Book traversal links for 3. EAD Calculation
3. EAD Calculation
C 52/2017 STA Effective from 1/4/2021The exposure that would be risk-weighted for the purpose of counterparty credit risk capital requirements is therefore:
EAD = 1.4 * (RC + PFE) = 1.4 x (0 + 272,313) = 381,238