EBU Single Rulebook Q&A 2 September 2014 2014_1455 Large Exposures - maturity buckets
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European Union · · · 13-03-2015
Is it possible to report negative amounts in some maturity buckets of the exposure in LE4 and LE5 templates? According to the validation rules, every column in template LE4 and LE5 should be larger than or equal to zero. Some banks report negative amounts as a result of derivative positions in some maturity buckets of the exposure in LE4 and LE5 templates.
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