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Exposures that Give Rise to Counterparty Credit Risk

No: 44047144 Date(g): 27/12/2022 | Date(h): 4/6/1444 Status: In-Force

Effective from Jan 01 2023 - Dec 31 2022
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7.94For exposures that give rise to counterparty credit risk according to paragraph 5.3 in The Counterparty Credit Risk (CCR) Framework (i.e. OTC derivatives, exchange-traded derivatives, long settlement transactions and securities financing transactions), the exposure amount to be used in the determination of RWA is to be calculated under the rules set out in chapters 3 to 8 in The Counterparty Credit Risk (CCR) Framework.