EBU Single Rulebook Q&A 5 July 2016 2016_2816 Positions Subject to Capital Charge

Also known as

European Union · · · 28-07-2017

COREP template C 18.00, column 050 - Can you please clarify what is expected to be reported in this field? A difference of opinion exists between the firm and its auditors as to how this cell should be populated: The firm believes that this field is a simple summation of columns 030 and 040, however our auditors believe that it should be the sum of weighted matched and unmatched positions.

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.