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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
20/06/2017 WP12017 ESMA working paper on collateral scarcity premia in Euro area repo markets Risk Analysis & Economics - Markets Infrastructure Investors Reference PDF
1.01 MB
20/07/2022 SSR sanctions Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR) Short Selling Reference PDF
372.65 KB
01/12/2016 RD 2016/04 ESMA Risk Dashboard No. 4 2016 Risk Analysis & Economics - Markets Infrastructure Investors Reference PDF
848.82 KB
03/11/2021 Organisation Chart ESMA Organigramme Corporate Information Reference PDF
1.15 MB

This organigramme represents the current structure of ESMA. 
04/08/2022 Net short thresholds Net short position notification thresholds for sovereign issuers Short Selling Reference XLSX
26.41 KB

According to Article 7(2) of the Short Selling Regulation, ESMA has to publish a list of the thresholds applicable to the sovereign issuers for the purpose of the notification to competent authorities of significant net short position in sovereign debt.

The way these notification thresholds are defined is further specified in the Commission Delegated Regulation No 918/2012 (the “DR”). The DR specifies that initial threshold categories shall be:
1.0.1% applicable where the total amount of outstanding issued sovereign debt is between 0 and 500 billion euros;
2.0.5% applicable where the total amount of outstanding issued sovereign debt is above 500 billion euros or where there is a liquid futures market for the particular sovereign debt.

The additional incremental levels shall be set at 50% of the initial thresholds. The reporting thresholds shall be monetary amounts fixed by applying the percentage thresholds to the outstanding sovereign debt of the sovereign issuer. They will be revised and updated quarterly to reflect changes in the total amount of outstanding sovereign debt of each sovereign issuer.

In addition, the DR states that the amount of outstanding debt should be calculated using a duration adjusted approach. ESMA has published a Q&A document on how to proceed for the duration adjustment.

The table of thresholds contains the name of the sovereign issuer, the amount of outstanding debt duration adjusted, the initial threshold amount and the relevant percentage, the incremental threshold amount and the relevant percentage.

Please note that the figures of the amount of outstanding debt are duration adjusted (not nominal amounts) and are approximations provided by competent authorities.
19/07/2012 MOU SFC ESMA MOU on the supervision of CRAs- ESMA and SFC Hong Kong Credit Rating Agencies, International cooperation Reference PDF
497.63 KB
19/07/2012 MOU SEC ESMA MOU on the supervision of CRAs- ESMA and SEC Credit Rating Agencies, International cooperation Reference PDF
306.87 KB
30/06/2016 MOU FSB ESMA MoU on the supervision of CRAs- ESMA and FSB South Africa Credit Rating Agencies, International cooperation Reference PDF
504.28 KB
18/02/2013 MOU ESMA/DFSA MOU on the supervision of CRAs- ESMA and Dubai FSA Credit Rating Agencies, International cooperation Reference PDF
181.09 KB
19/07/2012 MOU CNV ESMA MOU on the supervision of CRAs- ESMA and CNV Argentina Credit Rating Agencies, International cooperation Reference PDF
169.13 KB
19/07/2012 MOU Canada ESMA MOU on the supervision of CRAs- ESMA and Canadian authorities Credit Rating Agencies, International cooperation Reference PDF
139.68 KB
08/07/2022 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Short Selling Reference XLSX
41.05 KB
08/07/2022 Market makers - pdf Market makers and authorised primary dealers who are using the exemption under the SSR- PDF Short Selling Reference PDF
443.4 KB
04/01/2022 JC 2021 57 Mandate of the Joint Committee of the European Supervisory Authorities’ Sub- Committee on Cross Sectoral Developments, Risks and Vulnerabilities (Risk Sub-Committee) Joint Committee, Risk Analysis & Economics - Markets Infrastructure Investors Reference PDF
89.31 KB
04/01/2021 EU-UKFCA MoU EU-UK FCA MoU on consultation, cooperation and exchange of information Brexit, International cooperation Reference PDF
219.12 KB
20/01/2016 EU Agencies 2015 EU Agencies- working for you Corporate Information Reference PDF
2.8 MB

This brochure provides an overview of the breadth and depth of work carried out by the various specialist EU agencies. It clearly underlines their combined added-value, and how they are working to help make Europe more competitive and a better place to live and work.

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15/12/2010 EU 1095/2010 Regulation establishing ESMA Corporate Information Reference PDF
708.89 KB

Amended by Directive 2011/61/EU of the European Parliament and of the Council of 8 June 2011Directive 2014/51/EU of the European Parliament and of the Council of 16 April 2014
15/12/2010 EU 1092/2010 Regulation establishing the ESRB Corporate Information Reference PDF
944.87 KB
22/03/2019 esma_50-158-1567 Presentation on short-termism Risk Analysis & Economics - Markets Infrastructure Investors Reference PDF
152.78 KB
09/03/2022 ESMA90-1-163 Multilateral Memorandum of Understanding on Cooperation for Information Sharing Regarding Participants in a Clearing or Settlement System Brexit, International cooperation Reference PDF
630.61 KB

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