EBU Single Rulebook Q&A 12 December 2013 2013_641 Base for calculating Add-ons for Derivatives
Also known as
European Union · · · 12-12-2013
For the calculation of potential future credit exposure, when should the notional amount be used and when the underlying value? Which notional amount should be used: Notional of the derivative contract or notional of the underlying?
Read the full text
This document is published by eba.europa.eu.
Moonlit adds the citation network, article-level links and cross-references, which are available to search for free.
Sign in to Moonlit