PIN A6.6.4

The asset equivalent amount in respect of a derivative is calculated as the sum of the current mark-to-market exposure of the derivative (where this is positive) and the amount obtained by multiplying the notional principal amount of the derivative by the factors specified in the table set out in PIN Rule A4.6.4, according to the nature and residual maturity of the derivative.

Derived from DFSA RM06/2004 (Made 16th September 2004). [VER1/09-04]