CMV
as defined in Directive 2006/48/EC of the European Parliament and of the Council of 14 June…
current market value of the portfolio of transactions within the netting set with a counterparty gross of collateral
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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 - CRR 32013R0575, Article 272, point (12)
the net market value of the portfolio of transactions within a netting set, where both positive and negative market values are used in computing the CMV;