respectively. C-suite executives at US financial institutions report the lowest levels of confidence in their own organizations’ positions for growth, with only 43% seeing their position as strong – the only market to score less than 50% on this measure. Practically all (99%) of executives agree that heightened market uncertainty will be a long-term feature of the global economy. However, in terms of how to view this uncertainty, respondents are far more divided. Overall, 58% see this as more of an opportunity, while 41% view it as more of a challenge. In terms of the greatest challenges facing respondents, barriers to international trade and capital flows are the most cited, with 36% identifying these as their chief concern. The other two challenges most commonly flagged are reluctance among investors to take risks and geopolitical uncertainties. The latter has cropped up as one of executives’ main concerns in three of the last four Future of Finance studies. “The ability to adapt to change defines successful organizations. While geopolitical conditions have evolved since our last study, respondents’ determination to succeed remains strong”, said Bjørn Sibbern, CEO SIX. “Managing market volatility requires reliable infrastructure and efficient flows of high-quality data. Working with trusted and innovative partners enables organizations to leverage uncertainty as a driver of growth, not merely a risk to manage.” Further information is available in this year’s full Future of Finance study, comprised of four chapters covering growth, trading, regulations, and data.

McKay Brothers, the worldwide leader in providing data transport for digital and FX traders, today announced the launch of a new transport service interconnecting London and Singapore in less than 137 milliseconds round trip. McKay’s new network provides the fastest path between Slough-LD4, which hosts leading crypto platforms including Deribit, LMAX and Kraken, and Singapore, where it connects directly into the AWS cloud which hosts crypto platform Bybit. The network is purpose-built for asset classes where risk management increasingly depends on microseconds. McKay’s Level Playing Field policy ensures that all subscribers can purchase the best latency. The London-Singapore transport service is optimized for the unique requirements of cloud-based digital asset trading. McKay provides the data transport used by the world’s most   demanding firms and makes it equally accessible to all subscribers, leveling the playing field. McKay’s networks for traders of digital assets are designed to deliver the highest levels of reliability and resiliency, maintaining the same rigorous standards as the company’s networks serving traditional financial markets. McKay offers digital trading firms a portfolio of long-haul transport at the lowest latency, connecting Tokyo with Hong Kong, Singapore, London, Chicago, and Ashburn, VA.  McKay will attend the Token 2049 conference in Singapore and can be found at Booth MB4 81.

Chadormalu Mining and Industrial Company (CMIC)’s executives joined Tehran Securities Exchange’s opening bell ceremony on Sunday 28 September 2025.  Tehran Securities Exchange (TSE) hosted a special ceremony to mark the 22nd anniversary of listing The Chadormalu Mining and Industrial Company (CMIC) in TSE. The ceremony highlighted CMIC’s pivotal role as the main Iron Ore Concentrate producer for Iron Making by Direct Reduction in Iran listed companies on TSE. Mr. Dehghani, Chadormalu’s CEO, highlighted Chadormalu’s competitive advantage stemming from its fully integrated steel production value chain and expressed: "With an annual production capacity of approximately 10 million tons of iron ore concentrate, 1.5 million tons of sponge iron, and over one million tons of crude steel billets, Chadormalu has established itself as a key player in Iran’s steel industry value chain." The CEO further pointed out: "Currently, Chadormalu Holding accounts for 13% of the country’s total iron ore concentrate output, 7% of pellet production, 10% of sponge iron production, and 6% of national steel billet output." Additionally, Dehqani emphasized: "Chadormalu secured the top position in domestic steel billet sales by capturing an 18% market share in the last year." According to the statistics, the company holds a market capitalization exceeding IRR 870 trillion and ranks second among 11 active companies in the Metal Ores Mining industry by market capitalization. CMIC was established in June 1992 and listed in TSE on 21st April 2003. The company produce up to 1,000,000 ton/year crushed Iron Ore for using in Blast Furnaces in Iran as well for export purpose.

Click here to download Tehran Securities Exchange's weekly market snapshot.

Securitization Matters In the aftermath of the 2008 financial crisis, many critics placed significant blame on securitized offerings — and residential mortgage-backed securities (RMBS) in particular. RMBS offerings were accused of being opaque, with little information about the underlying assets. Moreover, credit rating agencies were blamed for being complicit in concealing poorly performing collateralized assets behind investment grade ratings. In response, the Commission adopted amendments in 2014 to Regulation AB, which was originally adopted in 2004 to provide a comprehensive asset-backed securities (ABS) framework under the federal securities laws.[1] The 2014 amendments mandated asset-level data for registered RMBS and also amended the disclosure requirements for certain other asset classes.[2] Since the adoption of the 2014 amendments to Regulation AB, there has not been a single registered RMBS offering.[3] Rather, RMBS securitizations have been concentrated in offerings from Fannie Mae and Freddie Mac, which are exempt from the Commission’s registration and reporting requirements under the Securities Act and the Securities Exchange Act.[4] All private-label RMBS offerings have been unregistered, with nearly all occurring in the Rule 144A market — despite investment criteria restrictions that limit the amount of Rule 144A ABS that many institutional investors can hold. In 2024, there were over $145 billion in privately offered RMBS offerings.[5] In contrast, there has been an active registered market for ABS backed by other consumer lending arrangements, such as credit cards and automobile-related securitizations. In 2024, nearly 60% of all automobile-related securitizations — totaling approximately $88.6 billion — were registered with the Commission.[6] Similarly, 63.7% of all credit card securitizations, representing $13 billion, were publicly registered.[7] The fact that zero publicly registered RMBS offerings have occurred since the 2014 amendments to Regulation AB strongly suggests that the Commission’s current approach does not work. Making Securitization Great Again Today, the Commission solicits comments on whether to (1) amend the asset-level disclosure requirements for residential mortgage-backed securities and, (2) revise the definition of “asset-backed security” in Regulation AB. While structured finance, or securitization, might be viewed as a complex topic, it is underpinned by a simple concept: loans issued in everyday transactions, such as home mortgages, automobile loans, and credit card receivables, can be transformed into tradable securities.[8]  Securitization allows lenders to access lower-cost capital to make loans to borrowers. As the release notes, asset-backed securities “may offer attractive yields and an opportunity to diversify fixed-income portfolios with a range of credit quality.”[9] As a result of the potential improvements referenced in the Concept Release, reduced borrowing costs may also flow to households and small businesses. Although borrowers may not always realize it when they purchase a home or buy a car, securitization serves as the key mechanism to fund these important purchases. Homeownership is a cornerstone of the American identity — and a goal that the vast majority of Americans strive to achieve. Recent regulatory policies, however, may not have been optimally aligned with the broader goal of expanding homeownership opportunities. As President Donald J. Trump recently noted “many Americans are unable to purchase homes due to historically high prices, in part due to regulatory requirements that alone account for 25 percent of the cost of constructing a new home according to recent analysis.”[10] Accordingly, the President ordered the heads of all executive departments and agencies to “lower the cost of housing and expand housing supply.”[11] By potentially lowering costs, changes to the Commission’s rules relating to RMBS offerings are consistent with the directive to improve homeownership opportunities for all Americans. It is difficult to overstate the significance of the securitization market to the American economy. According to SEC data, there were approximately $1.1 trillion in securitized issuances[12] in 2024 versus $39 billion in IPO proceeds and $1.2 trillion in corporate debt.[13] Other data sources provide similar emphasis. According to another study, mortgage-backed securities issuances totaled $1.6 trillion in 2024 while asset-backed securities issuances totaled $388.1 billion.[14] Given these impacts it is important that the Commission achieve the optimal disclosure balance in this area. This balance requires sufficient visibility into the assets underlying the securities without creating costly and unnecessary burdens for issuers. In 2019, the U.S. Department of the Treasury issued a report on reform of the housing market.[15] The report recommended that the Commission review Regulation AB, assess the number of required reporting fields, and clarify the defined terms for certain registered private-label RMBS issuances.[16] In keeping with this recommendation, today’s Concept Release asks whether current asset-level disclosures for registered RMBS offerings should be changed, and whether to revise generally the definition of “asset-backed security” in Item 1101(c) of Regulation AB. I look forward to reviewing comments addressing to what extent, if at all, have the Commission’s 2014 asset-level disclosure requirements contributed to the lack of registered RMBS issuances, and what are the costs and other related burdens associated with providing asset-level disclosures for registered RMBS offerings.[17] I thank the staff in the Office of Structured Finance in the Division of Corporation Finance, the Division of Economic and Risk Analysis, and the Office of the General Counsel, for their work on this release.   [1] 17 CFR 229.1100 et seq. [2] Asset-Backed Securities Disclosure and Registration, Release No. 33-9638 (Sept. 4, 2014) [79 FR 57184] (Sept. 24, 2014) (often referenced as “Regulation AB II”.) [3] Concept Release on Residential Mortgage-Backed Securities Disclosures and Enhancements to Asset-Backed Securities Registration, Release Nos. 33-11391; 34-104102 (Sept. 26, 2025) (“ABS Concept Release”).  [4] ABS Concept Release and 12 U.S.C. 1455(g) and 1723c.  [5] Id. at Table 1 (ABS Issuance by Consumer Loan Type). [6] Id. [7] Id. [8] A Financial System That Creates Economic Opportunities – Capital Markets, U.S. Department of the Treasury (Oct. 6, 2017).  See also U.S. Department of the Treasury Housing Reform Plan Pursuant to the Presidential Memorandum Issued March 27, 2019 (“2019 Housing Reform Plan”) (Sept. 2019), available at https://home.treasury.gov/system/files/136/Treasury-Housing-Finance-Reform-Plan.pdf. [9] ABS Concept Release, section II.C. [10] Presidential Memorandum Delivering Emergency Price Relief for American Families and Defeating the Cost-of-Living Crisis (January 20, 2025) available at: https://www.whitehouse.gov/presidential-actions/2025/01/delivering-emergency-price-relief-for-american-families-and-defeating-the-cost-of-living-crisis/. [11] Id. [12] Commercial Mortgage-Backed Securities (CMBS) Issuances and ABS Issuances. [13] SEC Statistics & Data Visualizations (as of September 2025) available at https://www.sec.gov/data-research/statistics-data-visualizations. [14]2025 SIFMA Capital Markets Fact Book, available at: https://www.sifma.org/wp-content/uploads/2024/07/2025-SIFMA-Capital-Markets-Factbook.pdf. [15] 2019 Housing Reform Plan.  [16] 2019 Housing Reform Plan, A-5.  [17] ABS Concept Release, section II.D. 

Today the Commission poses the question of whether there are “regulatory impediments to issuer and investor access to the registered Asset-Backed Securities (ABS) market,”[1] which are causing the market to be depressed.  We further ask whether the “current framework for registration and reporting is serving the needs of the current ABS market.”[2]  Among those impediments, we consider: (i) whether asset-level disclosure requirements for Residential Mortgage-Backed Securities (RMBS) are too onerous;[3] (ii) whether issuers are foregoing registered RMBS offerings because they cannot provide investors with sensitive asset-level information such as 5-digit zip codes or credit scores; and (iii) whether the definition of ABS for the purpose of registration is too narrow.  First, I encourage commenters to question the premise driving the release.  We appear, for example, to presume that registered RMBS market levels are artificially depressed and that the cause is regulatory.[4]  It is possible, however, that market levels reflect the degree of investor interest in these products.  In other words, the supply may reflect demand.  For example, the Release notes that only one issuer has publicly issued private-label RMBS since 2009, and there have been no registered private-label RMBS offerings since June 2013.  But, the Commission first adopted asset-level disclosure requirements in 2014, one year after the last registered private-label RMBS offering.[5]   It’s hard to peg a problem on a regulatory burden that existed prior to the enactment of such regulation.  It is worth looking at other market trends and risks related to private-label RMBS (including some exposed during the 2008 financial crisis) and not rush to adjudge that purportedly burdensome regulations are at the root of all problems.[6]  It may be that depressed interest is a symptom of continued investor wariness around the asset class (which might still be perceived as unsafe based on performance during the financial crisis).  Or, there may continue to be concerns about the ratings of such products, or enforcement of representations and warranties, among other servicing problems.[7]  Likewise there may be an investor preference for Agency RMBS based on a perception about the availability of U.S. government guarantees, or based on yields and returns.[8]  Second, it is worth asking if this a good use of our dwindling resources.  In October 2019, Chairman Clayton posed many of the same questions that we ask today and sought public comment on the subject.  The comment file received 9 letters.  This is, by our standards, not a tremendous amount of public interest.[9]  This could be an indication that we are seeking a solution in search of a problem.  Finally, I urge commenters to think broadly in formulating their suggestions, and not simply acquiesce in the deregulatory zeitgeist.  Be mindful of removing requirements that serve to provide transparency and consistency in aid of investor analysis and diligence or provide information that bolsters market integrity.  I encourage investors to respond to the requests to provide insight on what information would be most helpful and necessary for investment in these products.[10]  Thank you to those who worked on this release in the Division of Corporation Finance, the Division of Investment Management, the Office of Credit Ratings, the Office of the General Counsel and the Division of Economic and Risk Analysis. [1] Concept Release on Residential Mortgage-Backed Securities Disclosures and Enhancements to Asset-Backed Securities Registration, Rel. Nos. 33-11391, 34-104102, at 6 (Concept Release or Release). [2] Id.  Query whether “serving the needs” of any particular market is consistent with our mission.  Our role as regulator is to facilitate and balance capital formation with investor protection, and to ensure that markets operate with integrity—not to put our thumb on the scale of favoring certain products or markets, or to craft regulations to “serve the needs” of any favored group of industry participants.  [3] The requirements to include asset-level data for all assets underlying registered RMBS is statutory and was enacted following the financial crisis in 2008.  See Section 942(b) of the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010, Pub. L. No. 111-203, § 942(b), 124 Stat. 1376, 1897 (“The Commission shall adopt regulations under this subsection requiring each issuer of asset-backed security to disclose, for each tranche or class of security, information regarding the assets backing that security.”).  In 2014, pursuant to that statutory mandate, the Commission adopted rules implementing those asset-level disclosure requirements.  Asset-Backed Securities Disclosure and Registration, Release No. 33-9638 (Sept. 4, 2014) [79 FR 57184] (Sept. 24, 2014). [4] In particular, the Release refers to private-label registered RMBS (as opposed to RMBS issued or guaranteed by Freddie Mac, Fannie Mae, Ginnie Mae or other governmental entities or government sponsored entities (Agency RMBS)). [5] Asset-Backed Securities Disclosure and Registration, Release No. 33-9638 (Sept. 4, 2014) [79 FR 57184] (Sept. 24, 2014). [6] For example, the Concept Release notes that there has been a rebound in un-registered RMBS offerings, primarily through Rule 144A.  See Release at pp. 10-11.  But even those numbers remain low, compared to pre-2008 levels.  In 2004, for example, registered private-label RMBS totaled $746 billion (which represented most non-agency RMBS), as compared to the unregistered non-agency RMBS 2024 offerings, which totaled $145.4 billion.  See Chairman Jay Clayton, Asset-Level Disclosure Requirements for Residential Mortgage-Backed Securities, (Oct. 30, 2019) (citing 2014 Adopting Release at 57192).  [7] See Letter of Adam J. Levitin, Re: Request for comment on Asset-Level Disclosure Requirements for Residential Mortgage-Backed Securities (Nov. 23, 2019) (noting that the absence of registered private-label RMBS offerings should be viewed as part of a “larger phenomenon of the decline of private-label RMBS offerings of all sorts since the financial crisis,” and that “it will  be critical for the SEC to sort out the impact of Reg AB II from general factors that have led to a decline in private-label RMBS issuance”); see also Laurie S. Goodman, The Rebirth of Securitization: Where is the Private Label Mortgage Market? (“Investors would like to see much more disclosure and better monitoring on the servicing side[.]”). [8] The Concept Release also references the “competitive advantage” that Agency RMBS have in the market.  See Release at 12 (citing U.S. Department of the Treasury Housing Reform Plan Pursuant to the Presidential Memorandum Issued March 27, 2019 (Sept. 2019)).  But the government has long held a role in the mortgage market, including prior to the financial crisis. [9] See, e.g., Comments on Climate Change Disclosure, CLL-12 (reflecting over 6,500 comment letters).   [10] Certain questions seem aimed at conforming assets-level disclosure in registered offerings with disclosures in unregistered offerings.  (See, e.g., RFC 5.)  Eroding this difference, similar to other trends we’re seeing in public / private market discussions, seems to ignore the different investor bases in the two markets and perhaps the differing needs for information among those bases.   

Today, the Commission is soliciting comments on our regulatory framework for asset-backed securities (“ABS”), narrowly and broadly. Narrowly, the Commission is seeking comment on whether to amend the asset-level disclosure requirements for residential mortgage-backed securities (“RMBS”) in Item 1125 of Regulation AB, with particular attention given to the potentially sensitive nature of the information disclosed. Broadly, the Commission also is asking whether the definition of “asset-backed security” in Regulation AB should be revised to harmonize it with other definitions of “asset-backed security” elsewhere in our rules. Even more broadly, the Commission invites comment on other aspects of ABS regulation. I look forward to robust public feedback. Since 2013, the registered RMBS market has been in a state of torpor.[1] While some activity still exists in the private markets, RMBS securitizations have been occurring mostly at the Federal National Mortgage Association, the Federal Home Loan Mortgage Corporation, and the Government National Mortgage Association (collectively, the “Agencies”). Notably, securities issued by the Agencies are exempt from the Commission’s registration and reporting requirements.[2] In 2014, the Commission adopted, among other amendments, Item 1125 of Regulation AB and the Appendix to Item 1125 (“Schedule AL”) to satisfy certain requirements of the Dodd-Frank Wall Street Reform and Consumer Protection Act (the “Dodd-Frank Act”). If an issuer were to attempt to register an RMBS, adequate disclosure pursuant to Item 1 of Schedule AL could require up to 270 different data points for each underlying mortgage.[3] In contrast, RMBS offerings by the Agencies generally have approximately 110 different data points.[4] Private-label RMBS transactions existing solely in the unregistered space is a unique phenomenon among the varying types of consumer loan ABS.[5] Understanding why the market exists in its current and somewhat peculiar state and the extent to which our rules shaped the status quo will provide the Commission with much needed context in evaluating whether a regulatory adjustment is warranted. The Concept Release also addresses a tension in public policy considerations for ABS disclosures. Asset-level data, while helpful to investors’ analysis of risk and return, has real people on the other side. In the past I have been critical of providing data for data’s sake and the considerations here highlight one motivator of my concern. I am interested to hear from market participants on how best to craft a registration regime for RMBS products that provides investors with all material information without doxxing borrowers.   Lastly, the Concept Release seeks comment on a nuance in our rulebook—the differing definitions of ABS found in Regulation AB, adopted in 2004, and section 3(a)(79) of the Securities Exchange Act of 1934 (the “Exchange Act”), added by section 941(a) of the Dodd-Frank Act. The differences between the two definitions create some complexities in our regulatory regime. While any Regulation AB ABS will meet the Exchange Act ABS definition, an Exchange Act ABS does not necessarily meet the Reg AB ABS definition. As a result, market participants need to analyze which of the two regulatory standards they fall within. Public utility securitizations provide a concrete example of this theoretical friction—how those products are structured could affect which registration, disclosure, and reporting obligations are incurred despite the securities themselves having largely identical investment characteristics.[6] I welcome the Commission taking a critical look at instances where our rules appear to focus more on form than substance. I would like to thank the staff in the Division of Corporation Finance, Division of Economic and Risk Analysis, Division of Investment Management, Office of Credit Ratings, and Office of the General Counsel, for their work on this release.       [1] Concept Release on Residential Mortgage-Backed Securities Disclosures and Enhancements to Asset-Backed Securities Registration (the “Concept Release”) at footnote 26. [2] Concept Release at 10. [3] Concept Release at 9. [4] See, e.g., the loan level requirements detailed in the Federal National Mortgage Association’s Single-Family Mortgage-Backed Securities Disclosures Guide, available at https://www.fanniemae.com/resources/file/mbs/pdf/mbsglossary.pdf. [5] Concept Release at Table 1. [6] Concept Release at 38-9.

