ESMA_QA_738
Topic
Methodology
30/03/2023
Subject Matter
Methodology and input data (ESMA70-145-114 Q&A 5.12)
Question
Can the methodology of a benchmark include factors that are not input data?
Level 1 Regulation
Benchmarks Regulation (BMR) - Regulation 2016/1011
ESMA_QA_736
Topic
Benchmarks Regulation
30/03/2023
Subject Matter
Use of benchmarks: bilateral agreement on exchanged collateral (ESMA70-145-114_Q&A 5.11)
Question
Does the reference to an index in a bilateral agreement on the interest to be paid on exchanged collateral under various OTC derivatives amount to “use of a benchmark”?
Level 1 Regulation
Benchmarks Regulation (BMR) - Regulation 2016/1011
ESMA_QA_735
Topic
Benchmarks Regulation
30/03/2023
Subject Matter
NAV of investment funds (ESMA70-145-114_Q&A 5.10)
Question
Can NAV of investment funds qualify as benchmarks?
Level 1 Regulation
Benchmarks Regulation (BMR) - Regulation 2016/1011
ESMA_QA_734
Topic
Benchmarks Regulation
29/03/2023
Subject Matter
Financial instruments and systematic internalisers (ESMA70-145-114_Q&A 5.8)
Question
When are financial instruments traded on a systematic internaliser in scope of the BMR?
Level 1 Regulation
Benchmarks Regulation (BMR) - Regulation 2016/1011
ESMA_QA_733
Topic
Benchmarks Regulation
29/03/2023
Subject Matter
Use of benchmarks in certificates (ESMA70-145-114 Q&A_5.9)
Question
When are banks issuing certificates “users of benchmarks”?
Level 1 Regulation
Benchmarks Regulation (BMR) - Regulation 2016/1011