EBU Single Rulebook Q&A 19 February 2015 2015_1843 Disclosure requirement
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European Union · · · 19-02-2015
What is the scope, in terms of risk types, of the disclosure requirement under Title VII, paragraph 23b); specifically, does it include Counterparty Credit Risk? The scope, in terms of risk types, of the disclosure requirement under Title VII, paragraph 23b) is unclear. In particular, it is unclear whether it includes Counterparty Credit Risk or not.
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