For portfolios other than those reported in accordance with point (a) of Article 3(3), an institution shall report to its competent authority an initial market valuation of those portfolios or of individual instruments included in those portfolios, as applicable, at the precise date specified in the instructions set out in Annex VI.
You are viewing Article 5 Initial market valuation for market risk as of Article 5 Initial market valuation for market risk was last updated on 01/01/2021.