EBU Single Rulebook Q&A 5 February 2019 2019_4519 Col 040 of Corep: C 32.04 - Prudent Valuation: Concentrated Positions AVA (PRUVAL 4) report
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European Union · · · 30-04-2021
As per article 14 (details available below), col 040 of Corep C32.04 report is quite subjective. But to the best of our interpretation can we say that its a percentage value and is computed as Col 040 = ( CONCENTRATED POSITIONS AVA (Col 080) / Total CONCENTRATED POSITIONS AVA )* 100 There is confusion around the data type for column Col 040: CONCENTRATED POSITION SIZE of C32.04 report.
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