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PIB 4.9.14

An Authorised Firm must calculate E, for a pre-settlement CounterpartyExposure arising from an SFT, other than an Exposure covered by a qualifying cross-product Netting agreement, in accordance with Rules PIB 4.9.15 to PIB 4.9.20.

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