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  • Bilateral Netting

    • CA-15.3.30

      When an eligible bilateral netting contract is in place (see Paragraphs CA-15.4.1 to CA-15.4.3), the RC for the set of derivative exposures covered by the contract will be the net replacement cost and the add-on will be ANet as calculated in Paragraphs CA-15.3.27 and CA-15.3.28.

      Added: October 2018