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PIB A4.3.2

An Authorised Firm using the FCCA to calculate E* must adjust both the amount of the Exposure to the Counterparty and the value of any Collateral received in support of that Counterparty to take into account possible future fluctuations in the value of either due to market movements, by using the methods and haircuts set out in Rules PIB A4.3.6 to PIB A4.3.29.

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