PRU 4.9.19

Past version: effective from 21/10/2015 - 20/10/2015
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An Authorised Person which has taken eligible financial Collateral for any SFT that is not covered by a qualifying bilateral Netting agreement and using the FCCA, must calculate E* in accordance with Rules A4.3.2 to A4.3.6 in App4, and substitute E* for E when calculating the Credit Risk-weighted Exposure amount for that CR Exposure under Section 4.8.