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Division C 108.00 – Profit & Loss Time SeriesF1

United Kingdom

Original text. Later amendments are not shown.

This template shall be filled only by institutions that calculate VaR using historical simulation.

  1. Instructions concerning sheets (z-axis)

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).