REFINE YOUR SEARCH
Type of document
|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|04/01/2021||SSR sanctions||Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR)||Short Selling||Reference||PDF
|04/08/2021||Net short thresholds||Net short position notification thresholds for sovereign issuers||Short Selling||Reference||XLSX
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:
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
|19/07/2012||MOU SEC ESMA||MOU on the supervision of CRAs- ESMA and SEC||Credit Rating Agencies, International cooperation||Reference||PDF
|30/06/2016||MOU FSB ESMA||MoU on the supervision of CRAs- ESMA and FSB South Africa||Credit Rating Agencies, International cooperation||Reference||PDF
|18/02/2013||MOU ESMA/DFSA||MOU on the supervision of CRAs- ESMA and Dubai FSA||Credit Rating Agencies, International cooperation||Reference||PDF
|19/07/2012||MOU CNV ESMA||MOU on the supervision of CRAs- ESMA and CNV Argentina||Credit Rating Agencies, International cooperation||Reference||PDF
|19/07/2012||MOU Canada ESMA||MOU on the supervision of CRAs- ESMA and Canadian authorities||Credit Rating Agencies, International cooperation||Reference||PDF
|24/09/2021||Market makers - XLS||Market makers and authorised primary dealers who are using the exemption under the SSR- XLS||Short Selling||Reference||XLSX
|11/08/2021||Market makers - pdf||Market makers and authorised primary dealers who are using the exemption under the SSR- PDF||Short Selling||Reference||PDF
|01/12/2015||JC/2015/079||2015 list of identified Financial Conglomerates||Joint Committee, MiFID - Investor Protection||Reference||PDF
|26/03/2021||JC 2021 19||Joint Committee Q&As relating to the Securitisation Regulation||Securitisation||Q&A||PDF
|23/05/2018||JC 2018 14 reply form||Reply form- Consultation Paper Securitisation/Emir clearing obligation||Post Trading, Securitisation||Reference||DOCX
|04/01/2021||EU-UKFCA MoU||EU-UK FCA MoU on consultation, cooperation and exchange of information||Brexit, International cooperation||Reference||PDF
|11/04/2019||ESMA80-196-2575||Guidance on EMIR and SFT TR registration||Trade Repositories||Reference||PDF
|02/12/2019||ESMA80-191-932||Guidance on registering securitisation repositories||Credit Rating Agencies||Reference||PDF
|30/09/2021||ESMA74-362-893||QAs on SFTR data reporting||Post Trading, Securities Financing Transactions, Trade Repositories||Q&A||PDF
|27/03/2020||ESMA74-362-546||Response form- CP on the TS on reporting data quality data access and registration of TRs under EMIR REFIT||Post Trading, Supervisory convergence, Trade Repositories||Reference||DOCX
|28/05/2021||esma74-362-2009||Response_form_Response_form_-_Consultation Paper on the Guidelines on Transfer of Data||Market data, Securities Financing Transactions, Trade Repositories||Reference||DOCX