Events listed in Money Market Funds Regulation (MMFR)
Circulaire CSSF – Circulaire CSSF 23/831 (uniquement en anglais)
ID 22460
The CSSF published Circulair CSSF 23/831, thereby integrating the latest version of the ESMA Guidelines on stress test scenarios under the MMF Regulation (ESMA/34-49-495) in its administrative practices. The 2022 Guidelines provide guidance on the stress test scenarios for MMFs and require all MMFs under the supervision of the CSSF and Luxembourg managers of MMFs to comply with them. The ESMA Guidelines are updated ...
Geldmarktfonds: BaFin wendet aktualisierte ESMA-Leitlinien an
ID 22195
Die BaFin informiert über die Anwendung der aktualisierten Leitlinien der ESMA, veröffentlicht am 27. Januar 2023, zu Stresstestszenarien für Geldmarktfonds an, um eine einheitliche Anwendung der Bestimmungen des Artikels 28 der Geldmarktfondsverordnung zu gewährleisten. Diese Leitlinien legen gemeinsame Referenzparameter für die Stresstestszenarien fest und werden mindestens jährlich von der ESMA aktualisiert, um Marktentwicklungen zu berücksichtigen. Die Leitlinien unterstü ...
ESMA consults on the review of the methodology on stress test scenarios for Money ...
ID 21645
The European Securities and Markets Authority, ESMA, started a consultation on the review of the methodology included in the Guidelines on stress test scenarios under the MMFR. The proposed amendment of the scenarios relates to the potential changes in the level of liquidity of the assets held in the MMF portfolio and the hypothetical macro-systemic shocks affecting the economy as a whole due to ...
Guidelines on stress test scenarios under the MMF Regulation
ID 21617
Following the publication of the final report on 2022 updates to its Guidelines on stress test scenarios under the MMF Regulation (please see Event#18438), the European Securities and Markets Authority, ESMA, has published its final updated guidelines that are applicable with respect to Article 28 of the MMF Regulation. The update follows an assessment of recent market developments and a corresponding calibration of risk ...