REFINE YOUR SEARCH
Type of document
|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|04/08/2022||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.
|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
|18/07/2022||ESMA81-459-65||Working Group on Euro Risk-Free Rates- 17 June Meeting Minutes||Benchmarks||Reference||PDF
|08/07/2022||ESMA81-393-513||Response form- RTS on recognition under the Benchmarks Regulation||Benchmarks||Reference||DOCX
|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
|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
|05/07/2022||ESMA34-46-101||Register of authorised European long-term investment funds (ELTIFs)||Fund Management||Reference||XLSX
|29/06/2022||ESMA34-45-1576||Cross-border distribution of investment funds||Fund Management||Reference||PDF
|28/06/2022||ESMA02-91-3297||ESMA Final Accounts Financial Year 2021||Board of Supervisors, Corporate Information, Management Board, Planning reporting budget||Reference||PDF
|23/06/2022||ESMA34-32-418||AIFMD MoUs signed by the EU authorities||Fund Management, International cooperation||Reference||XLSX
|23/06/2022||ESMA34-32-898||Compliance table on Guidelines on Article 25 of the AIFMD||Fund Management, Guidelines and Technical standards||Compliance table||PDF
|07/06/2022||ESMA81-393-477||Compliance table on Guidelines on methodology oversight function and record keeping requirements||Benchmarks, Guidelines and Technical standards||Compliance table||PDF
|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
|13/05/2022||ESMA34-45-1128||Compliance table- Guidelines on performance fees in UCITS and certain types of AIFs||Fund Management, Guidelines and Technical standards, Supervisory convergence||Compliance table||PDF
|02/05/2022||ESMA82-402-859||Response form for the Joint Consultation Paper concerning sustainable disclosures for STS securitisations||Securitisation||Reference||DOCX