Industry Updates

Digitised Trading and Settlement:

Exchange 4.0

What is an Exchange?

It is conceptually possible for a market to consist of investors only. The investors would buy and sell from and to each other when the need arises to adjust their investment portfolios. However, today, the markets would not be as liquid and efficient if the trading processes were not facilitated by professional firms that make it their business to organise the formal listing of securities and derivatives contracts, and to provide venues that permit the trading, clearing, and settlement of the listed securities and derivative contracts in an orderly fashion.

Traditionally a preserve of monopolies of national exchanges, since the early 2000s, developing Web 2 technology has permitted new types of trading venues to emerge that offer system-based multilateral trading facilities. The term “multilateral” refers to the fact that the operators of the trading venue facilitate simultaneous access by many market participants, allowing them to compete for transactions. The offering of such alternative trading systems is an activity that typically brings the operator within the regulatory perimeter as a “multilateral trading facility” or as an “organised trading facility”.

Once a trade is executed via a trading venue, on the designated settlement date, the obligations arising under the transaction will need to be settled through payment and securities settlement systems, which involves operations carried out via central bank clearing systems, a national central securities depository (CSD), or an international CSD of choice, such as eg, Euroclear or Clearstream. Accordingly, transactions made via a trading venue, be that a traditional exchange or an alternative trading system, cannot be settled without the assistance of a firm that has access to the relevant payment and securities settlement systems. Appointing a specialist custodian, therefore, is a practical necessity.

There are several risks involved with settlement. The main legal risk is known as “finality risk”, that is, the risk that the settlement is not final because it could be the subject of an adverse claim made eg, by a liquidator or a beneficiary of a constructive trust. Finality risk is reduced through specialist legislation, such as the legislation that was introduced as part of the implementation of the EU’s Settlement Finality Directive. The main commercial risk relating to the settlement of a purchase transaction is typically referred to as “principal risk”. It is the risk that one party settles its obligation, but the other party does not. Principal risk is managed operationally through a process generally described as “delivery versus payment” (DVP), which means that parties to the settlement seek to synchronize the settlement instructions. The post-trade infrastructure will permit custodians, brokers, and dealers to access web-based “settlement engines” offered by operators of payment and settlement systems so that it is possible to verify whether matching settlement instructions have been given. However, that does not necessarily mean that the funds transfer and the bookentry securities transfer are synchronized de facto. The funds transfers may occur on a net basis in batches, while the book-entry securities transfer may occur on a settlement-by-settlement basis.

What is Exchange 4.0?

Exchange 4.0 refers to the role of exchanges in the so-called fourth industrial revolution, a phrase coined by Professor Klaus Schwab, Founder and Executive Chairman of the World Economic Forum, to describe “new technologies that are fusing the physical, digital and biological worlds, impacting all disciplines, economies and industries”.

According to Professor Schwab, the fourth industrial revolution has “the potential to connect billions more people to digital networks, dramatically improve the efficiency of organizations and even manage assets in ways that can help regenerate the natural environment”. These themes of connectivity, efficiency and new methodologies for asset management share many characteristics and aims of markets in digital assets.

Therefore, Exchange 4.0 addresses current questions about how distributed ledger technology (DLT) can change the market infrastructure, clearing, settlement and custody systems, that underpin trading venues, and therefore, can change the marketplace for financial assets.

Its implementation is based on the blockchain technology, and the open-source philosophy developed in the crypto and decentralised finance worlds.

A key feature is interoperability. Although the traditional exchanges have sought to build links between their trading venues, the book-entry securities settlement systems in particular for equity securities, due to the intransigent nature of the issuers’ domestic property and company laws, are still very much a national affair. Accordingly, trading, clearing and settlement on the traditional trading venues continues to be conducted in a mostly closed environment. If exchanges, custodians, and other service providers could work together free of domestic legal barriers across asset classes, venues, and jurisdictions, investors would benefit from network effects. This model works on decentralized exchanges built on Web 3 technology, which are not hindered by the traditional silo barriers. Automated market makers (AMMs) eliminate conventional order books as well as the need for central clearing, central counterparty, and CSD structures. Instead of discovering prices for an asset to trade at via matching engines or market maker quotes, AMMs are smart contracts – computer scripts that are deployed on the blockchain using DLT – that create liquidity pools, and these pools execute and settle trades in digitised cryptographic assets held in and controlled by the smart contract based on predetermined algorithms, automatically, instantaneously, and verifiably. Trading and settlement occur simultaneously and settlement, transfer of the cryptographic asset, does not rely on a trusted intermediary, nor necessarily on the application of domestic property laws.

Benefits of Exchange 4.0

These are expected to be a combination of those benefits already identified as a result of digital transformation and decentralisation, together with specific benefits from a distributed exchange model. The list includes:

A. The general benefits of moving the issuing of securities from an analogue to a digital form, permitting digitised trading and settlement:

  • Time savings: because transactions can be executed and settled instantaneously.
  • Cost savings: because digital assets, transactions, and records improve operational efficiency which leads to higher margins.

