distribution of market values

Defined in Article 272, Capital Requirements Regulation (CRR)

Definitions over time (2)

1. 25/12/2019 – today applies on 12/11/2026 Article 272, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 6

   For the purposes of this Chapter and of Title VI of this Part, the following definitions shall apply:

   ‘distribution of market values’ means the forecast of the probability distribution of net market values of transactions within a netting set for a future date (the forecasting horizon), given the realised market value of those transactions at the date of the forecast;

2. 28/06/2013 – 19/07/2016 Article 272, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 6

   For the purposes of this Chapter and of Title VI of this Part, the following definitions shall apply:

   ‘distribution of market values’ means the forecast of the probability distribution of net market values of transactions within a netting set for a future date (the forecasting horizon), given the realised market value of those transactions at the date of the forecast;

Used in (5 places in 2 provisions on 12/11/2026)

Capital Requirements Regulation (CRR) (5 in 2)

Article 272⁴ · Article 284