OpenLegislation

Division TEMPLATE RELATED INSTRUCTIONSF1

United Kingdom

Original text. Later amendments are not shown.

  1. C 106.00 – Initial Market Valuation and exclusion justification
  2. C107.01 – VaR & sVaR Non-CTP. Details
  3. C 107.02 – VaR, sVaR and PV — Non-CTP. Base Currency Results
  4. C 108.00 – Profit & Loss Time Series
  5. C 109.01 – IRC. Details of the Model
  6. C 109.02 – IRC. Details by Portfolio
  7. C 109.03 – IRC. Amount by Portfolio/Date
  8. C 110.01 – CT. Details of the Model.
  9. C 110.02 – CT. Details by Portfolio.
  10. C 110.03 – CT. APR by Portfolio/Date

Annotations

Textual amendments

F1

Substituted by Commission Implementing Regulation (EU) 2019/439 of 15 February 2019 amending Implementing Regulation (EU) 2016/2070 as regards benchmark portfolios, reporting templates and reporting instructions to be applied in the Union for the reporting referred to in Article 78(2) of Directive 2013/36/EU of the European Parliament and of the Council (Text with EEA relevance).