EBU Single Rulebook Q&A 27 March 2019 2019_4626 Diversification benefits of upside uncertainty in column 0120 C 32.02
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European Union · · · 30-04-2021
Where should diversification benefits of the upside uncertainty shall be included? In our opinion the upside uncertainty in column 0120 should show symetric results in comparison with AVAs in column 0110 if the underlying market data shows a symmetric distribution. Because the design of the C 32.
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