‹ Appendix CA 2: Treatment of Counterparty Credit Risk and Cross-product Netting Appendix CA 4: Capital Treatment For Failed Trades and Non-DvP Transactions › Appendix CA 3: The 15% of Common Equity Limit on Specified Items Please download the Form in PDF format. ‹ Appendix CA 2: Treatment of Counterparty Credit Risk and Cross-product Netting Appendix CA 4: Capital Treatment For Failed Trades and Non-DvP Transactions ›