EBU Single Rulebook Q&A 16 October 2013 2013_396 Alternative treatment of the exposure measure: Notional amount
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European Union · · · 22-08-2014
How do we have to report the notional of derivatives, do we have to sum up all derivatives in absolute value? For example for IRS, do we have to report both legs or only one? For example for FX forward, do we have to report contract to be received and contract to be delivered?
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