ESMA provides clarification on the reporting of risk measures under AIFMD

06 August 2025 _ Regulatory & compliance

ESMA provides clarification on the reporting of risk measures under AIFMD

The European Securities and Markets Authority (ESMA), has updated the Opinion Collection of information for the effective monitoring of systemic risk.  NCAs could require AIFMs to report on a periodic basis pursuant to Article 24(5), first sub-paragraph of the AIFMD, in the context of AIFMD reporting. 

In particular, the updates aim at providing clarifications to three risk measures (Value-at-Risk, Net FX Delta and Net Commodity Delta) already included in the Opinion in the section “Information on risk measures”. This section has been amended to provide guidance to AIFMs, with definitions of the risk measures and practical examples for the reporting.

 

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