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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|24/11/2022||ESMA50-164-6745||ESMA advice on CBI measure AIFMD Art25||Fund Management||Reference||PDF
|18/11/2022||ESMA34-472-383||Response form- CP on Guidelines on funds names||Fund Management, Sustainable finance||Reference||DOCX
|04/11/2022||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.
|31/10/2022||ESMA50-164-772||Links to the national websites explaining the procedures for notifications of net short positions||Short Selling||Reference||PDF
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|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
|20/07/2022||ESMA50-164-2193||TRV Article_Key Retail Risk Indicators for the EU single market||MiFID - Investor Protection, Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
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|23/06/2022||ESMA34-32-418||AIFMD MoUs signed by the EU authorities||Fund Management, International cooperation||Reference||XLSX
|01/06/2022||ESMA50-164-770||Links to national websites where net short positions in shares are disclosed||Short Selling||Reference||PDF
|31/05/2022||ESMA34-45-1427||Supervisory briefing- Sustainability risks and disclosures in the area of investment management||Fund Management, Sustainable finance||Reference||PDF
|23/05/2022||ESMA50-165-2146||The drivers of the costs and performance of ESG funds||Fund Management, Sustainable finance||Reference||PDF
|18/05/2022||ESMA50-165-2096||Leverage and derivatives – the case of Archegos||Risk Analysis & Economics - Markets Infrastructure Investors, Trading||Reference||PDF
|17/05/2022||ESMA34-45-1663||Response Form to the Consultation Paper on technical standards on the notifications for cross-border marketing and cross-border management of AIFs and UCITS||Fund Management||Reference||DOCX