PRU A4.9.1

Past version: effective from 21/10/2015 - 20/10/2015
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An Authorised Person may determine the Exposure value of a Credit Risk Exposure outstanding with a central counterparty in accordance with A4.9.2, provided that the central counterparty's Counterparty Credit Risk Exposure with all participants in its arrangements are fully collateralised on a daily basis.