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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
17/11/2017 ESMA34-49-103 Technical advice, draft implementing technical standards and guidelines under the MMF Regulation Final Report PDF
989.54 KB
14/02/2013 2013/212 Trends, Risks and Vulnerabilities report Final Report PDF
2.03 MB
12/03/2014 2014/188 Trends, Risks, Vulnerabilities No. 1, 2014 Final Report PDF
2.33 MB
20/09/2013 2013/1138 Trends, Risks, Vulnerabilities No. 2, 2013 Final Report PDF
2.92 MB
22/12/2015 2015/WP/2015/2 Working Paper No.2, 2015 “Monitoring systemic risk in the hedge fund sector” Final Report PDF
872.37 KB

The working paper proposes new measures for systemic risk in the hedge fund sector. These measures are based on the ability of hedge funds to influence (be influenced by) the performance trend of the entire hedge fund sector. The proposed measures display a high ability to identify periods of financial distress, are robust to modifications in the underlying econometric model and deliver an innovation in the monitoring of systemic risks in the fund industry.

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