The Securities and Exchange Commission today published a concept release soliciting public comment on how to improve current SEC rules governing residential mortgage-backed securities (RMBS) and certain aspects of asset-backed securities (ABS) generally. The concept release notes there have been no public RMBS offerings since 2013, yet they are an important part of a healthy mortgage market because they provide access to a wider range of issuers and investors, reducing reliance on any one source of liquidity and contributing to lower consumer costs. The concept release seeks feedback from the public on whether there are SEC regulatory impediments contributing to the absence of public RMBS offerings, including whether certain disclosure requirements should be revised and how certain sensitive information about mortgage loans underlying the RMBS may be shared with investors in light of privacy and confidentiality concerns. The concept release also seeks comment on whether certain regulatory definitions should be revised, and whether revisions to any other ABS regulations should be considered to facilitate access to the public market. “Home ownership has long been the cornerstone of the American Dream. Yet, this dream remains out of reach for too many Americans today due, in part, to mortgage costs.  A vibrant public market for RMBS can have downstream effects of reducing these costs and benefitting the U.S. housing sector,” said SEC Chairman Paul S. Atkins. “It is important for the Commission to hear from market participants on steps it can take to revive the public RMBS market,” Chairman Atkins continued. SEC concept releases are a means for the Commission to obtain public input in advance of making decisions about possible rulemaking. Concept releases typically outline a topic of concern, identify different potential approaches, and raise a series of questions for public commenters. In this concept release, the Commission welcomes comments on any costs, burdens, or benefits that may result from possible regulatory responses related to the RMBS and ABS items identified in the release or otherwise proposed by commenters. The public may comment on whether certain specific approaches, alternative approaches, or a combination of approaches would address the items identified in the release. The public comment period will remain open for 60 days following publication of the comment request in the Federal Register. Resources Concept Release Fact Sheet

Today, the Commission issued a concept release to solicit public feedback on disclosure requirements for public offerings of residential mortgage-backed securities (RMBS), as well as certain aspects of the agency’s regulations of asset-backed securities (ABS) generally.[1] Home ownership has long been the cornerstone of the American Dream. Yet, this dream remains out of reach for too many Americans today due, in part, to mortgage costs.[2] A vibrant public market for RMBS can have downstream effects of reducing these costs and benefitting the U.S. housing sector.[3]  Unfortunately, there have been no public offerings of RMBS since June 2013.  In contrast, there have been over $100 billion in RMBS issuance annually in the Rule 144A market for five of the past six years.[4]  It is important for the Commission to hear from market participants on steps it can take to revive the public RMBS market.  A public market for RMBS provides market benefits and investor protections that a Rule 144A market cannot, including increased liquidity, a broader investor base, and greater transparency and public disclosure.[5]  While several factors may be contributing to the drought in public market, the Commission must consider whether its rules – including amendments to Regulation AB (known colloquially as Regulation AB II) that were adopted to implement mandates of the Dodd-Frank Act[6] – have had an adverse effect. One requirement of Regulation AB II is for RMBS issuers engaged in public offerings to provide asset-level disclosures about the underlying residential mortgages.[7]  For each mortgage, this disclosure calls for approximately 105 data points as a baseline and up to another 165 data points upon the occurrence of certain events.[8]  Market participants have identified these asset-level disclosure requirements as a barrier to public offerings of RMBS.[9]  Therefore, I am pleased that the concept release is seeking comment on how to revise these requirements to enable more public offerings, thereby facilitating capital formation while maintaining investor protection. Another consideration in the development of a public market for RMBS is how to strike the right balance between investors’ need for detailed information about mortgage obligors, including credit scores and income, and privacy concerns raised by public disclosure of that information.  In 2014, the Commission proposed an approach of permitting sensitive obligor data to be provided on an issuer-sponsored website, instead of on EDGAR.[10]  Based on public feedback at the time, the Commission did not adopt this approach.[11]  In light of the passage of time and evolution of industry practice, I support re-visiting the idea of using a website separate from EDGAR to provide investors with access to the sensitive obligor data they need.  I also welcome input on any other potential approaches to address privacy concerns stemming from public disclosure of such data. The concept release also seeks public comments on other aspects of ABS regulation, including harmonizing the definition of “asset-backed security” in Regulation AB with the definition of the same term in section 3(a)(79) in the Securities Exchange Act of 1934.  Disparate definitions for the same concept result in complexity, which can lead to increased compliance costs.  Accordingly, I support gathering input on whether the definitions should be harmonized or more aligned. Public offerings of RMBS, and ABS offerings generally, play a vital role in the U.S capital markets and the U.S. economy.  The concept release is the first step in the Commission’s efforts to revitalize the public market for RMBS and modernize the agency’s regulations of ABS.  I look forward to the public’s feedback and the staff’s recommendations for any proposed rule changes based on that feedback. I would like to thank the following staff members for their work on the concept release. From the Division of Corporation Finance: Cicely LaMothe, Sebastian Gomez Abero, Ted Yu, Kayla Roberts, Arthur Sandel, Komul Chaudhry, Donial Dastgir, Hodan Siad, Jason Weidberg, Anna Abramson, and Jessica Ansart; From the Division of Economic and Risk Analysis: Oliver Richard, Lyndon Orton, Lucretia Zinnen, Ruoke Yang, Lauren Moore, Charles Woodworth, and Caroline Schulte; From the Division of Investment Management: Sarah ten Siethoff, Adele Kittredge Murray, and Neema Nassiri; From the Office of Credit Ratings: K. Scott Davey, Patrick Boyle, and Annemarie Ettinger; and From the Office of the General Counsel: Bryant Morris, Dorothy McCuaig, Ken Alcé, and Johanna Losert. [1] Concept Release on Residential Mortgage-Backed Securities Disclosures and Enhancements to Asset-Backed Securities Regulation, Release No. 33-11391 (Sept. 26, 2025), available at https://www.sec.gov/files/rules/concept/2025/33-11391.pdf. [2] See, e.g., The Most Affordable and Most Expensive U.S. Cities to Buy a House, Jamie Forbes (June 26, 2025) (“Nationwide, just 35% of homes are affordable to the average homebuyer—down from 60% in 2022. Affordability has dropped since the pandemic because house prices and mortgage rates rose in tandem”), available at https://www.redfin.com/blog/cheapest-most-expensive-cities-to-buy-a-house/. [3] See the concept release at p.16-17. [4] Table 1 in the concept release. [5] See the concept release at p. 11-12. [6] Asset-Backed Securities Disclosure and Registration, Release No. 33-9638 (Sept. 4, 2014) [79 FR 57184 (Sept. 24, 2014)] (Regulation AB II Adopting Release), available at https://www.federalregister.gov/documents/2014/09/24/2014-21375/asset-backed-securities-disclosure-and-registration. [7] 17 CFR 229.1125. [8] See Regulation AB II Adopting Release at 57210-57211. [9] See the concept release at note 31 and accompanying text. [10] Re-Opening of Comment Period for Asset-Backed Securities Release, Release No. 33-9552 (Feb. 25, 2014) [79 FR 11361 (Feb. 28, 2014)], available at https://www.federalregister.gov/documents/2014/02/28/2014-04433/re-opening-of-comment-period-for-asset-backed-securities-release. [11] See Regulation AB II Adopting Release at 57233.

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Good afternoon. Thank you for the invitation to speak to you. I am delighted to have the opportunity to address this distinguished group of macroeconomic forecasters. Today I will discuss how I approach monetary policy decisionmaking, and I will then describe some of the challenges we will likely face in the years ahead.1 Before turning to the main topic of my remarks, I would like to provide some context about my background and how that shapes my approach to my role as a policymaker. After serving for nearly seven years on the Board of Governors, earlier this year, the President appointed me as the Federal Reserve's Vice Chair for Supervision. My role as a financial regulator and my previous experience as a state bank regulator and community banker in Kansas give me a unique perspective on how to approach my responsibilities as a monetary policymaker. This experience informs how I think about economic conditions and the balance of risks to economic activity, the labor market, and inflation in assessing the appropriate stance and direction of policy. As you know, the Federal Reserve conducts monetary policy to support a strong and stable economy that works for all Americans. In doing so, the Federal Open Market Committee (FOMC) conducts its responsibilities according to the congressionally mandated goals of maximum employment and price stability. The Fed pursues these goals by adjusting its monetary policy stance using a variety of tools, including setting interest rates, providing forward guidance about the expected future path of policy, and adjusting the size and composition of our balance sheet. Our primary monetary policy tool is the federal funds rate, a key interest rate for overnight borrowing by commercial banks that influences other interest rates throughout financial markets. Lower interest rates tend to stimulate demand—for housing, cars and other durable goods, and for business investment—which boosts economic activity and has the potential to push up inflation. Higher interest rates tend to slow the economy and tend to push inflation down. Achieving both of these goals is challenging when they are in tension. Policy actions to tame inflation, like raising the target range for the federal funds rate, can have an adverse effect on employment. By contrast, policy actions aimed at supporting employment that is below its maximum level can potentially increase risks to price stability. These are just a few of the challenges we face as policymakers. With that background, I will share more on my approach to our monetary policy responsibilities and the use of our existing toolkit. I consider my approach in terms of flexibility in shifting the focus on policy objectives when needed and a limited footprint in financial markets. A Flexible Approach to PolicymakingPursuing the objectives of the dual mandate at the same time means that we generally seek to achieve the maximum level of employment that is consistent with price stability. But the monetary policy objectives are not always complementary. Because our dual mandate places equal weight on both maximum employment and price stability, when these objectives are in tension it is important not to favor one side of the mandate over the other. In that circumstance, we should be flexible and direct our focus to the side of the mandate that deviates the most from its goal or that shows the greater risk of persistently departing from it. Hesitating to address existing or emerging departures from the dual-mandate goals, due to self-limitations stemming from an unwillingness to depart from outdated past policy communication, increases the likelihood that policymakers will need to implement abrupt and large policy corrections. As we all remember in 2021, supply and demand imbalances, amplified by extraordinary stimulus from fiscal and monetary policies, led to a sharp rise in inflation over just a few months. By the second half of that year, amid growing inflationary pressures, it became clear that our monetary policy stance was too accommodative and that the FOMC needed to move toward a tighter policy stance. On a 12-month basis, total consumer price index (CPI) inflation rose from about 1-1/2 percent in early 2021 to about 9 percent in mid-2022. We began increasing the policy rate at the March 2022 FOMC meeting, when reported CPI inflation was already at about 8 percent and core personal consumption expenditures inflation was above 5 percent. In my view, the accommodative forward guidance the Committee adopted in the September and the December 2020 postmeeting statements, which put more weight on the employment side of our mandate, pushed the mandated goals out of balance and contributed to the delay in the removal of monetary policy accommodation in 2021.2 That forward guidance made it much more difficult for the FOMC to react to new information suggesting that risks and uncertainties had evolved in response to pandemic-related changes in the economy. This ultimately restricted our ability to respond to rising inflationary pressures before seeing any progress on the labor market. Ultimately, delaying taking appropriate action while inflation started to increase left us in a position in which we needed to course correct and catch up by raising the policy rate in large increments over a number of months. Recognizing the substantial risk that unacceptably high inflation could persist, and once the conditions in the labor market were moving toward the FOMC's goal of maximum employment, by the end of 2021 I shifted my focus to the inflation side of our mandate and to bringing inflation down toward our 2 percent goal. At the time, I argued in favor of taking prompt and forceful