PIB A4.9.1

An Authorised Firm may determine the Exposure value of a Credit Risk Exposure outstanding with a CCP in accordance with PIB A4.9.2, provided that the CCP's Counterparty Credit Risk Exposure with all participants in its arrangements are fully collateralised on a daily basis and the CCP is a qualifying CCP.

Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]
[Added] DFSA RMI293/2021 (Made 24th February 2021). [VER38/04-21]