marking to model
Defined in Article 4, Capital Requirements Regulation (CRR)
Uses as of 19/07/2016
Definitions over time (1)
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19/07/2016 – 27/06/2019 applies on 19/07/2016 Article 4, Capital Requirements Regulation (CRR) Scope: Whole act
For the purposes of this Regulation, the following definitions shall apply:
‘marking to model’ means any valuation which has to be benchmarked, extrapolated or otherwise calculated from one or more market inputs;
Other definitions of this term in this act (2)
Each has its own scope, dates and uses. Open one to see when it applies.