policy action to get inflation under control, which I saw as our primary responsibility at that time, as it had begun to impose a heavy burden on households and businesses. Of course, tightening policy and then maintaining a restrictive stance to lower inflation could have resulted in costs and risks to the labor market, but I saw far greater costs and risks in allowing inflation to persist. And, importantly, maintaining the commitment to restoring price stability is the best course to sustain a strong labor market and an economy that works for everyone. As I noted in recent remarks, we are now facing a very different economic environment.3 Over the past several months, I have been pointing to a shift in economic conditions and in the balance of risks to our employment and inflation goals, calling attention to signs of potential labor market fragility. And I have argued that increasing signs of weakening labor market conditions provide a basis for proactively supporting the employment side of our mandate. Recent data show a materially more fragile labor market along with inflation that, excluding tariffs, has continued to hover not far above our target. Given this shift in labor market conditions, at last week's FOMC meeting I supported beginning the process of removing policy restraint and bringing the federal funds rate back to its neutral level. Up until the July FOMC meeting, even with inflation within range of our target, the Committee has focused primarily on the inflation side of the dual mandate. Now that we have seen many months of deteriorating labor market conditions, it is time for the Committee to act decisively and proactively to address decreasing labor market dynamism and emerging signs of fragility. In my view, the recent data, including the estimated payroll employment benchmark revisions, show that we are at serious risk of already being behind the curve in addressing deteriorating labor market conditions. Should these conditions continue, I am concerned that we will need to adjust policy at a faster pace and to a larger degree going forward. I recognize and appreciate concerns that we have not yet perfectly achieved our inflation goal. But under a flexible approach to policymaking, it is appropriate to focus on the side of the mandate that is showing signs of deterioration or fragility even though inflation is above but within range of our target. This shift is appropriate now because forecasters widely expect inflation to significantly decline next year, and as further deterioration in labor market conditions would likely lead to more persistent damage to the employment side of the mandate, that would be difficult to address with our tools. With tariff-related price increases likely being a one-time effect, my view is that inflation will return to 2 percent after these effects dissipate. Because changes in monetary policy take time to work their way through the economy, it is appropriate to look through temporarily elevated inflation readings and therefore remove some policy restraint to avoid weakening in the labor market, provided that long-run inflation expectations remain well anchored. In addition, putting tariffs aside, the U.S. economy may also be experiencing an extended productivity surge, in large part because of recent technological advances. And productivity growth has likely been higher than reported due to the downward benchmark revisions to payroll gains. These developments reinforce the case for removing policy restraint because monetary policy should accommodate productivity shocks that raise potential output. In light of all these considerations, in my view, it was appropriate to begin the process of moving policy toward a more neutral stance at last week's FOMC meeting, and it has been appropriate to do so for several months. Moreover, the rising downside risks to employment and the potential for greater damage to the labor market underscore the need to shift our focus away from overemphasizing the latest data points. In the past, I have supported data dependence as an approach that incorporates incoming data into the decisions that lie immediately ahead and further into the future. Our experience during and following the pandemic highlights the difficulty in assessing the current state of the economy and predicting how it will evolve in the presence of major supply- and demand-side shocks, possible structural changes in the economy, and real-time data and measurement uncertainty. With unusually high uncertainty around the state of the economy and the economic outlook, and with significant risks to our employment and price stability goals, judging where the economy is headed in the future is much more challenging. Therefore, it made sense in the past to consider and be informed by the incoming data and its implications for the outlook in assessing the appropriate path for monetary policy. But today we are facing different conditions. I am concerned that the labor market could enter into a precarious phase, and there is a risk that a shock could tip it into a sudden and significant deterioration. An inflexible and dogmatic view of data dependence gives an inherently backward-looking view of the economy and would guarantee that we remain behind the curve, requiring us to catch up in the future. I think we should consider shifting our focus from overweighting the latest data points to a proactive forward-looking approach and making a forecast that reflects how the economy is likely to evolve going forward. Because policy actions take time to flow through to, or have their full effect on, the economy, labor markets, and inflation, it is important that we are making predictions about where the economy is headed and to act on those forecasts in real time. A forward-looking approach ensures that monetary policy can help support the economy. It also better positions us to avoid falling behind the curve and then having to implement abrupt and dramatic policy actions. In my view, it is more effective to act promptly and decisively in the face of fragility than to be forced to dramatically adjust policy after damage has occurred. A Limited Footprint – the Fed's Balance SheetI will turn now to discuss my views about how we use our balance sheet. As the runoff in our securities portfolio proceeds following extensive asset purchases during the pandemic, there are several issues with important implications regarding the size and the composition of the Fed's balance sheet in the longer run. Over the longer run, my preference is to maintain the smallest balance sheet possible with reserve balances at a level closer to scarce than ample. First, a smaller balance sheet would minimize the Fed's footprint in money markets and in Treasury markets. Of course, in order to efficiently implement monetary policy, it is necessary to have some footprint in these markets. Second, holding less-than-ample reserves would return us to a place where we are actively managing our balance sheet, identifying instead of masking signals of market stress. In my view, actively managing our balance sheet would give a more timely indication of stress and market functioning issues, as allowing a modest amount of volatility in money markets can enhance our understanding of market clearing points. Lower levels of reserves may also incentivize banks to engage in more active management of their liquidity positions and liquidity risks. Finally, a lower terminal level of reserves and a smaller balance sheet as a percentage of gross domestic product (GDP) would provide the FOMC with the optionality to respond to future shocks or economic downturns without worrying whether there is enough room to expand the balance sheet as a potential tool. In terms of the composition of the Fed's securities holdings in the longer run, I strongly support having a System Open Market Account portfolio that consists only of Treasury securities to minimize the effects of the Federal Reserve's holdings on the allocation of credit across the economy. Holding agency mortgage-backed securities (MBS), or other non-Treasury securities, could be seen as selective credit allocation. I also look forward to revisiting the Committee's consideration of potential sales of our agency MBS holdings. Simply relying on MBS runoff will not allow returning to a Treasury-only portfolio within a credible time frame. The longer-run maturity structure of the Federal Reserve's Treasury securities holdings is also an important consideration. One benefit of a Treasury portfolio maturity structure that mirrors the broader Treasury market is that the Fed's holdings would be "neutral." This means that these holdings would not disproportionately affect the pricing of any given maturity of Treasury security or provide incentives for the issuance of any given type of Treasury security. A balance sheet tilted slightly toward shorter-dated Treasury securities would allow a more flexible approach. For example, the FOMC could reduce its shorter-dated Treasury securities holdings in favor of longer-dated Treasury securities if the Committee wanted to use the balance sheet to provide monetary policy accommodation without expanding the size of its securities holdings. This approach would be similar to the FOMC's maturity extension program in 2011 and 2012, sometimes referred to as "Operation Twist." It will be important to consider the potential costs and benefits to the Federal Reserve's Treasury securities maturity structure and the best ways to achieve the desired maturity structure over time. The Nature and Use of Emergency ToolsI will turn now to the role for and the availability of policy tools like lending programs and facilities. During periods of extreme financial system stress, the Federal Reserve has the authority, with the approval of the Secretary of the Treasury, to use tools, including lending facilities, to directly support the effective functioning of key financial markets and the flow of credit throughout the economy. During the pandemic, the Board extensively relied on the creation of lending programs that were designed to serve as backstops to support market functioning and the flow of credit during times of stress. The temporary nature of these types of lending facilities that are activated only during times of severe financial market stress makes them an attractive alternative to other tools. Lending programs are most effective as backstops when loans are offered at a penalty rate and are of short duration. When appropriately calibrated, they can help promote market functioning and the effective transmission of monetary policy but also limit the Federal Reserve's overall footprint in financial markets in the longer term. Despite their demonstrated effectiveness during times of financial market dysfunction, my view is that emergency lending facilities should be reserved for the single-purpose use in emergency circumstances and should not be institutionalized. In other words, they should not be converted to permanent standing facilities. Instead, they should be activated for only the most exceptionally stressed circumstances. Institutionalizing an activity that was created to temporarily respond to emergency conditions essentially normalizes an extreme emergency response to market illiquidity. I am concerned that converting emergency facilities created in the depths of a crisis into permanent standing facilities would potentially increase the Fed's footprint in financial markets and have adverse implications, such as distorting private-sector market dynamics and market pricing during normal, noncrisis times. My preference is to rely on these types of facilities only on an emergency basis to address exceptional circumstances. This approach ensures that potential counterparties transact in the private market during times of normal or even mildly stressed market conditions. A better option would be to announce the short duration of a facility at the time it is created and be clear that it will only exist while the conditions prevail. During the pandemic, we demonstrated the ability to bring these facilities online quickly, so communication reiterating that we stand ready to do it again, even if only on a "just in time" basis, may, on its own, have a beneficial effect on market dynamics. I will conclude this part of my discussion by highlighting a current regulatory proposal that would return the enhanced supplementary leverage ratio (eSLR) to a backstop rather than a binding constraint for bank-affiliated broker-dealers. Treasury Market IntermediationEven though the U.S. financial system is strong and resilient, over time there have been periods of market stress and volatility in Treasury market intermediation. And there are strong indications that leverage capital requirements may be contributing to vulnerabilities in the Treasury market, particularly in the face of unusually high trading volumes. In late June, the Board, along with the Federal Deposit Insurance Corporation and the Office of the Comptroller of the Currency, approved a proposal to modify the eSLR, which applies to the U.S. global systemically important banks (G-SIBs). Although leverage ratios are intended to serve as a capital "backstop" to risk-based measures, the eSLR has become increasingly binding over time. This bindingness has been substantially driven by economic growth, inflation, and the level of reserves in the system. When leverage requirements become a firm's binding capital constraint, they can disincentivize low-risk, low-margin activities. Broker-dealer affiliates of the G-SIBs are significant participants in Treasury market intermediation, and the effect of a more binding eSLR has been to diminish the market intermediation capacity of these intermediaries. This was never the intent of the eSLR. The eSLR proposal would help return this leverage requirement to a more appropriate role as a capital backstop. This important, proactive step would also preserve the role of the eSLR in promoting safety, soundness, and financial stability, and that, as proposed, is also fully consistent with our international agreements. In addition, once the GENIUS Act is implemented, stablecoin issuers are required to hold reserves equivalent to the value of stablecoin issuance, which can include U.S. Treasuries.4 This additional