EBU Single Rulebook Q&A 30 May 2016 2016_2756 Calculation of the threshold for using the simplified approach for the determination of AVAs.
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European Union · · · 20-01-2017
Exactly matching, offsetting fair-valued assets and liabilities shall be excluded from the calculation of the threshold for the simplified approach in the determination of AVAs. Does “exactly matching” refer to specific conditions regarding the counterparties of assets and liabilities that otherwise may qualify to be offset?
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