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CA-5.4.10

On-balance sheet netting of loans and deposits of a bank to or from a retail customer will be permitted subject to the same conditions outlined in paragraph CA-4.4.1 of the standardised approach. For retail off-balance sheet items, banks must use their own estimates of CCFs provided the minimum requirements in paragraphs CA-5.8.84 to CA-5.8.87 and CA-5.8.90 are satisfied.

Apr 08