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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|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
|10/01/2019||ESMA71-99-1081||Press release- ESMA report finds investment product performance highly impacted by charges||MiFID - Investor Protection, Risk Analysis & Economics - Markets Infrastructure Investors||Annual Report||PDF
|10/01/2019||ESMA50-165-731||ESMA annual statistical report on performance and costs of retail investment products in the EU||MiFID - Investor Protection, Risk Analysis & Economics - Markets Infrastructure Investors||Annual Report||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
|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.
|10/12/2018||ESMA33-128-585||STS Reporting Instructions||Securitisation||Reference||PDF
|29/11/2018||ESMA 50-165-688||ESMA Risk Dashboard No. 4 2018||Risk Analysis & Economics - Markets Infrastructure Investors||Report||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
|07/11/2018||ESMA71-99-1058||ESMA new SC chairs||Fund Management, MiFID - Investor Protection, Risk Analysis & Economics - Markets Infrastructure Investors||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.
|18/10/2018||ESMA71-99-1027||ESMA data analysis values EU derivatives market at €660 trillion with central clearing increasing significantly||Press Releases, Risk Analysis & Economics - Markets Infrastructure Investors||Press Release||PDF
|18/10/2018||ESMA 50-165-670||Annual statistical report of the EU Derivatives Markets- 2018||Risk Analysis & Economics - Markets Infrastructure Investors||Report||PDF
|15/10/2018||ESMA31-62-1114||2017 Report on EEA prospectus activity||Corporate Finance||Final Report||PDF
|27/09/2018||ESMA71-319-83||Financing Growth in the EU- speech by Verena Ross at the EBS||Corporate Finance, Speeches||Speech||PDF
|25/09/2018||ESMA50-165-651||ESMA working paper on liquidity in EU fixed income markets – Risk indicators and EU evidence||Risk Analysis & Economics - Markets Infrastructure Investors||Report||PDF
|25/09/2018||ESMA22-106-1189||CEMA GEA- Application form||Risk Analysis & Economics - Markets Infrastructure Investors||Reference||DOCX
|25/09/2018||ESMA22-106-1190||Call for expressions of interest: Group of Economic Advisers for ESMA’s Committee for Economic and Markets Analysis||Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF