Entire Section

  • PIB A4.8.1 PIB A4.8.1

    For Counterparty Exposures in the Trading 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-traded Derivatives, unpaid margin requirements, Trading Book qualifying deposits, and fees and interest.

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