EIOPA · 187
187
- Regulation
- Guidelines on submission of information to NCAs (Preparatory phase)
- Submitted
- 2015-10-29
- Answered
- 2019-10-31
Question
Is this field applicable for swaptions i.e. are we required to report trigger value for swaptions? If so, what should we report as the trigger value?
Answer
It should be the strike price of the option, in case of a swaption on interest rates swaps should be the fixed rate.
This Q&A is published by European Insurance and Occupational Pensions Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.
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