PRU 4.9.19
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.