demand could compound future episodes of Treasury market liquidity stress, increasing the importance of eSLR reform to ensure Treasury market functioning. Once finalized, the eSLR proposal would provide additional balance sheet capacity for G-SIBs to intermediate U.S. Treasury market activities. This change will help build market resilience and reduce the likelihood both of market dysfunction and of the need for the Fed to intervene, by implementing temporary modifications to the eSLR. Reforming the eSLR would also directly address some of the problems that a permanent Federal Reserve facility like the standing repo facility (SRF) is intended to alleviate—for example, mitigating temporary repurchase agreement (repo) rate spikes at month-, quarter-, and year-ends caused by large banks being unwilling to provide a sufficient supply of Treasury market liquidity. In my view, adjusting leverage capital requirements could help refocus the role of the SRF as a liquidity backstop for Treasury market intermediation, rather than normalizing its use and enabling rate arbitrage to drive usage in periods of calm. Although at the July 2021 FOMC meeting I voted to convert ongoing open market operations into a permanent facility, I did so with significant reservations because, as I noted earlier, my preference would be to not institutionalize operations that addressed temporary market emergencies. At that time, I stated that we should have remained attentive to the unintended consequences of an SRF and be prepared to adjust its parameters as needed to address those effects. In its current form, the SRF has a minimum bid rate set equal to the discount window primary credit rate, which is also equal to the top of the target range for the federal funds rate. As a result, the SRF, by design, is not fully positioned to serve only as a backstop during times of market dysfunction and stress. My preference would be for a minimum bid rate higher than the top of the federal funds rate target range in order to emphasize that the SRF's purpose is to serve only as a backstop. A rate above the top of the target range would be more likely to discourage use of the facility outside of exceptional market-wide episodes of acute stress. It seems likely that a rate that's not set at a sufficiently high level might still be considered an option for primary dealers experiencing idiosyncratic pressures outside of market-wide disruption. In my view, providing an outlet for dealers that experience these kinds of pressures should not be the intended purpose of this facility. While creating a "release valve" to provide greater market liquidity has been a goal of the SRF, I remain concerned that one of its unintended consequences is to distort market signals by artificially affecting repo rate dynamics. It is not the Fed's role to replace or arbitrage private-market activities. Having a minimum bid rate on the SRF that is not sufficiently elevated relative to market rates risks suppressing or distorting valuable signals stemming from overnight money markets. While balance sheet runoff is entering a new phase, it is especially important to be able to observe underlying reserve and money market conditions. Challenges for Monetary Policy AheadThroughout my tenure at the Federal Reserve Board, the U.S. economy has experienced many challenging times, including below-target inflation and low unemployment; the effects of the COVID-19 experience, with high unemployment, strong demand enabled by fiscal support, supply chain disruptions, and high inflation; several bank failures; extraordinary immigration; and last year's recalibration of our monetary policy stance. The problems we face are often different and require agility in our understanding of how the economy works and is likely to evolve. I will turn now to briefly discuss some challenges for monetary policy in the years ahead, including the potential for supply shocks, the transmission of monetary policy to long-term interest rates, the housing market, the artificial intelligence (AI) investment boom, and the ways that I see some of these factors affecting the neutral rate of interest. Supply ShocksSupply shocks, which move economic activity and inflation in opposite directions, can be challenging for monetary policy to address because they can put the pursuit of the dual-mandate goals in conflict.5 The development of new technologies that raise productivity is an example of a positive supply shock that increases potential output, while supply chain disruptions are an example of a negative supply shock. To properly address these shocks, for situations in which the policy objectives are in tension, as implied by the FOMC's revised Statement on Longer-Run Goals and Monetary Policy Strategy, we need to consider how large and persistent the deviations implied by the shock to the price-stability and maximum-employment mandates will likely be.6 Importantly, supply shocks can also affect demand, and so we need to assess how the relative effects on supply and demand are likely to evolve. Tariffs can be seen as a negative shock to the supply of imported goods but can also be viewed as a surcharge on demand for imported goods. Like any surcharge on sales, the effects on inflation are likely short lived, as reduced demand increases slack in the economy and restrains any follow-on price increases, assuming that inflation expectations remain anchored. Therefore, it makes sense for monetary policy to mostly look through the one-off effect on prices and put more weight on the likely more persistent effects on demand and employment. A step-down in population growth is also a negative supply shock, as it slows the increase in the labor force and output. This development would also represent a negative shock to demand, with the two effects roughly balancing out over time. However, the source of the shock, whether due to lower immigration or the aging of the population, seems relevant. While aging of the population is a gradual process that is less likely to generate sudden deviations in either of our mandates, a shock to immigration can have sharper effects on demand in the near term, as supply is likely to adjust more slowly—for example, housing. Term PremiumsA second challenge for monetary policy would be a significant rise in longer-term interest rates driven by higher term premiums, which could offset a reduction in the expectations component stemming from monetary policy easing. This scenario would weaken the transmission of changes in the policy rate to economic activity, as investment decisions of households and businesses are dependent on longer-term rates, such as mortgage rates and corporate bond yields. Although term premiums increased when the FOMC recalibrated the policy stance toward the end of last year, they have come down significantly so far this year, allowing for a reduction in longer-term interest rates. A further rise in the term premium could reflect higher compensation for expected inflation and increased risks that monetary policy may need to address future shocks to real activity or inflation. Some of the factors that could lead to higher term premiums would be concerns about fiscal sustainability and the FOMC's credibility to achieve its inflation goal. Housing MarketA third challenge for monetary policy would be a sharp housing market correction. Although supply factors have been weighing down on housing activity for a while, demand factors appear to have recently become the dominant force. Elevated mortgage rates may be exerting a more persistent drag, as income growth expectations have declined while house prices remain high relative to rents. Given very low housing affordability, existing home sales have remained depressed despite higher inventories of homes for sale. I am concerned that declines in house prices could accelerate, posing downside risks to housing wealth and inflation in the years ahead. Artificial IntelligenceFinally, the surge in AI investment could also be challenging for monetary policy. Investment in new technologies is likely to raise productivity and lower inflation in the medium term. Although the additional investment also boosts demand, the effects on productivity and supply are likely to occur relatively quickly, and the economy is less likely to tighten appreciably in the near term. In this case, monetary policy should refrain from restraining aggregate demand, as any deviation from maximum employment is likely to be temporary. There is a risk that expectations of returns on these high-tech investments may be too optimistic and raise financial stability concerns. Although tech companies can largely self finance these investments, or easily access bond and equity markets, if expectations of future revenues do not materialize, we may see a large correction in equity markets and a slump in investment spending due to over-capacity. Such a correction would lead to a contraction in aggregate demand through lower household wealth and lower expected profits. Neutral Rate of InterestSome of the factors discussed here may be key influences on the neutral interest rate, or r*. The two factors that I am more attentive to are slower population growth and fiscal sustainability risks. Although these factors have opposite effects on the balance between savings and investment and r*, I see slower population growth and the aging of the population as more prominent factors in pulling down the neutral interest rate. If fiscal sustainability concerns are not addressed in the years ahead, by stabilizing or reversing the upward trajectory of the federal debt-to-GDP ratio, I am afraid that r* and interest rates could rise and crowd out private investment. Closing ThoughtsBefore we move on to the discussion, I'd like to touch on the supervision and regulatory work under way. We have made a lot of progress in the past few months since I became the Vice Chair for Supervision. And Congress has been hard at work considering important banking and digital assets legislation and the passage of the GENIUS Act. In addition to working to implement the Fed's responsibilities under this law, we are making significant progress on a number of priorities in supervision and regulation. Early in my tenure, I described my approach to take a fresh look at our supervision and regulatory framework.7 We have made progress on a wide range of priorities in these past few months, including proposed changes to rationalize the large financial institution ratings framework that applies to the largest banking institutions to emphasize material financial risk proposed revisions to the eSLR to return it to its traditional role as a capital backstop and limit the risk of further disruptions to Treasury market activities removed reputational risk from the examination toolkit, instead prioritizing material financial risk published a request for information on payments fraud activities to develop a plan for a better and more coordinated response (and, here, I would note that the comment period just closed on September 18) proposed improvements to reduce the volatility of supervisory stress tests by imposing reasonable and transparent parameters on the tests reviewing regulatory reporting requirements to improve the validation of information collected every time a form is renewed, rather than rubber-stamping the renewal of collections that may no longer be effective or useful While we are making progress in a number of areas, there is much left to do. Some of this work will include improving the mergers and acquisitions process; reviewing the appropriateness of capital requirements for all banks, including revising the community bank leverage ratio and approaches for mutual banks; and addressing payments and check fraud. We are continuing to enhance examiner training and development, and we will continue to prioritize economic growth and safety and soundness in the bank regulatory framework. Thank you again for the invitation to join you today. It's a pleasure to be here, and I look forward to our discussion. 1. The views expressed here are my own and are not necessarily those of my colleagues on the Federal Reserve Board or the Federal Open Market Committee.  2. See Michelle W. Bowman (2023), "Reflections on the Economy and Monetary Policy," (PDF) remarks delivered at the Utah Bankers Association and Salt Lake City Chamber Banker and Business Leader Breakfast, Salt Lake City, Utah, November 28; and Michelle W. Bowman (2024), "Risks and Uncertainty in Monetary Policy: Current and Past Considerations," (PDF) remarks delivered at "Frameworks for Monetary Policy, Regulation, and Bank Capital," Spring 2024 Meeting of the Shadow Open Market Committee, hosted by the Manhattan Institute, New York, April 5.  3. See Michelle W. Bowman (2025), "Unintended Policy Shifts and Unexpected Consequences," (PDF) remarks delivered at "Assessing the Effectiveness of Monetary Policy during and after the COVID-19 Pandemic," a research conference sponsored by the International Journal of Central Banking and the Czech National Bank, Prague, Czech Republic, June 23; Michelle W. Bowman (2025), "Thoughts on the Economy and Community Bank Capital," (PDF) remarks delivered at the Kansas Bankers Association 2025 CEO & Senior Management Summit, Colorado Springs, Colorado; and Michelle W. Bowman (2025), "Views on the Economy and Monetary Policy," (PDF) remarks delivered at the Kentucky Bankers Association Annual Convention, Asheville, North Carolina, September 23.  4. The Guiding and Establishing National Innovation for U.S. Stablecoins Act was enacted on July 18, 2025.  5. See Hess Chung, Callum Jones, Antoine Lepetit, and Fernando M. Martin (2025), "Implications of Inflation Dynamics for Monetary Policy Strategies," Finance and Economics Discussion Series 2025-072 (Washington: Board of Governors of the Federal Reserve System, August).  6. The FOMC's revised Statement on Longer-Run Goals and Monetary Policy Strategy is available on the Board's website at https://www.federalreserve.gov/monetarypolicy/files/FOMC_LongerRunGoals.pdf.  7. See Michelle W. Bowman (2025), "Taking a Fresh Look at Supervision and Regulation," (PDF) remarks delivered at the Georgetown University McDonough School of Business, Psaros Center for Financial Markets and Policy, Washington, D.C., June 6. 

