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Re: CRA based on remaining maturity

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Hi Nikhil,

 

Thanks for your prompt answer. I agree for rating derivation but for the dates, they want to differentiate limit amounts based on remaining maturity. Means that we have to take end of term or bond maturity into account.

I don't think we can use validity dates in TBL1 because these fields are not dynamically determined.

 

Regards,

 

Philippe.


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