actual distribution
as defined in Directive 2006/48/EC of the European Parliament and of the Council of 14 June…
a distribution of market values or exposures at a future time period where the distribution is calculated using historic or realised values such as volatilities calculated using past price or rate changes.
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Also defined in
- CRR 32013R0575, Article 272, point (16)
a distribution of market values or exposures at a future time period where the distribution is calculated using historic or realised values such as volatilities calculated using past price or rate changes;