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…
4.Institutions shall calculate the value of an adjustment as referred to in paragraph 3 on the basis of all positions that are assigned to the same trading desk. Institutions shall include changes in the adjustment’s value only on the date on which the adjustment is calculated.
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