ESMA stress test simulation identifies liquidity impact on Euro funds

On the 09.06.19 at 7:33AM


Tuba Raqshan

The European Securities and Markets Authority (ESMA) has developed a framework for stress simulations for the investment fund sector, applying it to 6,000 UCITS bond funds as a case study.

Between 2007 and 2018, the total net assets managed by EU-domiciled funds increased from €6.2 trn to €9.3 trn, making it critical to ensure that the industry is resilient enough to absorb economic shocks.

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