In this work we consider a problem of modelling of 2D anisotropic dispersive wave propagation in unbounded domains with the help of perfectly matched layers (PML). We study the Maxwell equations in passive media with a frequency-dependent diagonal tensor of dielectric permittivity and magnetic permeability. An application of the traditional PMLs to this kind of problems often results in instabilities. We provide a recipe for the construction of new, stable PMLs. For a particular case of non-dissipative materials, we show that a known necessary stability condition of the perfectly matched layers is also sufficient. We illustrate our statements with theoretical and numerical arguments.