Book traversal links for III. Requirements for Counterparty Credit Risk (CCR) ‹ II. Definitions Up Netting Sets › III. Requirements for Counterparty Credit Risk (CCR) C 52/2017 STA Effective from 1/12/2022 Netting Sets Exposure at Default and Risk-Weighted Assets Replacement Cost Potential Future Exposure Adjusted Notional Amount Supervisory Delta Adjustment and Effective Notional Amount Maturity Factor Supervisory Factors, Correlations, and Volatilities PFE Multiplier Margin Agreements Covering Multiple Netting Sets IV. Requirements for Bank Exposures to Central Counterparties Qualifying Central Counterparties Exposures to QCCPs Requirements for Bank Risk Management Related to QCCPs V. Review Requirements VI. Shari’ah Implementation Book traversal links for III. Requirements for Counterparty Credit Risk (CCR) ‹ II. Definitions Up Netting Sets › 1876