7.2 Derivative Exposures
Para. 7.2Status unknownSaudi ArabiaRegulation
Issued by Saudi Central Bank (SAMA) Rulebook
Derivative Exposures
7.2.1 Treatment of derivatives: Exposures to derivatives includes the following components under the Leverage ratio exposure measure: (i) Replacement cost (RC) (ii) Potential future exposure (PFE)
The Arabic text is the legally binding version. The English translation is provided for guidance only.
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