Subregulation (18) Calculation of counterparty credit exposure or EAD in terms of the standardised approach

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[Subregulation (18) Heading substituted by section 3(l) of Notice No. 1427, GG44048, dated 31 December 2020 - effective 1 January 2021]

 

Subregulation (18)(a) Matters relating to the exposure amount or EAD

Subregulation (18)(b) Further matters relating to the size and sign of an exposure amount or EAD

Subregulation (18)(c) Matters relating to hedging sets

Subregulation (18)(d) Matters relating to credit conversion factors

 

[Regulation 23(18) substituted by section 3(l) of Notice No. 1427, GG44048, dated 31 December 2020 - effective 1 January 2021]