CA-8.3.4

Past version: Effective from 01 Apr 2008 to 31 Dec 2011
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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