An Authorised Firm using the FCCA approach for an SE Exposure must calculate E*, the SE Exposure adjusted for eligible financial Collateral, in accordance with
[Rules] in [PIB section A4.3] of [PIB App4] and substitute E* for E when calculating the RWA for SE Exposure under [PIB section 4.8].
Derived from RM111/2012
(Made 15th October 2012). [VER20/12-12]