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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
30/11/2021 ESMA34-32-458 Compliance table- Guidelines on reporting obligations under Articles 3(3)(d) and 24(1),(2) and (4) of the AIFMD , Compliance table PDF
111.92 KB
30/11/2021 2016/572 Compliance table- Guidelines on key concepts of the AIFMD , Compliance table PDF
153.05 KB
26/11/2021 ESMA34-43-392 Q&A on the application of the UCITS Directive Q&A PDF
720.42 KB
25/11/2021 ESMA34-38-278 ESMA ED Natasha Cazenave Keynote Speech_EFAMA Investment Management Forum 2021 , , , Speech PDF
159.98 KB
24/11/2021 ESMA22-106-3734 SMSG advice to ESMA on its Consultation Paper on the review of certain aspects of the Short Selling Regulation , SMSG Advice PDF
167.66 KB
19/11/2021 ESMA50-164-4045 Guidelines on the reporting to Competent Authorities under Article 37 of the MMF Regulation Compliance table PDF
145.22 KB
19/11/2021 ESMA70-145-114 Q&A on the Benchmarks Regulation (BMR) , Q&A PDF
548.59 KB
18/11/2021 ESMA70-156-4953 Final Report on draft RTS on the clearing and derivative trading obligations in view of the benchmark transition to risk free rates , Final Report PDF
948.59 KB
17/11/2021 Overview recruitments Overview recruitments- Updated November 2021 , Reference PDF
437.85 KB
16/11/2021 ESMA81-459-31 Letter from the Chairman of the EUR Risk Free Rates Working Group to the European Commission with regards to the designation of statutory replacement rates for GBP & JPY LIBOR Letter PDF
186.69 KB
11/11/2021 ESMA34-32-898 Compliance table on Guidelines on Article 25 of the AIFMD , Compliance table PDF
179.89 KB
08/11/2021 Net short thresholds Net short position notification thresholds for sovereign issuers Reference XLSX
27.43 KB

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:
1.0.1% applicable where the total amount of outstanding issued sovereign debt is between 0 and 500 billion euros;
2.0.5% applicable where the total amount of outstanding issued sovereign debt is above 500 billion euros or where there is a liquid futures market for the particular sovereign debt.

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.

29/10/2021 ESMA81-459-11 Minutes of the euro risk-free rates WG meeting 29/09/2021 Reference PDF
219.45 KB
26/10/2021 ESMA34-49-373 Compliance table on Revised Guidelines on stress tests scenarios under Article 28 of the MMF Regulation ESMA 34-49-291 , Compliance table PDF
220.66 KB
21/10/2021 JC 2021 61 Call for evidence on the European Commission mandate regarding the PRIIPs Regulation , Consultation Paper PDF
844.1 KB
20/10/2021 ESMA34-32-418 AIFMD MoUs signed by the EU authorities , Reference XLSX
50.22 KB
20/10/2021 ESMA34-45-974 Guidelines on liquidity stress testing in UCITS and AIFs , Guidelines & Recommendations PDF
221.99 KB
20/10/2021 ESMA34-45-1128 Compliance table- Guidelines on performance fees in UCITS and certain types of AIFs , , Compliance table PDF
223.2 KB
14/10/2021 ESMA24-436-15 Annex to the Opening Statement ECON Hearing 14 October 2021 , , , , , , , , , Speech PDF
415.73 KB
14/10/2021 ESMA24-436-13 Opening Statement ECON Hearing 14 October 2021 , , , , , , , , , Speech PDF
690.55 KB

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