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CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk — V. Illustrations of EAD Calculations — B. Illustration 2
3362 - 3. EAD Calculation ()
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk — V. Illustrations of EAD Calculations — B. Illustration 2
3363 - E. Hedging Sets ()
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk — IV. Frequently Asked Questions
3364 - F. Maturity and Supervisory Duration ()
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk — IV. Frequently Asked Questions
3365 - G. Other ()
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk — IV. Frequently Asked Questions
3366 - V. Illustrations of EAD Calculations ()
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk
3367 - A. Illustration 1 ()
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk — V. Illustrations of EAD Calculations
3368 - 1. Replacement Cost Calculation ()
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk — V. Illustrations of EAD Calculations — A. Illustration 1
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk
3370 - IV. Frequently Asked Questions ()
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk
3371 - A. Netting ()
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk — IV. Frequently Asked Questions
3372 - B. Collateral ()
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk — IV. Frequently Asked Questions
3373 - C. Classification of Trades ()
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk — IV. Frequently Asked Questions
3374 - D. Supervisory Delta Adjustment ()
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk — IV. Frequently Asked Questions
3375 - G. Delta Adjustment ()
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk — II. Clarifications
3376 - H. Complex Derivatives ()
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk — II. Clarifications
3377 - I. Unrated Reference Assets ()
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk — II. Clarifications
3378 - J. Commodity Derivatives ()
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk — II. Clarifications
3379 - K. Single-Name and Index Derivatives ()
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk — II. Clarifications
3380 - L. Special Cases of Margin Agreements ()
CBUAE Rulebook — Banking — Capital Adequacy — Guidance for Capital Adequacy of Banks in the UAE — Pillar 1 — IV. Counterparty Credit Risk — II. Clarifications