‹ 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 Appendix 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 ›