EBA · 2018_4243 Rejected question

Market risk benchmarking - specification of Long position on “Cap and Floor” 10-year UBS AG (Ticker: UBSG VX) Notes.

Regulation
Directive 2013/36/EU (CRD)
Article
78
Topic
Supervisory reporting - Supervisory Benchmarking
Submitted by
Industry association
Submitted
2018-09-07

Question

The specification for section 2. IR. 23, institutions shall provide IMV on a long position note issued by UBS. Should the institutions include credit risk on UBS note?

Background

Section 2: IR Instruments - question 23 (Long position on “Cap and Floor” 10-year UBS AG (Ticker: UBSG VX) Notes.)
No answer published yet.

Original source: European Banking Authority, Q&A ID 2018_4243

This Q&A is published by European Banking Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.

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