EBU Single Rulebook Q&A 19 August 2013 2013_171 COREP C25.00 (CVA): rows 030 and 040 for column 110 shouldn't be reported
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European Union · · · 14-02-2014
in CVA report, the column 110 is requested for all methods but when we check the definition of this column "number of counterparties where the credit spread was determined using a proxy instead of directly observed market data".
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