EBU Single Rulebook Q&A 10 February 2022 2022_6364 v09808_m - netting set with IMM and SA-CCR positions
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European Union · · · 17-02-2023
In template C 34.02, the columns current market value (CMV), positive (c0040) and Current market value (CMV), negative (c0050) are to be presented as a sum of the current market values (CMV) of all the netting sets.In order to comply with requirements, the CMVs are to be presented on netting set level.
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