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European Insurance and Occupational Pensions Authority

1776

Q&A

Question ID: 1776

Regulation Reference: (EU) No 2015/2450 - templates for the submission of information to the supervisory authorities

Article: 35

Status: Final

Date of submission: 09 Jan 2019

Question

Could you please clarify what do you expect to be trigger value of the Total Return Swap?

EIOPA answer

Trigger value should not be applicable to Total return Swaps.