EBU Single Rulebook Q&A 14 November 2016 2016_2993 IMV definition for 2017 Market Risk Benchmarking exercise
Also known as
European Union · · · 14-11-2016
In Annex V.b it is stated that the Initial Market Value (IMV) means the 'unrealized balance'. Institutions seek more guidance in how to apply this. Should it be the mark-to-market on 27 October 2016, or the difference between the MtM's of 27 October 2016 and 13 October 2016?
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.
Sign in to Moonlit