PIB A4.8 PIB A4.8 Credit RWA — Other Trading Book Transactions
PIB A4.8.1 PIB A4.8.1
PIB A4.8.1 Guidance
Counterparty Exposuresin relation to exchange-traded Derivatives, unpaid margin requirements, Trading Bookqualifying deposits, and fees and interest.
Counterpartyhas not fully paid a margin requirement on a Derivativetransaction listed on an exchange or cleared through a clearing house: E = the shortfall.
Authorised Firmsells or writes an Optionto a Counterpartyor buys an Optionon behalf of a Counterpartyand the Counterpartyhas not paid the full Optionpremium: E = the uncovered premium on the transaction.
Counterpartyhas not fully met amounts owed to an Authorised Firmarising out of losses on closed-out Derivativetransactions or has not fully settled amounts owed in respect of periodic or final settlement of transactions: E = the unpaid loss.