CM-4.2.3
Past version: Effective from 01 Oct 2007 to 31 Dec 2010
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Large exposures are calculated using the sum of the nominal amounts before the application of the risk weighting and credit conversion factors for:
(a) on-balance sheet claims;
(b) guarantees and other contingent claims; and
(c) potential claims in the case of undrawn facilities.
October 07