The ECMI was established as an independent non-profit organisation in 1993, in a collaborative effort by the European Federation of Financial Analysts Societies (EFFAS), the Federation of European Securities Exchanges (FESE) and the International Capital Market Association (ICMA). Since 2005, the ECMI has been managed and staffed by the Centre for European Policy Studies (CEPS), a highly reputed, independent think tank in Brussels.

Hans Buysse a Member of the EFFAS Executive Committee is the EFFAS representative on the board of the ECMI. He helps the EMCI in its quest to conduct in-depth research aimed at informing the debate and policy-making process on a broad range of issues related to capital markets. Through its various activities, the ECMI facilitates interaction among market participants, policymakers and academics.