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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|31/01/2019||ESMA33-128-600||ESMA Opinion on securitisation RTS||Securitisation||Opinion||PDF
|24/01/2019||ESMA50-164-770||Links to national websites where net short positions in shares are disclosed||Short Selling||Reference||PDF
|11/01/2019||ESMA33-128-577||Statement on Securitisation implementation||Securitisation||Statement||PDF
|08/01/2019||ESMA33-128-619||Letter to EC on regulatory cooperation under the Securitisation Regulation||Securitisation||Letter||PDF
|08/01/2019||ESMA33-128-557||Final report on draft technical standards on cooperation, exchange of information and notification between competent authorities and ESMA, the EBA and EIOPA under the Securitisation Regulation||Securitisation||Final Report||PDF
|19/12/2018||ESMA71-99-1085||Press release- ESMA consults on measures to promote sustainability in EU capital markets||Credit Rating Agencies, Fund Management, MiFID - Investor Protection||Press Release||PDF
|19/12/2018||ESMA 33-9-290||Consulation Paper on Disclosure Requirements Applicable to Credit Ratings||Credit Rating Agencies||Consultation Paper||PDF
|18/12/2018||fisma.01/РР/ rv/ (2018) 6771757||European Commission letter to ESMA on draft RTS and ITS securitisation disclosures||Securitisation||Letter||PDF
On Friday 14 December 2018, the European Securities and Markets Authority (ESMA) received a letter from the European Commission regarding the draft regulatory and implementing technical standards on securitisation disclosures submitted by ESMA on 22 August 2018.
The letter states that the Commission intends to endorse those draft regulatory and implementing technical standards only once certain amendments are introduced.
|14/12/2018||esma71-99-1076||ESMA registers DBRS GmbH as credit rating agency||Credit Rating Agencies||Press Release||PDF
|10/12/2018||ESMA33-128-585||STS Reporting Instructions||Securitisation||Reference||PDF
|04/12/2018||ESMA33-9-281||CRA market share report||Credit Rating Agencies||Annual Report||PDF
|03/12/2018||ESMA71-99-1071||Press release- ESMA registers A.M. Best (EU) Rating Services B.V. as credit rating agency||Credit Rating Agencies||Press Release||PDF
|13/11/2018||ESMA33-128-505||Final Technical Advice Securitisation Repositories Fees||Securitisation||Technical Advice||PDF
|13/11/2018||ESMA33-128-488||Final Report Repositories Technical Standards||Securitisation||Final Report||PDF
|09/11/2018||ESMA80-187-149||Public statement- Contingency plans of Credit Rating Agencies and Trade Repositories in the context of the United Kingdom withdrawing from the European Union||Brexit, Credit Rating Agencies, Trade Repositories||Statement||PDF
|31/10/2018||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.
|05/09/2018||ESMA70-151-1651||On the European Commission’s proposed amendments to SFTR||Securitisation||Opinion||PDF
|29/08/2018||ESMA33-128-523||Steven Maijoor Securitisation ECON Scrutiny Opening Statement||Securitisation, Speeches||Speech||PDF
|23/08/2018||ESMA50-164-772||Links to the national websites explaining the procedures for notifications of net short positions||Short Selling||Reference||PDF
|22/08/2018||ESMA33-128-474||Final Report on Technical standards on disclosure requirements under the Securitisation Regulation||Securitisation||Final Report||PDF