Thank you for that introduction and thank you to Coin Center for inviting me back. I am sorry that a regulator—rather than a developer, founder, or funder—stands before you today. Let’s hope that we can make quick progress to a place where people are free to build interesting and valuable projects without a regulator like me at the front of the room. Speaking of regulators, before I begin, I must remind you that my views are my own as a Commissioner of the Securities and Exchange Commission and not necessarily those of the SEC or my fellow Commissioners. The number of times I have repeated that disclaimer is one of many indications that I have been in this job too long. Even my own very patient mother has tired of hearing me say the same thing over and over. All who share her perspective should draw comfort from the fact that my days at the SEC are numbered; my term ended in June, but don’t put your party hats on just yet—the statute allows me to serve until I am removed, my replacement is confirmed, or the start of the next session of Congress, whichever comes first.[i] A lot of people have asked me what is next. I could leave the government and do a 180 on crypto, but that career path is too well-trodden for me. My plan long had been to transition to beekeeping—honey is delicious and nutritious, and bees sting with less glee than most of my Twitter commenters. Casting doubt on the practicality of that vocation, however, was my encounter with my parents’ actual beehive. Dressed in a white suit, gloves, and beekeeper’s veil, I attempted to lift a screen out of the hive as my family looked on. My normally kind father could barely contain his incredulity at my ineptitude; my mother was incensed that I was killing her “precious bees”; and my brother, unprotected by a beekeeper’s suit, pushed me aside to finish the job with an enviable nonchalance. A natural beekeeper I am not. After considerable thought and with a little nudge from Coin Center, I have found an alternative profession. With no effort at all, I can be an exchange! The uniform is much more casual for this profession—no suit, gloves, or netted head covering. All I need to do is wear this T-shirt. The way the old SEC was trying to contort the law, merely wearing this T-shirt, which reprints code included in a Coin Center comment letter would have been enough to require me to register as an exchange.[ii] This code enables people to swap tokens (including tokens that are securities—and all of them were treated as securities back then) and so my T-shirt would have been covered by an SEC proposal to amend the definition of “exchange” to bring into scope communication protocols.[iii] The SEC has moved on from such legal contortions, happy news for all except those with an inordinate affection for intermediaries and for me, who will now never be able to achieve exchange status solely through questionable sartorial choices. For post-SEC life, therefore, I must turn to Plan C, or more precisely, Plan NFT. Several years ago, the SEC managed to squelch NFTs with some strategic guidance in the form, of course, of an enforcement action: Digital cats, at least stoned ones,[iv] and other NFTs were securities.[v] A more sober view of the securities laws now prevails. Chairman Atkins recently has acknowledged, most digital assets are not securities.[vi] Artists, musicians, and other creators seem to be tiptoeing back into NFTs. I am no artist or musician, but I have a lot of material with which to work up an NFT collection—this one is not cats but, as the saying goes, is for the dogs, which is why this collection will be called The Dog’s Breakfast. My NFT collection is going to be a set of characters that I have encountered in the world of crypto, especially at its current, often uncomfortable intersection with policy. I have to start by looking in the mirror. The first NFT is CryptoMom herself. This middle-aged, bespectacled techno-incompetent wears an unglamorous suit and a slightly befuddled expression as she encounters concepts that challenge her no longer malleable, nearly boomer brain. She’s not shaking the hand of someone who wants her to endorse his crypto project. She is relying heavily on a brilliant Crypto Task Force that more than compensates for her many limitations. People call her “candid,” which really means her views—minds, mouths, markets, and money should be free of government control—strike people as out-of-step with CryptoMom’s pedestrian persona. Next comes T-Squared: Terrified TradFi. He too wears a suit, but a more expensive one, a fancy watch, and, unlike CryptoMom, is perfectly coiffed and never disheveled. T-Squared is hitting the send button on his latest missive to the SEC. If you squint, you can make out the words: “Ignore what I said in all my previous comment letters. All the existing securities rules are working great! Do not change them for those upstart crypto firms.” A thought bubble coming off T-Squared’s head proclaims, “Don’t change the rules now, but do change them once my firm launches a competing product or service.” Check back in six months; T-Squared will be working in crypto. My third NFT is HyperTyper. He is wearing a backwards baseball cap that has an SEC seal with a slash through it. The rocket emoji that graces his social media profiles reminds him that “Number always goes up!” An energy drink and nicotine pouch are close at hand as he hunkers in front of a basement computer posting, trading, posting, trading. One X post insists crypto assets are not securities, so the SEC should stay away. The second post—which comes after his bags have been emptied by a scammer—screams: “Why isn’t the SEC doing anything about the people manipulating crypto assets?” HyperTyper’s twin is Maxi. Maxi’s fingers form the shape of a heart. He loves [insert name of his favorite crypto asset] and hates the rest. Behind him is a poster that extols the importance of freedom from paternalistic government overreach. But the hoodie he’s wearing bears the slogan: “Outlaw all crypto assets except [insert name of his favorite crypto asset].” Some fresh air, in-person interactions, sunshine, and a copy of Hayek’s Road to Serfdom might be good for both HyperTyper and Maxi. Touch grass, Bro, touch grass! Next up is AuntieAnti. She is wearing lots of buttons, including “Blockchain Won’t Solve This, You Blockhead” imposed over a clenched fist; “What Has Blockchain Ever Done?” with a picture of an Excel spreadsheet; “Keep your Bitcoin off my Grid”; and “Fiat or Bust; Crypto will Bite the Dust!” She has steam coming out of her ears. She is mumbling something about crypto being unregulated while ripping to shreds a draft crypto regulation. She needs a puppy. AuntieAnti is not the only anti. She is joined in the NFT collection by BanMan. He is reading a book called, “Bitcoin is for Bad Guys” and is pulling his hair out as he thinks: “If only crypto didn’t exist, crime would stop. We should ban it.” Little does he know the cash in his pocket was just given to him by a criminal out of the proceeds of her crime, and the check he’s about to drop in the mail will get stolen by a fraudster. AntiAuntie loves talking about Me-Me. Wearing the scanty dress of an influencer, Me-Me steps out of a Lambo in Miami. She holds a designer bag into which she can stuff the money of her memes. She wears a sash that says “Don’t Build Anything Real. Keep Crypto Fun and Vapid!” AntiAuntie loves talking about not only Me-Me from Miami, but RugPull too. A sinister figure, RugPull carries an AI-generated white paper and a moneybag ready to receive the fruits of his post-pump rug pull. He stamps belligerently on an industry-devised framework for disclosing key information about tokens, their allocation, their project teams, their market-making arrangements, their future development plans, and planned token sales.[vii] RugPull hops successfully from one project to another, yet HyperTyper keeps buying. Lost-in-Law is an attorney, who dresses in a hoody and white sneakers and knows all the right crypto lingo. He carries a securities law book, which he has yet to open. A trap door is on the floor behind Lost-in-Law. Unwitting crypto founders lining up to see Lost-in-Law will fall into it after they follow his bad, but expensive advice. To be fair to Lost-in Law, until this year, the only good advice he could have given was to go overseas or shut down. Another character in the NFT menagerie is Dapper DAT. He is dressed in a suit and looks like a Chief Financial Officer. He hums quietly, “A DAT is an ETF in more flexible form, challenging every financing norm. Yield generation is the name of the game. If something goes wrong, someone else is to blame!” A diploma behind him reads “Financial Engineer.” A second certificate reads: “Master of Regulatory Arbitrage.” Imanotta Patient, CEO of a crypto company, is a very antsy NFT. She is jumping up and down outside the SEC. She carries a stack of papers and is yelling loudly into her phone that the securities laws don’t apply to her company. Imanotta’s company did develop some pretty cool technology, but what she really wants to build is the “make securities laws disappear” machine. I hear the House and Senate are looking for common ground on crypto legislation, so maybe Imanotta will find an audience there. Next in my NFT ranks is DINO. From one angle, DINO appears to be composed of many disparate dinosaurs, each with its own wallet addresses, prattling on about decentralization. But a closer look shows him to be just one dinosaur holding all the keys to the multi-sig. MiddleMan likes DINO because DINO gives MiddleMan the confidence to shout “purported” every time he hears the term “decentralization.” MiddleMan’s sweatshirt says, “No transaction is complete or safe for investors without intermediation.” He has a mannequin under his arm, which he stands ready to force into the middle of any peer-to-peer transaction he spots. I might have to send MiddleMan one of my T-shirts to remind him that we don’t need no intermediation.[viii] Greasy Veacey is another member of the NFT crew. She sits at the wheel of a dump truck full of tokens. Her eyes are peeled for a crowd of retail investors on whom she can unload her tokens as soon as her brakes unlock. Greasy Veacey likes to roll right over VCs who are trying to create incentives for good practices by crypto projects. Minty is draped in dollars. She is all-out sprinting to pass a growing field of rivals in the post-GENIUS stablecoin race. She’s looking for ways—legal, lobbying, and logistical—to trip up her rivals. But watch out, Minty, the Bank of England is coming for you![ix] Then there is the Alchemist. He has a chemistry set. He drops illiquid real-world assets into a beaker, and out pops an asset that he can fractionalize and market as highly liquid and appropriate for Mom and Pop. And, he claims—unconvincingly—it’s not even a security! Another of his tricks is taking a security, dropping it into an opaque pool, and marketing ambiguous rights to HyperTyper for DeFi deployment. “Disclosure, schmisclosure . . . the future is onchain!” he says when asked whether he plans to tell investors what exactly they’re getting when they buy what he’s selling. Pontificator is another favorite. “We need clear rules,” he says incessantly. His hollowed-out figure shows nothing of substance exists beyond that single line. He’s the dog that caught the car—he doesn’t know what to do with a favorable policy environment now that he has it. Perhaps, there’s a bit of Pontificator in all of us. I am joking, of course, about becoming an NFT creator. A far less glamorous future awaits especially now that I have both demonstrated my lack of creativity and offended everyone. I am sorry if any of my NFTs hit too close to home. Add the latest offendees to the list of people angry at me for something the Crypto Task Force has done or has not done, and I will have no friends left at all. Maybe I’d better give those bees another try. Let me close with a real apology, a word of thanks, and some motherly advice. As large as my imaginary NFT menagerie is, the number of people earnestly working to get crypto policy right is even greater. I am grateful for their patience, creativity, and generosity in sharing their time, talents, and insight with the Crypto Task Force. I especially appreciate the members of the crypto community who put their noses to the grindstone to serve other people—even when doing so requires them to take career, financial, legal, and reputational risk. Many people who have taken such risks are here at tonight’s dinner. You have built or are building solutions to seemingly intractable problems, you have ignored the noise so that you could think deeply about how to improve people’s lives, and you may have faced government investigations for doing so. I am sorry that over most of my tenure at the SEC I failed to convince my colleagues in government to give you a chance. I hope that you and others whom you have inspired will use this time—a time in which regulatory clarity has replaced ambiguity as government’s objective—to build good things that will enhance the safety, security, happiness, and prosperity of your family, friends, neighbors, and nation. Show the skeptics that technologies that enable us to engage permissionlessly and privately with our peers are worth preserving and celebrating. Building valuable things in this moment when government is not trying to stop you is the best way to ensure the durability of sound crypto policy. Thank you and have a wonderful evening.   [i] 15 U.S.C. § 78d(a) (“Each commissioner shall hold office for a term of five years and until his successor is appointed and has qualified, except that he shall not so continue to serve beyond the expiration of the next session of Congress subsequent to the expiration of said fixed term of office ...”). [ii]Coin Center, Comment Letter on SEC Proposal at 6-7 (Apr. 14, 2022) (“An exchange of tokens can be made by replacing the example data in these fields with data related to the buyer’s and seller’s relevant Ethereum addresses and their intentions to trade particular tokens at particular prices. If the message is filled out properly, signed with the relevant cryptographic keys, and broadcast on the peer-to-peer Ethereum network, it is likely that an exchange will occur between buyer and seller . . . By filing this comment letter publicly, Coin Center has ‘made available’ a ‘communications protocol’ that can effectuate trades in securities.”), https://www.sec.gov/comments/s7-02-22/s70222-20123684-279908.pdf. [iii] Securities and Exchange Commission, Amendments Regarding the Definition of ‘Exchange’ and Alternative Trading Systems (ATSs) That Trade U.S. Treasury and Agency Securities, National Market System (NMS) Stocks, and Other Securities, 87 Fed Reg. page 15496 (Mar. 18, 2022), https://www.federalregister.gov/documents/2022/03/18/2022-01975/amendments-regarding-the-definition-of-exchange-and-alternative-trading-systems-atss-that-trade-us. [iv] Cats that were not stoned seemed to have gotten a pass. See, e.g., Annaliese Milano, Everything Ex-CFTC Chair Gary Gensler Said About Cryptos Being Securities, Coin Desk (Sept. 13, 2021) (quoting Gary Gensler: “But anyway, I tend to agree with the Chairman. I haven’t reviewed all the ICOs. Who could review 1,000 to 2,000? But other than maybe CryptoKitties – which I think CryptoKitties is not a security, I’m not sure it’s an ICO though – I tend to agree with him.”), https://www.coindesk.com/markets/2018/04/24/everything-ex-cftc-chair-gary-gensler-said-about-cryptos-being-securities. [v] Press Release, SEC Charges Creator of Stoner Cats Web Series for Unregistered Offering of NFTs, Securities and Exchange Commission (Sept. 13, 2023), https://www.sec.gov/newsroom/press-releases/2023-178. But see, Commissioner Hester Peirce & Commissioner Mark Uyeda, Collecting Enforcement Actions: Statement on Stoner Cats 2, LLC, Securities and Exchange Commission (Sept. 13, 2023), https://www.sec.gov/newsroom/speeches-statements/peirce-uyeda-statement-stonercats-091323. [vi] Chairman Paul Atkins, American Leadership in the Digital Finance Revolution, Securities and Exchange Commission (July 31, 2025), https://www.sec.gov/newsroom/speeches-statements/atkins-digital-finance-revolution-073125. [vii] See, e.g., Dan Smith, Blockworks Framework, Blockworks (June 18, 2025), https://blockworks.co/news/token-transparency-framework.  [viii] Hat tip to Pink Floyd’s Another Brick in the Wall. See Pink Floyd, “Another Brick in the Wall (Pt. 2),” (“We don’t need no thought control…”), https://www.youtube.com/watch?v=K6PwUG283DU&list=RDK6PwUG283DU&start_radio=1.  [ix] Shalini Nagarajan, Stablecoin Holdings Draws Fire From Crypto Sector, Yahoo! Finance (Sept. 15, 2025), https://finance.yahoo.com/news/bank-england-plan-cap-stablecoin-064322101.html.

During the Annual General Meeting of the Canadian Investment Regulatory Organization (CIRO), 10 Board Directors were re-elected by CIRO members and two new Board Members were elected for the first time after having been appointed in the past year. Rhonda Goldberg was previously elected for a two-year term at the 2024 AGM, while Andrew Kriegler, President and CEO is also a board member. Kevin Kennedy and Helena Gottschling were appointed during Board Meetings earlier in the year. The elected CIRO Board Directors are: Independent (for a two-year term): Kathryn Chisholm Miranda Hubbs Helena Gottschling Louis Marcotte Philip Mayers Jennifer Newman Laura Tamblyn Watts Industry (for a two-year term): Debra Doucette Robert Frances Kevin Kennedy Michelle Khalili Timothy Mills “CIRO’s Board provides strategic and practical guidance on key issues, whether through our regular Board meetings or through Board Committees,” said Miranda Hubbs, Chair of the Board, CIRO. “I am grateful to our Directors for their service and commitment to CIRO’s mission.” CIRO’s Board of Directors represents the organization’s pan-Canadian mandate, with representatives from across the country offering regional and varied industry expertise. The newly elected Board is comprised of ten returning Directors, ensuring continuity as CIRO continues to deliver on its mission. “The Board has provided me and CIRO’s management team with invaluable support, guidance and counsel since our amalgamation,” said Andrew Kriegler, President and CEO, CIRO. “We look forward to continuing to build on the Strategic Plan and to delivery efficiencies to members.” More information about CIRO’s Board of Directors, its mandate and its committees can be found at About CIRO.

A total turnover of 7.684 billion shares worth N494.126 billion in 116,645 deals was traded this week by investors on the floor of the Exchange, in contrast to a total of 2.735 billion shares valued at N85.197 billion that exchanged hands last week in 127,284 deals. Click here for full details.

Since returning to the Commission, I have examined different processes to ensure that the Commission effectively and efficiently carries out its three-part mission to protect investors; facilitate capital formation; and maintain fair, orderly, and efficient markets. One area I consider ripe for change is the way the Commission evaluates settlement offers in Commission enforcement actions that are accompanied by contemporaneous requests for Commission waivers from automatic disqualifications and other collateral consequences that result from the underlying Commission enforcement action.[1]  In consultation with the Divisions of Enforcement, Corporation Finance, and Investment Management, I believe that it is appropriate to restore the Commission’s prior practice of permitting a settling entity to request that the Commission simultaneously consider an offer of settlement that addresses both an underlying Commission enforcement action and any related waiver request. This salutary practice promotes fairness and economy of Commission resources but unfortunately was changed by the prior Administration.[2] An offer of settlement in a Commission enforcement action that includes a contemporaneous waiver request will be presented to the Commission by the staff for simultaneous consideration.[3] This approach will enable the Commission to consider both the proposed settlement and waiver request together, within the context of the relevant facts, conduct, and consequences, and with the benefit of the analysis and advice of the relevant Commission Divisions, to assess whether the proposed resolution of the matter in its entirety achieves the Commission’s three-part mission more generally. This approach will enhance efficiency and certainty in the settlement process and avoid a siloed internal consideration of the matter, which are critical factors in reaching comprehensive settlements that are in the best interests of investors. A return to simultaneous Commission consideration of settlement offers and related waiver requests does not, of course, subject the Commission to any obligation to accept a settlement offer. The Commission may determine not to accept a simultaneous offer of settlement and waiver request for numerous reasons, including because it wishes to consider the settlement and waiver requests independently.  Nor is this process meant to foreclose a settling entity from assessing its options where the Commission simultaneously considers a settlement offer and waiver request and accepts the settlement offer, but declines to approve the waiver request. Where this occurs, my expectation is that the staff will promptly notify the prospective defendant or respondent, who then must promptly notify the staff (typically within a matter of five business days) of its agreement to move forward with that portion of the settlement offer accepted by the Commission. If the prospective defendant or respondent does not promptly notify the staff of its agreement to move forward with the portion of the settlement offer that was accepted or otherwise withdraws its offer of settlement, the negotiated settlement terms that would have resolved the underlying enforcement action may no longer be available, and a litigated proceeding may follow. I firmly believe that reinstating this practice will benefit investors, the capital markets, and the Commission’s processes more broadly.    [1] Such disqualifications and consequences include: loss of well-known seasoned issuer (WKSI) status for the purposes of securities offerings; loss of statutory safe harbors under the Securities Act of 1933 (Securities Act) and the Securities Exchange Act of 1934 (Exchange Act) for forward-looking statements, which were added by the Private Securities Litigation Reform Act of 1995 (PSLRA); loss of private offering exemptions provided by Regulations A, D, and Crowdfunding under the Securities Act; loss of the exemption from registration under the Securities Act for securities issued by certain small business investment companies and business development companies provided by Regulation E; inability to act or serve in certain capacities pursuant to Section 9(a) of the Investment Company Act; and the prohibition on a registered investment adviser from receiving cash fees for solicitation under Rule 206(4)-3 of the Investment Advisers Act of 1940 (Advisers Act). [2] In July 2019, Chairman Jay Clayton announced a process by which the Commission would consider settlement offers that simultaneously addressed enforcement actions and related waiver requests. See Chairman Jay Clayton, Statement Regarding Offers of Settlement (July 3, 2019), available at https://www.sec.gov/newsroom/speeches-statements/clayton-statement-regarding-offers-settlement. In February 2021, Acting Chair Lee announced her intent to implement a different process. See Acting Chair Allison Herren Lee, Statement of Acting Chair Allison Herren Lee on Contingent Settlement Offers (Feb. 11, 2021), available at https://www.sec.gov/newsroom/speeches-statements/lee-statement-contingent-settlement-offers-021121. [3] I expect that the analysis performed by the policy Divisions regarding the appropriateness of a waiver of an automatic disqualification will continue to be rigorous and fair, and, in the context of determining whether the applicant has met the applicable standard for the waiver, will continue to seek what is best for the protection of investors, the markets, and the public, as well as the promotion of market integrity. For a more detailed discussion of the staff’s process in considering enforcement actions and waiver requests, see Brief for Harvey L. Pitt amicus curiae at 9-15, U.S. Sec. & Exch. Comm’n v. Citigroup Global Markets, Inc., 752 F.3d 285 (2d Cir. 2014); Chair Mary Jo White, Understanding Disqualifications, Exemptions and Waivers Under the Federal Securities Laws (Mar. 12, 2015), available at https://www.sec.gov/newsroom/speeches-statements/031215-spch-cmjw.

