EBU Single Rulebook Q&A 16 February 2015 2015_1829 Concentration of funding by counterparties - maturities and product types for fair value of derivaties and collaterals
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European Union · · · 18-12-2015
Institutions shall report the total of all other remaining liabilities in section 2; shall we also report weighted average initial maturity and weighted average residual maturity for the remaining liabilities or the average maturities should only be reported for counterparties exceeding a threshold of 1% of total liabilities ?
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