confidence interval
Definitions over time (1)
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15/03/2013 – 15/06/2016 Article 1, Commission Delegated Regulation (EU) No 153/2013 Scope: Whole act
For the purposes of this Regulation, the following definitions apply:
‘confidence interval’ means the percentage of exposures movements for each financial instrument cleared with reference to a specific lookback period that a CCP is required to cover over a certain liquidation period;
Other definitions of this term in this act (1)
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