Minimum Capital Requirements for Counterparty Credit Risk (CCR) and Credit Valuation Adjustment (CVA)
Para. 1.4Status unknownSaudi ArabiaRegulation
Issued by Saudi Central Bank (SAMA) Rulebook
(2) RC = the replacement cost calculated according to 6.5 to 6.21 (3) PFE = the amount for potential future exposure calculated according to 6.22 to
The Arabic text is the legally binding version. The English translation is provided for guidance only.
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