Contents
- 1. For the purposes of the back-testing referred to in Articl…
- 2. When calculating the actual changes in a portfolio’s value…
- 3. When calculating the actual changes in a portfolio’s value…
- 4. Institutions shall calculate the change in the value of th…
- 5. Institutions shall include changes in the adjustment’s val…
5.Institutions shall include changes in the adjustment’s value only on the date on which the adjustment is calculated.
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