CMV
as defined in CRR, Article 272, point (12) (Definitions)
the net market value of all the transactions within a netting set gross of any collateral held or posted where positive and negative market values are netted in computing the CMV
Install the extension for EUR-Lex
Also defined in
- Regulation (EU) 2019/2033 of the European Parliament and of the Council of 27 November 2019 on the prudential… 32019R2033, Article 4(1), point (36)
the net market value of the portfolio of transactions or securities legs subject to netting in accordance with Article 31, where both positive and negative market values are used in computing CMV - Directive 2006/48/EC of the European Parliament and of the Council of 14 June 2006 relating to the taking up and… 32006L0048, bIII.p1
current market value of the portfolio of transactions within the netting set with a counterparty gross of collateral