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ESRB publishes adverse scenario for the ESMA money market fund stress-testing guidelines in 2020

On 13 January 2021, the European Securities and Markets Authority (ESMA) published the adverse scenario as input into ESMA’s updated stress testing guidelines for managers of money market funds under Article 28 of the MMF Regulation (Regulation (EU) 2017/1131). The scenario, which was approved by the General Board of the ESRB during its meeting on 24 September 2020 highlights adverse...
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