PIB 4.9.19

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]