Entire Section
PIB A4.8.1 PIB A4.8.1
For
Counterparty Exposures in theTrading Book not covered by sections PIB A4.6 and PIB A4.7, the following formula applies:Credit RWA = E x CRW.Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]PIB A4.8.1 Guidance
Examples include
Counterparty Exposures in relation to exchange-tradedDerivatives , unpaid margin requirements,Trading Book qualifying deposits, and fees and interest.Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]