EBU Single Rulebook Q&A 1 February 2017 2017_3140 Use ‘AND’ or ‘OR’ rule to identify the exposure of the individual counterparties?
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European Union · · · 24-03-2017
Template C 101.00 ‘Definition of Low Default Portfolio Counterparties’ (Annex I): Shall the columns Legal entity identifier, Credit register code, Commercial register code, ISIN Code and Bloomberg ticker be used with ‘AND’ or ‘OR’ rule to identify the exposure of the individual counterparties? It is unclear if we have to use ‘AND’ or ‘OR’ rule.
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