Discussion paper - Calculation of counterparty risk by UCITS for OTC financial derivative transactions subject to clearing obligations

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Responding to this paperESMA invites comments on all matters in this paper and in particular on the specific questions summarised in Annex 1. Comments are most helpful if they:                                                            

    respond to the question stated
    indicate the specific question to which the comment relates;
    contain a clear rationale; and
    describe any alternatives

ESMA will consider all comments received by 22 October 2014.All contributions should be submitted online at www.esma.europa.eu under the heading ‘Consultations’. Contributors should identify themselves and indicate the industry sector in which they operate or in which they are interested and the extent to which that sector is already subject to regulation at a national level.Contributors are also asked to consider the costs or benefits attached to the various options and quantify these costs to the extent possible.Publication of responsesAll contributions received will be published following the close of the consultation, unless you request otherwise. Please clearly and prominently indicate in your submission any part you do not wish to be publically disclosed, and tick the box "I do not wish to have my response published on the ESMA website" at the bottom of the reply form. A standard confidentiality statement in an email message will not be treated as a request for non-disclosure. A confidential response may be requested from us in accordance with ESMA’s rules on access to documents. We may consult you if we receive such a request. Any decision we make not to disclose the response, is reviewable by ESMA’s Board of Appeal and the European Ombudsman.Data protectionInformation on data protection can be found at www.esma.europa.eu under the heading ‘Disclaimer’.Who should read this paper?This paper should be read by managers of UCITS, clearing members, depositaries of UCITS, clients of clearing members and central counterparties.

Activity Institution Download
Asset Management Union Asset Management Holding AG
  • 11999
Asset Management Robeco
  • 12004
Eversheds LLP
  • 12129
Asset Management ICI Global
  • 12130
Others Danish Shareholders Association
  • 12131
Asset Management Amundi
  • 12132
Asset Management European Fund and Asset Management Association (EFAMA)
  • 12133
Asset Management Securities Industry and Financial Markets Association
  • 12134
Asset Management AFG (Association Française de la Gestion financière)
  • 12135
Association of the Luxembourg Fund Industry (ALFI)
  • 12136
Asset Management AFG (Association Française de la Gestion financière)
  • 12137
Banking Deutsche Bank AG
  • 12138
Asset Management Depositary and Trustee Association
  • 12139
Others Eurex Clearing AG
  • 12140
Asset Management Investment Management Association
  • 12141
Others LCH.Clearnet Group
  • 12143
Others European Association of CCP Clearing Houses (EACH)
  • 12144
Asset Management BVI
  • 12145
Banking The International Swaps and Derivatives Association (ISDA)
  • 12146
Investment Services State Street Corporation
  • 12147
Asset Management BlackRock
  • 12148