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Titre clair et concis du tableau30 September 2020 | Policy | Position DOC-2020-08 … Requirements for liquidity stress testing in UCITS and AIFs … Investment management companies … of 17 December 2015 Position Requirements for liquidity stress testing in UCITS and AIFs Requirements for liquidity … |
05 May 2020 | News | Stress testing scenarios for money market funds: AMF complies with ESMA guidelines The AMF has decided to comply with ESMA's guidelines on stress testing scenarios for money market funds and is updating its guidance position DOC-2018-05 accordingly. Nevertheless, the AMF stresses the need for a rapid update of these guidelines. … Stress testing scenarios for money market funds: AMF complies with … published the official translations of its guidance on stress testing scenarios for money market funds in March 2020. In … |
23 February 2017 | Professional guide | Guide to the use of stress tests as part of risk management within asset management companies The aim of this instructive guide is to present an overview of the stress test practices of French asset management companies (AMCs). Its target audience is primarily AMCs that manage undertakings for collective investment in transferable securities (UCITS) or alternative investment funds (AIFs), or that provide a third-party portfolio management… … Guide to the use of stress tests as part of risk management within asset … of this instructive guide is to present an overview of the stress test practices of French asset management companies … that provide the same service. Guide to the use of stress tests as part of risk management within asset … risk management within asset management companies … Stress-testing … |
19 August 2016 | AMF news release | The Autorité des Marchés Financiers (AMF) launches a consultation on the use of stress tests to help manage risk at asset management companies Stress tests are a major part of risk management for asset management companies. Regular stress testing is mandatory under national and European regulations, but the methods used vary according to the investment strategies and assets managed. The AMF has prepared a guide to help asset management companies implement and use stress tests. The… … Financiers (AMF) launches a consultation on the use of stress tests to help manage risk at asset management … sectors to analyse how they currently go about conducting stress tests. The AMF analysed the conditions under which … across all funds managed by a management company; a stress-testing policy that explains the procedures to follow if … |
19 August 2016 | Public consultation | Public consultation of the AMF on a Guide to the use of stress tests as part of risk management within asset management companies This document is a consultation on the implementation and use of stress tests in the context of risk management in portfolio management companies. This guide aimed at accompanying asset managers is subject to consultation until September 30, 2016. Comments can be sent at the following address : directiondelacommunication@amf-france.org … Public consultation of the AMF on a Guide to the use of stress tests as part of risk management within asset … is a consultation on the implementation and use of stress tests in the context of risk management in portfolio … risk management within asset management companies … Stress-testing … |
13 June 2018 | AMF news release | The AMF publishes a study of macro stress tests for the markets and the asset management industry Methodology, governance, data, modelling of interactions between supervised institutions: the Autorité des marchés financiers proposes a review of macro stress tests carried out by authorities in the field of asset management and possible ways to improve their development for the future. … The AMF publishes a study of macro stress tests for the markets and the asset management … … Since the 2008 financial crisis, the authorities' stress testing of supervised entities in the banking sector … |
03 March 2017 | News | Management companies: the AMF offers advice for how best to implement and use stress tests The Autorité des Marchés Financiers (AMF) is publishing a guide containing an overview of French management companies' current practices in the area of stress testing. The guide also provides examples of market-event and liquidity stress tests. The AMF held a public consultation in 2016 to help it prepare the guide. … the AMF offers advice for how best to implement and use stress tests … The AMF guide to implementing and using stress tests contains best practices, notably on executing: … companies' current practices in the area of stress testing. The guide also provides examples of market-event and … |
15 April 2024 | AMF news release | Austrian, French, Italian and Spanish financial market authorities give their key priorities for a macro-prudential approach to asset management As the European Commission prepares to launch its consultation on the macro-prudential treatment of risk in asset management, four major European market authorities, the Austrian Finanzmarktaufsicht (FMA), Italian Commissione Nazionale per le Società e la Borsa (CONSOB), Spanish Comisión Nacional del Mercado de Valores (CNMV) and French… … generating excessive price volatility and liquidity stress. Capital requirements and liquidity buffers are not … and generates incentives for first movers; System-wide stress tests should also be envisaged to better understand … needs, both for day-to-day supervision and stress-testing exercises. … About the AMF … The AMF is an … |
05 July 2018 | News | Stress test scenarios for money market funds: Application of the ESMA guidelines by the AMF The Autorité des Marchés Financiers (AMF) has published a position (DOC-2018-05) in order to incorporate the ESMA guidelines for stress test scenarios under article 28 of the money market fund (MMF) regulation. … Stress test scenarios for money market funds: Application of … by the AMF … A new MMF Regulation establishing strict stress test requirements … Article 28(1) of the money market … 1 states “Each MMF shall have in place sound stress testing processes that identify possible events or future … |
19 April 2023 | News | The AMF complies with the ESMA guidelines on updating stress test scenarios in accordance with Article 28 of the Money Market Fund Regulation for 2023 The AMF has updated its position DOC-2018-05 to reference ESMA’s guidance on updating stress test scenarios in accordance with Article 28 of the Money Market Fund Regulation. … The AMF complies with the ESMA guidelines on updating stress test scenarios in accordance with Article 28 of the Money Market Fund Regulation for 2023 … A stress testing reporting … In accordance with Article 28 of … |
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