• PRU A4.8.1 PRU A4.8.1

    For Counterparty Exposures in the Trading Book not covered by Sections A4.6 and A4.7, the following formula applies: Credit RWA = E × CRW.

    • Guidance

      Examples include Counterparty Exposures in relation to exchange-traded Derivatives, unpaid margin requirements, Trading Book qualifying Deposits, and fees and interest.