+Article 29 4.

Article 29 4.

Where use of mark-to-market is not possible or the market data is not of sufficient quality, an asset of an MMF shall be valued conservatively by using mark-to-model.

The model shall accurately estimate the intrinsic value of the asset of an MMF, based on all of the following up-to-date key factors:

(a)

the volume and turnover in the market of that asset;

(b)

the issue size and the portion of the issue that the MMF plans to buy or sell;

(c)

market risk, interest rate risk, credit risk attached to the asset.

When using mark-to-model, the amortised cost method shall not be used.

1. Übersicht

Bezeichnung	Regulierung

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen
Quelle	Anforderung

3. Zugehörige Standards

Standards
Quelle	Anforderung

Builddate: 24.12.2024 00:00:00 -Doknr: CELEX:32017R1131
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