LegalizeCommission Delegated Regulation (EU) No 231/2013 of 19 December 2012 supplementing Directive 2011/61/EU of the European Parliament and of the Council with regard to exemptions, general operating conditions, depositaries, leverage, transparency and supervision Text with EEA relevance
Monetary values should be reported in the base currency of the AIF.
Results of stress tests
Please provide the results of the stress tests performed in accordance with point (b) of Article 15(3) of Directive 2011/61/EU [risks associated with each investment position of the AIF and their overall effect on the AIF’s portfolio can be properly identified, measured, managed and monitored on an ongoing basis, including through the use of appropriate stress testing procedures;] (free text)
Monetary values should be reported in the base currency of the AIF.
Please provide the results of the stress tests performed in accordance with the second subparagraph of Article 16(1) of Directive 2011/61/EU. [AIFMs shall regularly conduct stress tests, under normal and exceptional liquidity conditions, which enable them to assess the liquidity risk of the AIFs and monitor the liquidity risk of the AIFs accordingly.] (free text)
Monetary values should be reported in the base currency of the AIF.
AIF-specific information to be made available to the competent authorities
(Article 24(4) of Directive 2011/61/EU)
| Data Type | Reported Data | Reported Data | |
|---|---|---|---|
| 1 | Of the amount of collateral and other credit support that the reporting AIF has posted to counterparties: what percentage has been re-hypothecated by counterparties? | ||
| Borrowing and Exposure Risk | Borrowing and Exposure Risk | Borrowing and Exposure Risk | Borrowing and Exposure Risk |
| 2 | Value of borrowings of cash or securities represented by: | ||
| Unsecured cash borrowing: | |||
| Collateralised/secured cash borrowing — Via Prime Broker: | |||
| Collateralised/secured cash borrowing — Via (reverse) repo: | |||
| Collateralised/secured cash borrowing — Via Other: | |||
| 3 | Value of borrowing embedded in financial instruments | ||
| Exchange-traded Derivatives: Gross Exposure less margin posted | |||
| OTC Derivatives: Gross Exposure less margin posted | |||
| 4 | Five largest sources of borrowed cash or securities (short positions): | ||
| Largest: | |||
| 2nd largest: | |||
| 3rd largest: | |||
| 4th largest: | |||
| 5th largest: | |||
| 5 | Value of securities borrowed for short positions | ||
| 6 | Gross exposure of financial and, as the case may be, or legal structures controlled by the AIF as defined in Recital 78 of the AIFMD | ||
| Financial and, as the case may be, or legal structure | |||
| Financial and, as the case may be, or legal structure | |||
| Financial and, as the case may be, or legal structure | |||
| … | |||
| 7 | Leverage of the AIF: | ||
| a) Gross Method | |||
| b) Commitment Method |
Monetary values should be reported in the base currency of the AIF.
[^E0001]: Regulation (EU) 2019/2088 of the European Parliament and of the Council of 27 November 2019 on sustainability-related disclosures in the financial services sector (OJ L 317, 9.12.2019, p. 1).
[^E0002]: Committee of European Banking Supervisors, Guidelines to Article 122a of the Capital Requirements Directive of 31 December 2010, http://www.eba.europa.eu/cebs/media/Publications/Standards%20and%20Guidelines/2010/Application%20of%20Art.%20122a%20of%20the%20CRD/Guidelines.pdf
[^E0003]: OJ L 96, 12.4.2003, p. 16.
[^E0004]: OJ L 79, 20.3.2007, p. 11.
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