تجاوز إلى المحتوى الرئيسي

3. EAD Calculation

C 52/2017 STA يسري تنفيذه من تاريخ 1/4/2021

The exposure EAD to be risk weighted for counterparty credit risk capital requirements purposes is therefore

EAD = 1.4 * (RC + PFE) = 1.4 x (60,000 + 346,878) = 569,629