EBU Single Rulebook Q&A 1 December 2017 2017_3612 Market risk benchmarking – specification of portfolio 12
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European Union · · · 01-12-2017
The specification for portfolio 12 given in Section 2.2 of Annex 5 sets the initial spot price as ‘Level of USD/EUR on 12 October 2017’. Should London or New York closing time be used? Section 2.2 of Annex V, details for portfolio 12 Industry association For the purposes of determining the initial spot price for portfolio 12 of section 2.
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