كتاب روابط اجتياز لـ 3. EAD Calculation
3. EAD Calculation
C 52/2017 STA يسري تنفيذه من تاريخ 1/4/2021The exposure EAD to be risk weighted for counterparty credit risk capital requirements purposes is therefore
EAD = 1.4 * (RC + PFE) = 1.4 x (20 + 3,843) = 5,408