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LSEG announces it has purchased the following number of its ordinary shares of 679/86 pence each from Goldman Sachs International ("GSI") on the London Stock Exchange as part of its share buyback programme, as announced on 04 August 2025. Date of purchase: 25 September 2025     Aggregate number of ordinary shares purchased: 117,000     Lowest price paid per share: 81.8600     Highest price paid per share: 82.6200     Average price paid per share: 82.2966   LSEG intends to hold the purchased shares in treasury. Following the above transaction, LSEG holds 21,059,000 of its ordinary shares of 679/86 pence each in treasury and has 522,540,966 ordinary shares of 679/86 pence each in issue (excluding treasury shares). Therefore, the total voting rights in the Company will be 522,540,966. This figure for the total number of voting rights may be used by shareholders (and others with notification obligations) as the denominator for the calculation by which they will determine if they are required to notify their interest in, or a change to their interest in, the Company under the FCA's Disclosure Guidance and Transparency Rules. In accordance with Article 5(1)(b) of Regulation (EU) No 596/2014 (the Market Abuse Regulation) (as such legislation forms part of retained EU law as defined in the European Union (Withdrawal) Act 2018, as implemented, retained, amended, extended, re-enacted or otherwise given effect in the United Kingdom from 1 January 2021 and as amended or supplemented in the United Kingdom thereafter), a full breakdown of the individual purchases by GSI on behalf of the Company as part of the buyback programme is included below. This announcement does not constitute, or form part of, an offer or any solicitation of an offer for securities in any jurisdiction. Schedule of Purchases   Shares purchased: 117,000 (ISIN: GB00B0SWJX34)   Date of purchases: 25 September 2025   Investment firm: GSI   Aggregated information:     Venue Volume-weighted average price Aggregated volume Lowest price per share Highest price per share London Stock Exchange 82.2966 117,000 81.8600 82.6200 Turquoise               Detailed information:     Transaction Date Time (Time Zone) Volume Price (GBP) Trading Venue Transaction ID 2025-09-25 08:56:25 BST 133 82.4600 XLON 1301959818618967 2025-09-25 08:56:31 BST 133 82.4200 XLON 1301959818618977 2025-09-25 08:57:21 BST 130 82.3800 XLON 1301959818619040 2025-09-25 09:01:32 BST 87 82.3600 XLON 1301959818619266 2025-09-25 09:01:45 BST 128 82.3200 XLON 1301959818619294 2025-09-25 09:03:43 BST 131 82.2600 XLON 1301959818619443 2025-09-25 09:05:10 BST 51 82.2200 XLON 1301959818619519 2025-09-25 09:05:10 BST 27 82.2200 XLON 1301959818619520 2025-09-25 09:05:10 BST 56 82.2200 XLON 1301959818619521 2025-09-25 09:10:00 BST 22 82.2600 XLON 1301959818619812 2025-09-25 09:10:00 BST 109 82.2600 XLON 1301959818619813 2025-09-25 09:12:25 BST 129 82.2200 XLON 1301959818620054 2025-09-25 09:13:16 BST 127 82.2400 XLON 1301959818620127 2025-09-25 09:13:29 BST 129 82.2200 XLON 1301959818620190 2025-09-25 09:16:22 BST 74 82.1800 XLON 1301959818620411 2025-09-25 09:16:22 BST 12 82.1800 XLON 1301959818620412 2025-09-25 09:16:31 BST 67 82.1200 XLON 1301959818620419 2025-09-25 09:16:31 BST 61 82.1200 XLON 1301959818620420 2025-09-25 09:18:05 BST 99 82.0800 XLON 1301959818620608 2025-09-25 09:18:05 BST 33 82.0800 XLON 1301959818620609 2025-09-25 09:18:10 BST 59 82.0600 XLON 1301959818620629 2025-09-25 09:18:10 BST 47 82.0600 XLON 1301959818620630 2025-09-25 09:18:11 BST 23 82.0600 XLON 1301959818620631 2025-09-25 09:19:30 BST 15 82.1000 XLON 1301959818620786 2025-09-25 09:19:30 BST 47 82.1000 XLON 1301959818620787 2025-09-25 09:20:14 BST 3 82.1000 XLON 1301959818620887 2025-09-25 09:20:14 BST 47 82.1000 XLON 1301959818620888 2025-09-25 09:20:54 BST 90 82.1400 XLON 1301959818620937 2025-09-25 09:20:54 BST 43 82.1400 XLON 1301959818620938 2025-09-25 09:20:54 BST 17 82.1400 XLON 1301959818620939 2025-09-25 09:22:28 BST 17 82.1800 XLON 1301959818621087 2025-09-25 09:22:28 BST 33 82.1800 XLON 1301959818621088 2025-09-25 09:22:45 BST 17 82.1800 XLON 1301959818621092 2025-09-25 09:22:45 BST 33 82.1800 XLON 1301959818621093 2025-09-25 09:22:50 BST 17 82.1800 XLON 1301959818621098 2025-09-25 09:22:50 BST 1 82.1800 XLON 1301959818621099 2025-09-25 09:22:51 BST 1 82.1800 XLON 1301959818621100 2025-09-25 09:23:03 BST 17 82.1800 XLON 1301959818621114 2025-09-25 09:23:08 BST 17 82.1800 XLON 1301959818621115 2025-09-25 09:23:10 BST 18 82.1800 XLON 1301959818621121 2025-09-25 09:23:16 BST 18 82.1800 XLON 1301959818621123 2025-09-25 09:23:32 BST 18 82.1800 XLON 1301959818621149 2025-09-25 09:23:36 BST 1 82.1800 XLON 1301959818621150 2025-09-25 09:23:51 BST 18 82.1800 XLON 1301959818621153 2025-09-25 09:24:21 BST 1 82.1800 XLON 1301959818621186 2025-09-25 09:24:21 BST 59 82.1800 XLON 1301959818621187 2025-09-25 09:24:44 BST 133 82.1600 XLON 1301959818621241 2025-09-25 09:24:45 BST 90 82.1400 XLON 1301959818621244 2025-09-25 09:24:45 BST 27 82.1400 XLON 1301959818621245 2025-09-25 09:24:45 BST 27 82.1600 XLON 1301959818621246 2025-09-25 09:24:45 BST 27 82.1600 XLON 1301959818621247 2025-09-25 09:24:45 BST 59 82.1600 XLON 1301959818621248 2025-09-25 09:24:45 BST 18 82.1600 XLON 1301959818621249 2025-09-25 09:24:45 BST 78 82.1600 XLON 1301959818621250 2025-09-25 09:24:45 BST 127 82.1200 XLON 1301959818621251 2025-09-25 09:24:45 BST 18 82.1000 XLON 1301959818621256 2025-09-25 09:24:45 BST 10 82.1000 XLON 1301959818621257 2025-09-25 09:24:45 BST 6 82.1000 XLON 1301959818621258 2025-09-25 09:24:45 BST 6 82.1000 XLON 1301959818621259 2025-09-25 09:24:45 BST 70 82.1200 XLON 1301959818621260 2025-09-25 09:24:45 BST 6 82.1200 XLON 1301959818621261 2025-09-25 09:24:45 BST 6 82.1200 XLON 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Nasdaq (Nasdaq: NDAQ) announces that trading in the shares of NOBA Bank Group AB (ticker: NOBA) will commence today on the Nasdaq Stockholm Main Market. NOBA is a large cap company within the Financial sector. NOBA is the 28th company to be admitted to trading on Nasdaq’s Nordic and Baltic markets* in 2025. NOBA is the leading specialist bank in the Nordic region and one of the leading specialist banks in Europe operating under three brands: Nordax Bank, Bank Norwegian and Svensk Hypotekspension. NOBA offers retail customers private loans, credit cards, specialist mortgages, equity release mortgages and deposits. NOBA has broad offerings in four Nordic countries, credit cards in Germany, as well as deposit products in Germany, Spain, the Netherlands and Ireland. "Today marks an exciting milestone for NOBA — a strong testament to the dedication, skill, and hard work of our entire team. As we take this important step, we celebrate the strength of our business and the significant progress achieved so far. We remain firmly committed to our long-term strategy — driving sustainable growth through efficiency, creating lasting shareholder value, and continuing to expand our offering. And our focus remains unchanged: disciplined underwriting, specialized customer solutions, and enabling financial health for more people," says Jacob Lundblad, CEO of NOBA. "We are delighted to welcome NOBA to the Nasdaq Stockholm Main Market following the successful completion of their IPO. NOBA’s listing further strengthens Nasdaq Stockholm’s dynamic banking sector, and we look forward to supporting their continued growth and increasing their visibility on our Main Market," says Adam Kostyál, Head of European Listings at Nasdaq and President of Nasdaq Stockholm.*Main markets and Nasdaq First North at Nasdaq Copenhagen, Nasdaq Helsinki, Nasdaq Iceland and Nasdaq Stockholm as well as Nasdaq Baltic.