An Authorised Firm which has taken eligible financial Collateral for any SFT that is not covered by a qualifying bilateral Netting agreement and using the FCCA, must calculate E* in accordance with Rules
[PIB A4.3.2] to [PIB A4.3.6] in [PIB App4], and substitute E* for E when calculating the Credit Risk-weighted Exposure amount for that CR Exposure under [PIB section 4.8].
Derived from RM111/2012
(Made 15th October 2012). [VER20/12-12]