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Research, analyses and prospective
Summary
Working papers
Our working papers disseminate research relevant to the various missions and competences of the CSSF, and provide a conceptual and empirical basis for policy-making. The working papers constitute “work in progress”. They are published to stimulate discussion, share knowledge on the Luxembourg financial markets and contribute to the advancement of our practice of supervision. They are addressed to experts, so readers should be knowledgeable in finance and/or statistics. The views expressed are those of the authors and do not necessarily reflect those of the CSSF.
Publications
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18 September 2023
Liquidity Stress Test for Luxembourg Investment Funds: the Time to Liquidation Approach
Video -
9 March 2023
Liquidity Stress Test for Luxembourg Investment Funds: the Time to Liquidation Approach
Studies and reports -
14 June 2022
An Assessment of Investment Funds’ Liquidity Management Tools
Communiqué of 14 June 2022: Publication of the CSSF working paper “An Assessment of Investment Funds’ Liquidity Management Tools”Studies and reports -
4 October 2021
The impact of COVID-19 on large redemptions in the Luxembourg investment fund market
CSSF Working PaperStudies and reports
Annual statistical reports
Our annual statistical reports summarise the information reported to the CSSF by funds and fund managers via the UCITS Risk Reporting, the Money Market Funds Reporting and the AIFMD Reporting.
Publications
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22 July 2024
MMF Reporting dashboard – December 2023
This MMF Reporting Dashboard encompasses a set of indicators based on the data reported under Article 37 of the MMF Regulation, with data as from Q1/2020 onwards. All statistics: link to the “Statistics” pageOther statistics -
Other statistics
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15 July 2024
UCITS Risk Reporting dashboard – December 2023
All statistics: link to the “Statistics” pageOther statistics -
7 November 2023
MMF Reporting dashboard – December 2022
This MMF Reporting Dashboard encompasses a set of indicators based on the data reported under Article 37 of the MMF Regulation, with data as from Q1/2020 onwards. All statistics: link to the “Statistics” pageOther statistics -
Other statistics
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18 October 2023
AIFM Reporting dashboard – December 2022
All statistics: link to the “Statistics” pageOther statistics -
25 November 2022
MMF Reporting dashboard – December 2021
This MMF Reporting Dashboard encompasses a set of indicators based on the data reported under Article 37 of the MMF Regulation, with data as from Q1/2020 onwards. All statistics: link to the “Statistics” pageOther statistics -
24 October 2022
UCITS Risk Reporting dashboard – December 2021
All statistics: link to the “Statistics” pageOther statistics -
18 October 2022
AIFM Reporting dashboard – December 2021
All statistics: link to the “Statistics” pageOther statistics -
22 April 2022
AIFM Reporting dashboard – December 2020
All statistics: link to the “Statistics” pageOther statistics -
20 December 2021
MMF Reporting dashboard – December 2020
This MMF Reporting Dashboard encompasses a first set of indicators based on the data reported under Article 37 of the MMF Regulation, with data as from Q1/2020 onwards. All statistics: link to the “Statistics” pageOther statistics -
1 December 2021
UCITS Risk Reporting dashboard – December 2020
In the context of the UCITS Risk Reporting, all Luxembourg-domiciled UCITS authorised by the CSSF are required to provide some general information/basic functional data including the global exposure calculation method and the realised level of leverage, as well as, for…Other statistics -
21 December 2020
AIFM Reporting dashboard – December 2019
All statistics: link to the “Statistics” pageOther statistics -
Other statistics
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Other statistics
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Other statistics
Other reports
Publications
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23 October 2024
CSSF thematic review on the delegation of the portfolio management function by investment fund managers (IFMs) – CSSF Feedback report
Studies and reports -
Studies and reports
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13 June 2023
CSSF Thematic Review: Validation of Value-at-Risk models used by UCITS for global exposure calculation – Results
Studies and reports -
Studies and reports
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18 December 2020
CSSF Thematic Review Efficient Portfolio Management by UCITS – Revenues & Costs/Fees results
Following the thematic review on the use by UCITS of efficient portfolio management techniques (EPM), this publication concerns the main observations made by the CSSF together with the related recommendations and improvements. The review was focused on the regulatory provisions…Studies and reports -
21 December 2018
White Paper – Artificial Intelligence: Opportunities, risks and recommendations for the financial sector
White paper