PIB 4.9 Methodology for Measurement of Exposures
- PIB 4.9.1
- PIB 4.9.2
- Measurement of E for On-Balance Sheet Assets
- Measurement of E for Off-Balance Sheet Items Other than Counterparty Risk Exposures
- Recognition of Eligible Financial Collateral for On-Balance Sheet Assets and Off-Balance Sheet Items Other Than Counterparty Exposures
- Recognition of Eligible Financial Collateral for Securitisation (SE) Exposures
- Measurement of E for Counterparty Exposures
- Measurement of E for Counterparty Exposures Arising from OTC Derivative Transactions and Long Settlement Transactions
- Measurement of E for Pre-Settlement Counterparty Exposures Arising from SFTs
- Exceptions to the Measurement of E