Book traversal links for 3. EAD Calculation
3. EAD Calculation
C 52/2017 STA Effective from 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 (60,000 + 346,878) = 569,629