Element 6: Treatment of Transactions with Affiliates
| No: 000042008998 | Date(g): 5/10/2020 | Date(h): 18/2/1442 | Status: In-Force |
Transactions between a firm and its affiliates should be subject to these initial and variation margin requirements.
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| 45. | Banks should apply standardised schedule-based haircuts as defined in Appendix B for transactions between the bank and its affiliates.
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