No. 27 - EMIR data analytics for research, financial stability and supervision

July 2025
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This volume is a collection of some of the papers based on EMIR data that were presented during the 'EMIR data analytics for research, financial stability and supervision' workshop, held in Rome on 6 and 7 June 2024 by Banca d'Italia in cooperation with the European Systemic Risk Board (ESRB). The papers describe the analyses conducted by analysts and researchers from European central banks, authorities, and institutions, based on data collected under the European Market Infrastructure Regulation (EMIR, Regulation (EU) No 648/2012) and used for research, financial stability, and supervisory purposes.

EMIR introduced the requirement for entities established in the European Union (EU) to report on a daily basis detailed information on derivatives transactions. These reports include granular counterparty data and a large set of contractual features, such as the notional amount, underlying asset, and maturity date. The reports are sent to trade repositories (TRs) and subsequently shared with EU competent authorities based on their respective mandates.

EMIR data contribute to improving transparency in derivatives markets. They also enable competent authorities to accurately analyze market activity and to monitor the related risks. The workshop facilitated the dissemination of knowledge, providing a platform to share information and lessons learned based on the use of this dataset within a network of experts.

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    No. 27 - EMIR data analytics for research, financial stability and supervision
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