In the case of any Counterparty Risk Exposures in Rules [PIB A4.12.12] and [PIB A4.12.13], arising from an SFT which is included in the Trading Book, eligible financial Collateral includes all instruments which an Authorised Firm may include in its Trading Book.
Derived from
RM111/2012 (Made 15th October 2012). [VER20/12-12]