PIB 4.9.7

An Authorised Firm using the FCCA may calculate the CR Exposure adjusted for eligible financial Collateral (referred to in PIB as "E*"), in accordance with Rules in PIB section A4.3 of 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]