CA-8.3.4
The calculation of the counterparty charge for repo-style transactions will be conducted using the rules in paragraphs CA-4.3.3 to CA-4.3.25 and Appendix CA-2 spelt out for such transactions booked in the banking book. The firm-size adjustment for SMEs as set out in paragraph CA-5.3.4 shall also be applicable in the trading book.
Apr 08