Contents
- 1. For the purposes of the trading desk back-testing referred…
- 2. When calculating the actual changes in a trading desk port…
- 3. When calculating the actual changes in a trading desk port…
- 4. Institutions shall calculate the value of an adjustment as…
- 5. In addition to the exclusions laid down in paragraph 3, po…
2.When calculating the actual changes in a trading desk portfolio’s value, institutions shall reflect the changes in the value of that portfolio that are due to the passage of time.
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