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  • General Measurement Principles

    • CA-15.3.1

      Total Exposures for the purpose of CA-15.2.2 is the sum of the following exposures:

      (a) On-balance sheet exposures;
      (b) Derivative exposures;
      (c) Securities financing transactions; and
      (d) Off-balance sheet items as identified in this Section.
      Added: October 2018

    • CA-15.3.2

      For purposes of Paragraph CA-15.3.1 the exposure measures should be consistent with financial statements where appropriate.

      Added: October 2018