LMA Risk Code Triangulation Reports – Q2, 2014
The LMA Risk Code Triangulation Reports for the second quarter 2014, using data supplied by Xchanging, have now been published on the LMA website. These are available to LMA members only, and you need to be logged in to access them.
Access the Quarter 2, 2014 Reports
(LMA website, logon required)
There are two versions:
- The traditional basis with all currencies converted to Sterling;
- The multi-currency version incorporating data supplied by settlement currency. This allows users to choose which currencies to include in the analysis and what rates of exchange to apply when the conversion to Sterling is calculated. As a default, the report includes all settlement currencies converted to Sterling at the Solvency ROE applicable to each Year of Account.
For further information please contact Patrick Davison (firstname.lastname@example.org) or Neil Roberts (email@example.com).