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BSM (Liquids (Why? (provide further clarity on the calculation…
BSM
Liquids
Why?
provide further clarity on the calculation specifically different results for short positions driven by overall bank position
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MVA
Why?
Difference in pricing of MVA between BRM & Trading, i.e. BRM prices marginal, while trading prices behavirioul
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Trading assets
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What action is required?
Get the committees' views on whether there are impending actions on trading assets or whether possible HQLA benefits should be pursued....
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