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CA-5.3.37

On-balance sheet netting of loans and deposits will be recognised subject to the same conditions as under the standardised approach (see paragraph CA-4.4.1). Where currency or maturity mismatched on-balance sheet netting exists, the treatment follows the standardised approach, as set out in paragraphs CA-4.5.12 and CA-4.6.1 to CA-4.6.4.

Apr 08