URR – UCITS identifiers

On 17 July 2023, the Commission de Surveillance du Secteur Financier (CSSF) published, as scheduled, an updated UCITS risk reporting (URR) – UCITS identifiers list as an XLSX-spreadsheet.
Previously, on 13 December 2022, the CSSF already updated its Guidelines on URR, which contain detailed information to be submitted for the current reporting period. Please consult our corresponding RISP-event, covered in eventid=18628 for more details.
As a reminder, the CSSF requests financial information from UCITS on a semi-annual basis, including their exposures to financial derivative instruments and liquidity and credit risks. Therefore, the Commission has issued updated Guidelines on URR, giving further guidance and containing definitions, explanations and examples for the items as referred to in the XLSX reporting files.
The UCITS risk reporting obligation does apply to all Luxembourg domiciled UCITS authorized by the CSSF as at the reporting reference dates (30 June & 31 December) until further notice. UCITS liquidated during the reference period are out of scope.
While management companies and investment companies know the UCITS they manage and that are covered by the reporting scope, the CSSF asks them nevertheless to critically verify, prior to the submission of the report, that they cover all UCITS authorized as at the reporting reference date by consulting the updated list of URR – UCITS identifiers.
All corresponding documents that are referenced in the URR Guidelines as XLSX-tables have been added to the attachments of the aforementioned RISP-event, eventid=18628. Please also note that they can also be accessed on the CSSF website (section „National prudential reporting / URR – UCITS risk reporting“).
For any questions regarding these guidelines please contact
Ms Mireille Reisen (telephone: +352 26 25 1 2356, e-mail: mireille.reisen@cssf.lu) or
Mr Pierre Trovato (telephone: +352 26 25 1 2717, e-mail: pierre.trovato@cssf.lu).