Entire Section

  • PIB 4.13.7 PIB 4.13.7

    In the case of any Counterparty Risk Exposures in Rules PIB 4.13.5. and PIB 4.13.6 arising from an SFT which are included in the Trading Book, eligible financial Collateral includes all instruments which an Authorised Firm may include in its Trading Book.

    Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]

    • PIB 4.13.7 Guidance

      For an Authorised Firm using Units of a Fund under the FCSA approach, the use or potential use by that Fund of Derivative instruments solely to hedge investments listed in PIB Rule 4.13.5 should not preclude the Units in that Fund from being recognised as eligible financial Collateral.

      Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]