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24 documents
Date Reference Title Sections Type Main document Info
ESMA50-1949966494-4330 Working paper on Haircuts and borrower concentration: evidence from EU repo markets CCP, Risk monitoring, Securities Financing Transactions Report DOWNLOAD 1.35 MB
ESMA50-1949966494-4331 Working paper on margining repo transactions: a risk allocation dilemma Market data, Securities Financing Transactions Report DOWNLOAD 1.94 MB
ESMA50-524821-3352 Working Paper on the Fragmentation in European Equity Markets since 2019 Risk monitoring Report DOWNLOAD 4.71 MB
LLMs in Finance Working Paper on Leveraging Large Language Models in Finance: Pathways to Responsible Adoption Risk monitoring Report DOWNLOAD 4.61 MB
Related documents
Summary

This report is part of a collaboration between ESMA, the FaiR (Finance and Insurance Reloaded) programme at Institut Louis Bachelier and the FAIR (Framework for Responsible Adoption of Artificial Intelligence in the Financial Services Industry) programme of the Alan Turing Institute.
Translated versions
ESMA50-43599798-9913 Working Paper on Decentralised Finance: A Categorisation of smart contracts Digital Finance and Innovation, Risk monitoring Report DOWNLOAD 681.17 KB
ESMA50-524821-3127 Working Paper on ESG funds during the 2020 COVID-19 market turmoil: performance and flows Fund Management, Risk monitoring, Sustainable finance Report DOWNLOAD 499.25 KB
ESMA50-524821-3002 Working Paper on Market impacts of the 2020 short selling bans Risk monitoring, Short Selling Report DOWNLOAD 742.21 KB
ESMA50-524821-2800 ESMA Working Paper - Bang for (breaking) the buck: Regulatory constraints and money market funds reforms Fund Management, Risk monitoring Reference DOWNLOAD 941.25 KB
ESMA50-1389274163-2636 ESMA working paper on Connectedness among EU investment funds Fund Management, Risk monitoring Reference DOWNLOAD 763.53 KB
ESMA WP-2022-02 ESMA working paper on Financial stability risks from cloud outsourcing Digital Finance and Innovation Reference DOWNLOAD 746.79 KB
ESMA WP-2022-01 ESMA working paper on Flash crashes on sovereign bond markets Risk monitoring Reference DOWNLOAD 1.7 MB
ESMA WP-2021-03 ESMA working paper on MiFID II research unbundling Digital Finance and Innovation Report DOWNLOAD 1.18 MB
ESMA WP-2021-02 ESMA working paper on equity funds and derivatives Fund Management, Digital Finance and Innovation Reference DOWNLOAD 673.7 KB
ESMA WP-2021-01 ESMA working paper on funds and single-name CDS: Hedging or Trading? Digital Finance and Innovation Reference DOWNLOAD 591.74 KB
ESMA WP-2020-04 ESMA working paper on HFT and ghost liquidity Risk monitoring Report DOWNLOAD 631.76 KB
ESMA WP-2020-3 ESMA working paper on DVC mechanism and impact on EU equity markets Digital Finance and Innovation, Risk monitoring Report DOWNLOAD 535.76 KB
ESMA WP-2020-2 ESMA working paper on Closet indexing indicators and investor outcomes Risk monitoring Report DOWNLOAD 3.56 MB
ESMA WP-2020-1 ESMA working paper on market impacts of circuit breakers – Evidence from EU trading venues Risk monitoring Report DOWNLOAD 1.63 MB
ESMA50-165-651 ESMA working paper on liquidity in EU fixed income markets – Risk indicators and EU evidence Risk monitoring Report DOWNLOAD 1.06 MB
WP12017 ESMA working paper on collateral scarcity premia in Euro area repo markets Risk monitoring Reference DOWNLOAD 1.01 MB