Cooperation with international organisations has a central role in BSE’s strategy. After Hungary’s EU accession on 1st May 2004 BSE became full member of Federation of European Securities Exchanges (FESE) among the other new EU member states. Although BSE had actively participated in the  FESE subcommittees from June 1999, from this time forth BSE is on the point of creating a closer cooperation with EU exchanges. The good relationship with the executives of the member stock exchanges provides an opportunity for the BSE to learn the views of other leading securities markets regarding current development issues, and to gain international experience, which can also be used to ensure that the domestic market will proceed in conformity with EU standards. 

In October 2001, BSE was promoted to full membership in the World Federation of Exchanges (WFE) from the status of associate member. Within the Federation, the BSE has opportunities to become acquainted with stock exchanges representing similar development levels, but located in other regions, and to establish professional contacts. 

BSE is a member of the Financial Information Services Division / Information Industry Association (FISD / IIA). The main guidelines of this organisation provided assistance in the formation of the new data service provision contract of the BSE. 

In November 2005, BSE – after the merge with the BCE – obtained full membership in the Association of Futures Markets (AFM). The founder members were among the others the BCE and KELER in 1997.