EBU Single Rulebook Q&A 14 January 2019 2019_4459 Clarification of negative RWA--, Annex III, Benchmarking exercise
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European Union · · · 14-01-2019
What should we do if the value of RWA-- gets negative? Should we do nothing or should the value change to example 0? When calculation the RWA with a confidence interval, some of the calculated value of RWA-- may be negative. p-- is the smallest negative value which affect the value of RWA--.
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