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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|28/01/2022||ESMA 80-416-252||Response Form- CP Revision to Guidelines and Recommendations on the Scope of the CRA Regulation||Credit Rating Agencies||Reference||DOCX
|28/01/2022||ESMA 80-416-228||Consultation Paper on Revision to Guidelines and Recommendations on Scope of the CRA Regulation||Credit Rating Agencies||Consultation Paper||PDF
|26/01/2022||Market makers - XLS||Market makers and authorised primary dealers who are using the exemption under the SSR- XLS||Short Selling||Reference||XLSX
|26/01/2022||Market makers - pdf||Market makers and authorised primary dealers who are using the exemption under the SSR- PDF||Short Selling||Reference||PDF
|26/01/2022||ESMA70-447-1885||Statement on new NSP notification threshold||Market Integrity, Short Selling||Statement||PDF
|26/01/2022||ESMA71-99-1809||Press Release- ESMA appoints two new members to its Management Board||Board of Supervisors, Corporate Information, Management Board||Press Release||PDF
|13/01/2022||ESMA22-106-3706||Summary of Conclusions Management Board- 16 November 2021||Management Board||Summary of Conclusions||PDF
|07/01/2022||ESMA22-106-3809||SMSG response to ESAs on their joint Call for evidence on the European Commission mandate regarding the PRIIPs Regulation||Fund Management, Joint Committee, Securities and Markets Stakeholder Group||SMSG Advice||PDF
|04/01/2022||ESMA22-106-3800||SMSG response to ESMA on its Call for evidence on the EC mandate on certain aspects relating to retail investor protection||MiFID - Investor Protection, Securities and Markets Stakeholder Group||SMSG Advice||PDF
|22/12/2021||ESMA80-416-197||Report on CRA Market Share Calculation 2021||Credit Rating Agencies||Report||PDF
|15/12/2021||ESMA 71-99-1783||Press release ESMA Vice Chair 2021||Board of Supervisors, Corporate Information, Management Board, Press Releases||Press Release||PDF
|24/11/2021||ESMA22-106-3734||SMSG advice to ESMA on its Consultation Paper on the review of certain aspects of the Short Selling Regulation||Securities and Markets Stakeholder Group, Short Selling||SMSG Advice||PDF
|08/11/2021||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.
|03/11/2021||ESMA71-99-1749||Press_Release_New Chair_Ross November FINAL||Board of Supervisors, Corporate Information, Joint Committee, Management Board, Press Releases||Press Release||PDF
|20/10/2021||ESMA34-32-418||AIFMD MoUs signed by the EU authorities||Fund Management, International cooperation||Reference||XLSX
|15/10/2021||ESMA71-9-1745||Ross appointed ESMA Chair||Management Board, Press Releases||Press Release||PDF
|14/10/2021||ESMA24-436-15||Annex to the Opening Statement ECON Hearing 14 October 2021||Board of Supervisors, Brexit, CCP Directorate, Corporate Information, Credit Rating Agencies, Innovation and Products, Joint Committee, Speeches, Supervisory convergence, Sustainable finance||Speech||PDF
|14/10/2021||ESMA24-436-13||Opening Statement ECON Hearing 14 October 2021||Board of Supervisors, Brexit, CCP Directorate, Corporate Information, Credit Rating Agencies, Innovation and Products, Joint Committee, Speeches, Supervisory convergence, Sustainable finance||Speech||PDF
|13/10/2021||ESMA22-106-3638||SMSG Advice on remuneration guidelines||Securities and Markets Stakeholder Group||SMSG Advice||PDF
|01/10/2021||ESMA22-106-3545||Summary of Conclusions Management Board- 3 September 2021||Management Board||Summary of Conclusions||PDF