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PIB A4.9.3

An Authorised Firm which purchases Credit Derivative protection against a Non-Trading BookExposure or against a CounterpartyCredit RiskExposure, must compute Market Risk Capital Requirements for the hedged asset in accordance with the relevant Rules in PIB chapter 5.

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