ESMA stress test simulation identifies liquidity impact on Euro funds

Europe
On the 09.06.19 at 7:33AM

by

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.
Pixabay

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.

Sign in

Get free Access

Get free Access

GIF logo

L'AGEFI's yearly international gathering for top-level institutional investors

October 10th and 11th 2019

Intercontinental Opéra | Paris