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CACEIS News N°50 — June 2017

The Asset Servicing Journal

  • Rethinking risk prediction models
  • Exploring new methodologies for strengthening macroeconmic models
  • CACEIS mandated to service Amundi Italian funds
  • Primary Lending Funds: a new investment opportunity for French funds
  • Digital innovation: WebInvestor, a new solution for investors
  • MiFID II: the countdown is on
  • AEOI: Are you ready?
  • Data analytics services: unlock your data's potential
  • CACEIS's new corporate brochure is online
  • Country Focus Germany

CACEIS Emetteurs

CACEIS Emetteurs N°14 — Septembre 2017

L’actualité des services aux émetteurs


  • Service Relation Investisseurs
  • Interview de Isabelle Cornet, Responsable Relation Investisseurs CACEIS Corporate Trust
  • Statistiques Relation Investisseurs
  • Interview client : Eugénie Mahler, Responsable de communication actionnaires de Natixis
  • Une nouveauté pour les actionnaires : CACEIS proposae la signature sur tablette en assemblée générale
  • Enquête de satisfaction : 96 % des clients satisfaits

Reference Papers

Fonds de Capital Investissement

A practical guide - 2016 (in French)

The purpose of this guide is to clarify the knowledge of the specificities of FCPRs. For a better understanding, it is illustrated with practical cases and accounting schemes.

This version incorporates the changes brought about by the transposition of the AIFM Directive 2011/61 / EU as well as the various French or European texts having a direct or indirect impact on venture capital investments.


Corporate Brochure 2017 (USD)

Global Asset Servicing Partner

CACEIS is an asset servicing bank specialising in post-trade functions related to administration and monitoring of all asset classes. With a solid IT infrastructure, we provide execution, clearing, custody, depositary and asset valuation services in markets worldwide to assist institutional and corporate clients in meeting their business development objectives.


No.29 - December 2016

European Regulatory Watch

AIFMD - ESMA Q&A update
CMU initiatives - EU Commission follows up on the call for evidence on the EU regulatory framework for financial services
Directive on access to beneficial owners information – Publication in the OJEU
EMIR - EU Commission issues its regulation proposal on a framework for the recovery and resolution of CCPs
EMIR - Extension of the transitional periods for CCPs in relation with own funds requirements
EMIR - Delegated Regulation on risk-mitigation techniques for OTC derivatives contracts not cleared by a CCP published in the OJEU
EMIR - ESMA consults on extended aggregated trade repository data
MiFID II/MiFIR - Level 2 implementation state of play
MiFID II/MiFIR - ESMA updates its Q&A on investor protection topics
MiFID II/MiFIR - ESMA updates its Q&A on market structures topics
MiFID II/MiFIR - ESMA publishes its first Q&A on commodity derivatives topics
MiFID II/MiFIR - ESMA issues Q&A on MiFIR data reporting
MMF - Council of the EU confirms agreement with the EU Parliament
PRIIPs - EU Parliament and Council of the EU vote for level 1 delay
Prospectus directive - EU Commission, EU Parliament and Council of the EU agree on new prospectus rules
Prospectus Directive – ESMA Q&A update
SRD II - Council of the EU agrees with EU Parliament
MAR - ESMA Q&A update
SFTR- ESMA consults on fees for trade repositories
UCITS - ESMA Q&A on investments limits
MiFID II/MiFIR - CSSF communicates additional information on transactions reporting
EU - EU Commission announces start of work to create first common EU list of "non-cooperative tax jurisdictions"
Luxembourg - Australia’s institutional investors get easier access to Luxembourg UCITS
OECD/G20 BEPS project - The "Multilateral Instrument" is published


N°95 - Juillet-Août 2017

L’actualité juridique et réglementaire

EDHEC-Risk Institute

Multi-Dimensional Risk and Performance Analysis for Equity Portfolios

An EDHEC-Risk Institute Publication

In this study, EDHEC-Risk Institute explores a novel approach to address the challenge raised by the standard investment practice of treating attributes as factors, with respect to how to perform a consistent risk and performance analysis for equity portfolios across multiple dimensions that incorporate micro attributes.