EBU Single Rulebook Q&A 27 January 2021 2021_5702 DPM v3.0 NSFR Derivatives
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European Union · · · 25-06-2021
Should only derivatives with a residual maturity < 6 be reported on NSFR templates? According to the Annotated Table Layout 300-P1-COREP 3.0 C 80.00.b, C 80.00.y, C 81.00.b, C 81.00.
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