Back Custom print Link Text Only Rich Text Print

  • Add-on Factors for Determining PFE

    • CA-15.3.36

      The following add-on factors apply to financial derivatives, based on residual maturity:

      Added: October 2018

    • CA-15.3.37

      Add-ons must be based on effective rather than apparent notional amounts. In the event that the stated notional amount is leveraged or enhanced by the structure of the transaction, Bahraini conventional bank licensees must use the effective notional amount when determining PFE.

      Added: October 2018