Book traversal links for 6.2 On Balance Sheet Netting
6.2 On Balance Sheet Netting
No: BCS 290 | Date(g): 12/6/2006 | Date(h): 16/5/1427 | Status: No longer applicable |
Where banks have legally enforceable netting arrangements for loans and deposits they may calculate capital requirements on the basis of net credit exposures subject to the conditions in Basel II.