Fixed Income & Data Services Catalog

The LBMA Silver Price is the global benchmark price for unallocated silver delivered in London, administered by ICE Benchmark Administration® Limited (IBA).

The ICE Bail-In solution helps clients in identifying and monitoring the securities subject to Bail-in and its application hierarchy (also known as “pecking order”) according to BRRD directive (2014/59/EU).

The ICE service enables access to European MIFID Template (or EMT) -sourced data - such as general financial information, target market information and actual and forecasted costs and charges - which is standardized and normalized by ICE, for securities where the EMT document is applicable.

To comply with fair value disclosure requirements under various accounting standards globally, including IFRS 13, FASB ASC-820, and SEC Rule 2a-5, ICE offers a Fair Value Leveling Service. This service categorizes fair value measurements into levels based on the inputs used, aiding entities in testing and validating their fair value methodologies.

To support banks adopting the Internal Model Approach (IMA) under the Basel Committee on Banking Supervision's FRTB standards, ICE provides Real Price Observations reports. These reports assist in passing the Risk Factor Eligibility Test (RFET) and support Expected Shortfall regression models. Additionally, ICE offers analytics for the Standard Approach (SA) calculations.

Tailored to Hong Kong's Securities and Futures Commission (SFC) guidelines, this service assists online distribution and advisory platforms in determining whether a product is complex or non-complex. It leverages ICE's extensive reference data, encompassing over 35 million financial instruments across more than 210 markets.

The ISDA Standard Initial Margin Model (ISDA SIMMTM) is a common methodology for calculating initial margin (IM) for non-centrally cleared derivatives. The method aggregates and weights trade sensitivities on risk buckets. ICE provides an IM pre and post trade calculation serviced on the ISDA SIMM methodology including risk sensitivity calculations delivered in standard CRIF file format. The IM module covers a wide range of derivatives instruments and includes a static and dynamic back test.

The ICE Liquidity IndicatorsTM service can help users comply with some of the latest liquidity-related regulatory requirements, including those from the US SEC, ESMA, Hong Kong SFC, Singapore MAS, Japan FSA, etc. and provides an independent, near-term view of relative liquidity which we define as “the ability to exit a position at or near the current value.”

Canada’s Office of the Superintendent of Financial Institutions (OSFI) introduced new climate risk management guidance (Rule B-15) that impacts over 300+ financial institutions (i.e. banks & insurance co.) reporting in Canada. The rule requires firms to prepare holistic climate risk management reports encompassing both transition and physical risk assessments and mitigation strategies, but also prescriptive Risk Return Disclosure templates to be populated to inform OSFI how climate risks are being managed in practice.

ICE offers solutions to help persons advising on or selling a PRIIP identify products considered a “packaged retail and insurance-based investment product” and needing to provide product disclosures to retail clients.

The ICE solution provides identification and monitoring of sanctioned companies (and their affiliates), and links entities with their issued securities.

ICE’s Form 13F data service provides information, including issuer description, latest Evaluated or exchange price and identifiers, for the securities included in the official list of Section 13(f) securities published by the SEC. The information can assist institutional investment managers in making their related Form 13F quarterly report.