EBU Single Rulebook Q&A 29 September 2016 2016_2919 Benchmarking portfolios: document clause for CDS
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European Union · · · 29-09-2016
Annex V portfolio 1.19 restructuring clause: FULL. However, we found "CR14" as the relevant document clause. Please clarify if we shall use doc clause CR14 instead. Annex V portfolios 1.21, 1.23. 1.26 Doc clause = MM. However, current market convention is MM14. Please clarify if we shall use doc clause MM14 instead.
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