PRU 4.9 Methodology for measurement of Exposures
- PRU 4.9.1
- PRU 4.9.2
- Measurement of E for on-balance sheet assets
- Measurement of E for off-balance sheet items other than Counterparty Risk Exposures
- Recognition of eligible financial Collateral for on-balance sheet assets and off-balance sheet items other than Counterparty Exposures
- Recognition of eligible financial Collateral for securitisation (SE) Exposures
- Measurement of E for Counterparty Exposures
- Measurement of E for Counterparty Exposures arising from OTC Derivative transactions and long settlement transactions
- Measurement of E for pre-settlement Counterparty Exposures arising from SFTs
- Exceptions to the measurement of E