26 June 2018 | Policy | Position DOC-2014-09 Position DOC-2014-09 incorporates the ESMA guidelines (2014/869/EN) on reporting obligations laid down in the AIFM Directive. It specifies the information that French asset management companies or legal entities – where the latter manager an AIF – and internally-managed AIFs must report to the AMF, when they must report it, and the procedures to…… Second most important instrument DER_FIX_FIXI Fixed income derivatives 145,786,532 Third most important instrument … via LCDS (these should be recorded in the CDS category). Structured/securitised products – ABS Include the notional value of any investments … |
26 June 2018 | Policy | Instruction DOC-2011-15 This instruction presents the methods for calculating global exposure of authorised UCITS and AIFs. After going over the scope of application, perimeter and definition of the global risk of an authorised UCITS or AIF, the instruction explains the commitment calculation approach (conversion methods, netting and hedging rules, specific provisions…… provisions for interest rate derivative instruments and structured funds, etc.) and the value at risk (VaR). … Textes … Annexes Annex I - Methods for the conversion of standard derivatives into the market value of an equivalent position … market situations or the behaviour of complex structured products under stressed liquidity conditions. They should be … |
23 March 2018 | News | Analysis of the legal qualification of cryptocurrency derivatives The AMF has carried out a legal analysis of cryptocurrency derivatives. The process of reasoning is twofold: on the one hand, to determine the legal qualification of the notion of "derivative" in the context of cryptocurrency derivatives and on the other, to consider whether a cryptocurrency could be legally regarded as an eligible underlying.… Analysis of the legal qualification of cryptocurrency derivatives … In response to the cryptocurrency boom, many … difference (CFDs) and rolling spot forex (margin trading) products, whose underlyings are cryptocurrencies such as … of cryptocurrency derivatives … Derivatives or structured products … Crypto-assets … |
13 March 2018 | News | MiFID II and the separation of investment firms ("IF")-asset management companies ("AMC"): publication of the AMF General Regulation ("GR") After the modification of the French Monetary and Financial Code[1] and in order to transpose the MiFID II provisions, and to implement the legal separation of the legal regime on investment firms from the one of the asset management companies, the AMF has conducted a public consultation to amend its General Regulation to complete both of these…… out by investment firms, for transactions on obligations, structured products and derivatives (MiFIR provides options for transparency waivers, … |
05 January 2018 | Policy | Position - Recommendation DOC-2013-13 … de créance structurés … Investment services providers Derivatives or structured products Policy This page does not exist in English. … Textes … End of applicability on 26 April 2021 |
24 December 2017 | General regulation | General regulation of the AMF into force from 24/12/2017 to 02/01/2018 … WITH INSTRUCTIONS FOR DEFERRED SETTLEMENT AND DELIVERY AND DERIVATIVES MARKETS … 208 BOOK IV - COLLECTIVE INVESTMENT PRODUCTS … 212-8, the key information is the essential, appropriately structured information that must be provided to investors in … to trade in the securities concerned by the offer or derivatives linked to these securities in transactions for … |
20 November 2017 | General regulation | General regulation of the AMF into force from 20/11/2017 to 23/12/2017 … 204 BOOK IV - COLLECTIVE INVESTMENT PRODUCTS … 315 SECTION 3 - SPECIAL PROVISIONS FOR DERIVATIVES MARKETS … 212-8, the key information is the essential, appropriately structured information that must be provided to investors in … to trade in the securities concerned by the offer or derivatives linked to these securities in transactions for … |
30 July 2017 | General regulation | General regulation of the AMF into force from 30/07/2017 to 19/11/2017 … 204 BOOK IV - COLLECTIVE INVESTMENT PRODUCTS … 315 SECTION 3 - SPECIAL PROVISIONS FOR DERIVATIVES MARKETS … 212-8, the key information is the essential, appropriately structured information that must be provided to investors in … to trade in the securities concerned by the offer or derivatives linked to these securities in transactions for … |
11 May 2017 | General regulation | General regulation of the AMF into force from 11/05/2017 to 29/07/2017 … 204 BOOK IV - COLLECTIVE INVESTMENT PRODUCTS … 314 SECTION 3 - SPECIAL PROVISIONS FOR DERIVATIVES MARKETS … 212-8, the key information is the essential, appropriately structured information that must be provided to investors in … to trade in the securities concerned by the offer or derivatives linked to these securities in transactions for … |
07 May 2017 | General regulation | General regulation of the AMF into force from 07/05/2017 to 10/05/2017 … 204 BOOK IV - COLLECTIVE INVESTMENT PRODUCTS … 314 SECTION 3 - SPECIAL PROVISIONS FOR DERIVATIVES MARKETS … 212-8, the key information is the essential, appropriately structured information that must be provided to investors in … to trade in the securities concerned by the offer or derivatives linked to these securities in transactions for … |
Head of publications: The Executive Director of AMF Communication Directorate. Contact: Communication Directorate – Autorité des marches financiers 17 place de la Bourse – 75082 Paris cedex 02