Current Market Value
Definitions over time (1)
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19/07/2016 – 25/12/2019 Article 272, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 3 Section 5, Part III Title II Chapter 4 Section 5, Part III Title II Chapter 6 Section 5, Part III Title IV Chapter 1A Section 5, Part III Title IV Chapter 2 Section 5, Part III Title IV Chapter 5 Section 5, Part X Title I Chapter 1 Section 5
For the purposes of this Chapter and of Title VI of this Part, the following definitions shall apply:
‘Current Market Value’ (hereinafter referred to as ‘CMV’) for the purposes of Section 5 refers to the net market value of the portfolio of transactions within a netting set, where both positive and negative market values are used in computing the CMV;
Other definitions of this term in this act (1)
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