CMV
as defined in Regulation (EU) 2019/2033 of the European Parliament and of the Council of 27…, Article 4(1), point (36) (Definitions)
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
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Also defined in
- 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; - 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