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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
22/12/2015 2015/WP/2015/2 Working Paper No.2, 2015 “Monitoring systemic risk in the hedge fund sector” Risk Analysis & Economics - Markets Infrastructure Investors Final Report PDF
872.37 KB

The working paper proposes new measures for systemic risk in the hedge fund sector. These measures are based on the ability of hedge funds to influence (be influenced by) the performance trend of the entire hedge fund sector. The proposed measures display a high ability to identify periods of financial distress, are robust to modifications in the underlying econometric model and deliver an innovation in the monitoring of systemic risks in the fund industry.
16/05/2019 ESMA34-45-712 Verena Ross- ICMA 2019 conference speech Benchmarks, Brexit, MiFID II: Transparency Calculations and DVC, Speeches Speech PDF
134.24 KB
20/09/2013 2013/1138 Trends, Risks, Vulnerabilities No. 2, 2013 Risk Analysis & Economics - Markets Infrastructure Investors Final Report PDF
2.92 MB
12/03/2014 2014/188 Trends, Risks, Vulnerabilities No. 1, 2014 Risk Analysis & Economics - Markets Infrastructure Investors Final Report PDF
2.33 MB
14/02/2013 2013/212 Trends, Risks and Vulnerabilities report Risk Analysis & Economics - Markets Infrastructure Investors Final Report PDF
2.03 MB
05/03/2018 ESMA70-145-386 Technical Advice on the evaluation of certain elements of the Short Selling Regulation Short Selling Final Report PDF
1.72 MB
29/08/2018 ESMA33-128-523 Steven Maijoor Securitisation ECON Scrutiny Opening Statement Securitisation, Speeches Speech PDF
228.13 KB
03/04/2019 ESMA71-319-93 Steven Maijoor Keynote speech- BETTER FINANCE 10th Anniversary 2019 Fund Management, MiFID - Investor Protection, Risk Analysis & Economics - Markets Infrastructure Investors, Speeches Speech PDF
165.49 KB
07/11/2016 2016/1547 Speech Public hearing on the review of the EU macro-prudential framework- Steven Maijoor, 7 November 2016 Risk Analysis & Economics - Markets Infrastructure Investors Speech PDF
154.77 KB
03/07/2013 2013/326 Retailisation in the EU Risk Analysis & Economics - Markets Infrastructure Investors Final Report PDF
976.31 KB
03/01/2013 2012/875 Report to the European Parliament, the Council and the Commission on the budgetary impli-cations of Regulation (EU) No 236/2012 on short selling and certain aspects of credit default swaps Short Selling Final Report PDF
532.88 KB
30/08/2016 2016/1234 Report on Trends, Risks and Vulnerabilities No.2, 2016 Risk Analysis & Economics - Markets Infrastructure Investors Final Report PDF
3.07 MB
14/09/2015 2015/1290 Report on Trends, Risks and Vulnerabilities No.2, 2015 Risk Analysis & Economics - Markets Infrastructure Investors Final Report PDF
2.88 MB
06/11/2017 ESMA50-165-416 Report on Trends, Risks and Vulnerabilities No.2 2017- correction Risk Analysis & Economics - Markets Infrastructure Investors Final Report PDF
2.89 MB

ERRATUM - In TRV 2 2017,  p.39 table V.3, the values in the last four rows of column five were accidentally misreported. For this reason, ESMA now provides a corrected version, including the corrected values and a footnote pointing to the initial mistake.
20/03/2017 ESMA50-165-279 Report on Trends, Risks and Vulnerabilities No.1, 2017 Risk Analysis & Economics - Markets Infrastructure Investors Final Report PDF
2.73 MB
17/03/2016 2016/348 Report on Trends, Risks and Vulnerabilities No.1, 2016 Risk Analysis & Economics - Markets Infrastructure Investors Final Report PDF
3.13 MB
11/03/2015 2015/526 Report on Trends, Risks and Vulnerabilities No 1 2015 Risk Analysis & Economics - Markets Infrastructure Investors Final Report PDF
2.59 MB
03/09/2014 2014/884 Report on Trends Risks Vulnerabilities No. 2, 2014 Risk Analysis & Economics - Markets Infrastructure Investors Final Report PDF
2.5 MB
11/01/2013 EBA/BS/2013/002 Report on the administration and management of Euribor Risk Analysis & Economics - Markets Infrastructure Investors Final Report PDF
832.36 KB
26/02/2019 ESMA71-99-1120 Keynote by Steven Maijoor- Crypto-Assets: time to deliver Risk Analysis & Economics - Markets Infrastructure Investors Speech PDF
123.46 KB

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