Regulatory Alerts2026-03-26
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 include in stress tests conducted under Article 28 of the MMF Regulation. The document specifies requirements for testing hypothetical changes in liquidity, credit risk, interest and exchange rates, redemption levels, spread movements, and macro-systemic shocks. It applies to competent authorities, money market funds, and managers of money market funds, becoming effective two months after publication on ESMA’s website in all EU official languages.
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