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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|08/09/2021||ESMA33-128-760||Securitisations designated as STS as from 01/01/2019 Regulation 2402/2017||Securitisation||Reference||XLSX
|11/08/2021||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
|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.
|29/07/2021||ESMA33-5-87||Q&A on the Implementation of the Regulation (EU) No 462 2013 On CRA||Credit Rating Agencies||Q&A||PDF
|22/07/2021||ESMA32-339-183||Letter to IFRS IC on IFRS IC’s tentative agenda decision on TLTRO III||IFRS Supervisory Convergence||Letter||PDF
|22/07/2021||ESMA32-67-790||Letter to IFRS IC on rent concessions||IFRS Supervisory Convergence||Letter||PDF
|22/07/2021||ESMA32-61-467||Letter to EFRAG on IASB’s Discussion Paper Business Combinations Under Common Control||IFRS Supervisory Convergence||Letter||PDF
|22/07/2021||ESMA32-61-455||Letter to IASB on IASB’s Discussion Paper Business Combinations Under Common Control||IFRS Supervisory Convergence||Letter||PDF
|22/07/2021||ESMA32-61-466||Letter to IASB on IAS 21 amendments||IFRS Supervisory Convergence||Letter||PDF
|22/07/2021||ESMA32-61-469||Letter to EFRAG on IAS 21 amendments||IFRS Supervisory Convergence||Letter||PDF
|20/07/2021||ESMA32-61-477||Letter to EFRAG on Rate Regulated Activities||IFRS Supervisory Convergence||Letter||PDF
|20/07/2021||ESMA32-61-472||Letter to IASB on Rate Regulated Activities||IFRS Supervisory Convergence||Letter||PDF
|15/07/2021||ESMA 32-63-365||List of decisions published from the EECS’s Database of Enforcement||IFRS Supervisory Convergence||Reference||PDF
|15/07/2021||ESMA32-63-1192||25th Extract from the EECS’s Database of Enforcement||IFRS Supervisory Convergence||Report||PDF
|12/07/2021||ESMA74-362-1978||Final report Technical Advice to EC on simplification and harmonisation of fees to TRs under EMIR and SFTR||Market data, Post Trading, Securities Financing Transactions, Trade Repositories||Final Report||PDF
|25/06/2021||ESMA71-99-1701||Press_Release_Registration of SRs||Press Releases, Securitisation||Press Release||PDF
|21/06/2021||ESMA80-196-5170||Final Report Technical Advice on Fees Charged to CRAs by ESMA||Credit Rating Agencies||Final Report||PDF
|03/06/2021||ESMA32-65-324||Call for interest ESMA ECL Workshop||Corporate Disclosure, IFRS Supervisory Convergence||Reference||PDF
|28/05/2021||ESMA33-128-563||Questions and answers on the Securitisation Regulation||Securitisation||Q&A||PDF