B. Benefits in compliance and risk management:

  • Reduction in opportunity risk: because of transparency of the market and improved ability to time execution of a trade.
  • Reduction in principal risk: because the AMM will settle from the pool, instantaneously, verifiably, immutably.
  • Reduction in execution risk: because of a reduction in the number of steps in the process, improvements in the transparency, and the immediacy.

C. Benefits in the ability of exchanges and customers to be “future ready” (ie use natural language processing to access information, and therefore artificial intelligence applications to handle the information and therefore smart contracts to run operations in relation to the information) because:

  • At the input level transaction information is created as formatted, structured data.
  • At the output level transaction information is generated in machine readable formats.

D. Benefits from use of blockchain and DLT:

  • Connectivity and interoperability: Tokenised assets do not require a separate CSD and are domestic property and company law agnostic. Assets that are tokenised are released from their domestic silos and distributed exchanges can be linked and inter-operate to bring customers of multiple venues together to trade and facilitate cross-border settlement at scale. Web 3 technology can clear the barriers to cross-border settlement identified in the 2001 – – – – Giovannini Report on cross-border clearing and settlement arrangements in the European Union and Exchange 4.0 can create a single market.
  • Liquidity: Private and small cap issuer markets suffer from a lack of liquidity because of information problems (inconsistency of format, distribution and accessibility) and localisation problems (where customers are limited to those in the city or region of the exchange).
  • Scalability and market efficiency: Improving liquidity inevitably improves scalability, which in turn improves pricing quality and therefore, efficiency of the markets. By lowering barriers between exchanges, improved market participation can develop including new demand and supply through multiple venues and a broader spectrum of tradeable asset classes.
  • Transparency: Improvements in transparency and cost savings in auditing because transaction content is viewable on-chain (chain address IDs only with permission) in real time and with assurance that an immutable database does not require external validation to determine its accuracy, thereby enabling a more stable trading environment.
  • Instantaneous settlement reduces risk and improves liquidity: Simultaneous trading and settlement can further enhance liquidity, efficiency in asset management and trust.

E. Benefits of working with digital assets:

  • Tokenisation is the essence of these benefits since it acts as a simple way to create, trade, and store assets, avoiding the limitation of localised CSD barriers, and therefore in practice permits:
    • more trading venues and counterparties to be available to customers.
    • more assets and types of assets to be supported for trading by customers.
    • bespoke functionality so that customers with particular compliance or counterparty requirements can be matched with parties and products that are in their scope.
    • access to additional products such as insurance coverage for assets traded by customers.
    • access to additional markets that were previously on non-traditional exchanges such as decentralised finance exchanges for customers that want to enter these new markets.

In addition, the opportunity for exchanges is considered to be broader than simply trading operations because “digital transformation” can put them in a position to gain benefits of network effects. A recent Deloitte report said:

“The exchange of the future will be characterised by new revenue streams, streamlined operations, and symbiotic network of ecosystem partners made possible by emerging digital shifts.”

For those that know about them, metaverse developments are a good analogy here in the sense that they support portability of digital assets combined with the functional and the legal ownership of digital assets. It seems unlikely that a generation of customers that become used to the benefits of the metaverse would accept these not being available in their financial life when this ceases to be readily distinguishable from the rest of their online lives.

Legal Issues with Exchange 4.0

Just as exchanges are siloed, so the regulatory rules relating to exchanges are siloed. Ultimately, the logic of Exchange 4.0 requires harmonisation of these regulatory rules. Meanwhile, interoperability relies on knowledge of and compliance with a cascade or regulation for each venue. For example:

  • Regulation: UK MiFIR (the UK version of the Markets in Financial Instruments Regulation (600/2014)) provides the framework for exchanges and markets in the UK, along with the rules that originally implemented the MiFID II Directive (2014/65/EU).
  • Rules of exchanges: Each exchange has a rulebook dealing with membership, trading, settlement and clearing among other things. In the case of the London Stock Exchange Group this is the Rules of the London Stock Exchange.
  • Forms and agreements: Each exchange publishes its own documents the form of which must be used to admit and trade securities on that exchange.
  • Companies law: The Companies Act 2006 (CA 2006) refers to transactions on recognised investment exchanges (s 194), a term that does not include overseas or decentralised exchanges.
  • Administrative provisions: Digital assets are not yet fully supported by the background of rules applicable to trading in the UK, for example because English companies that record ownership of their shares on a digital register must maintain a physical copy in order to comply with CA 2006.
  • Centralisation: To manage systemic risk in markets certain rules force centralisation in trading, for example EU EMIR (the Regulation on OTC derivatives, central counterparties and trade repositories) (648/2012) requires certain classes of over-the-counter derivatives contracts to be cleared through a central counterparty.

National Legal Barriers Must Be Cleared

Web 3 technology can clear the barriers to cross-border settlement identified in the 2001 Giovannini Report on cross-border clearing and settlement arrangements in the European Union and Exchange 4.0 technology can create a single market. However, national property and company laws serve as a barrier to the efficiency and risk reduction improvements that are to be had from tokenising assets. For instance, where national law requires that a publicly traded company deposits the issued equity instruments in a national CSD, many of the benefits of tokenisation are negated. National legislators will need to support the adoption of the new technology by adjusting legal requirements that once served investor protection and settlement efficiencies but are now an obstacle to advancement.