Regulatory Alerts2023-01-27
Added · Updated
Guidelines on stress test scenarios under the MMF Regulation
These guidelines establish common reference parameters for stress test scenarios that money market funds and their managers must conduct under Article 28 of the MMF Regulation. The document specifies requirements for testing hypothetical changes in liquidity, credit risk, interest rates, exchange rates, redemption levels, and macro systemic shocks. It applies to competent authorities, money market funds, and managers of money market funds, requiring compliance from two months after publication on ESMA’s website.
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