Content Options:

Content Options

View Options:


You are viewing the version of the document as on 2024-10-10.

current market value

the net market value of the portfolio of transactions or securities legs subject to netting in accordance with MIFIDPRU 4.14.28R (Netting), where both positive and negative market values are used in computing CMV.256[Note: Part 1 of Annex III of the Banking Consolidation Directive (Definitions)]230