ESMA publishes stress simulation framework for investment funds


Date: 09 September 2019
On 5 September 2019, the European Securities and Markets Authority (ESMA), the EU’s securities markets’ regulator, developed a framework to be used for stress simulations for the investment fund sector. The method developed by ESMA is presented in detail in its Economic Report published today, and is accompanied by a case study where it is applied to 6,000 UCITS bond funds. 
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