REFINE YOUR SEARCH
Type of document
|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|31/03/2016||UCITS RF||UCITS Infringement reporting form template||Fund Management||Reference||DOCX
|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
|28/09/2018||RPMMF||Response form for consultation on MMF stress testing guidelines||Fund Management||Reference||DOCX
|28/03/2019||rp1||Response form consulation on ELTIF RTS||Fund Management||Reference||DOCX
|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.
|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
|11/11/2015||JC/2015/073/R||Form_to_reply_cp_PRIIPS||Fund Management, Joint Committee||Reference||DOCX
|05/01/2016||JC/2015/073/E||Errata PRIIPs Consultation Paper||Fund Management, Joint Committee||Reference||PDF
The ESAs have identified errors in two formulas on page 37 (paragraphs 27 and 28 of Annex II (Market Risk Measure)) of the Joint Consultation Paper on PRIIPs Key Information Documents, published on 11 November 2015. This document contains the correct formulas.
|19/11/2014||JC/14/089||Call for interest Expert Group PRIIPs||Fund Management, Joint Committee||Reference||PDF
|The Joint Committee of the three European Supervisory Authorities (EBA, EIOPA and ESMA) launched today a call for expressions of interest with the aim of identifying members of a Consultative Expert Group (CEG), who will advise and provide technical input to the Joint Committee’s Sub-group on Key Information Documents for Packaged Retail and Insurance-based Investment Products (PRIIPs).This CEG will be made up of a maximum of eighteen members, who will represent market participants, retail investors, academics and independent experts.The mandate of the CEG will be for a period of one year.A list of candidates who meet the criteria set out in this call will be drawn and the final selection of the members will be done in consultation with the Executive Directors of the three European Supervisory Authorities.Application procedure and closing dateRelevant stakeholders meeting the required selection criteria and wishing to apply for a position on the CEG are invited to submit, in English: a completed application form (see Annex 1 of this call), and a detailed curriculum vitae (CV), preferably in the EU CV format - the link to the template for this is: http://europass.cedefop.europa.eu/en/documents/curriculum-vitae/templates-instructions Unclear or incomplete applications will not be considered.Applications must be submitted by email using the application form by no later than 23:59 GMT on 15 December 2014 to the following email addresses: email@example.com|
|01/02/2017||IMSC CWG Application Form Feb 2017||IMSC CWG Application Form Feb 2017||Fund Management||Reference||PDF
|11/04/2019||ESMA80-196-2575||Guidance on EMIR and SFT TR registration||Trade Repositories||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
|29/03/2021||ESMA74-362-1937||response form- Technical Advice on simplification TR fees under SFTR and EMIR||Securities Financing Transactions, Trade Repositories||Reference||DOCX
|27/03/2020||ESMA74-362-113||Response form-Table of fields- CP on the TS under EMIR REFIT||Post Trading, Supervisory convergence, Trade Repositories||Reference||XLSX
|11/01/2018||ESMA71-99-923||Factsheet on Trade Repositories Fees||Trade Repositories||Reference||PDF
|06/12/2017||ESMA71-99-669||ESMA MIFID and MAR Data Systems||Market Abuse, Market Integrity, MiFID - Secondary Markets, MiFID II: Transparency Calculations and DVC||Reference||PDF
|16/07/2019||ESMA71-2333-1||Response form for consultation on UCITS performance fee guidelines||Fund Management||Reference||DOCX