Entire section Custom print Link Text Only Rich Text Print
  Versions

 

CM-2.3.45

Bahraini conventional bank licensees must identify exposures to a CCP related to clearing activities and sum together these exposures. Exposures related to clearing activities are listed in the table below, together with the exposure value to be used:

Trade Exposures The exposure value of trade exposures must be calculated using the exposure measures prescribed in this Chapter for the respective type of exposures.
Segregated Initial Margin The exposure value is 0.
Non-segregated Initial Margin The exposure value is the nominal amount of initial margin posted.
Pre-funded Default Fund Contributions Nominal amount of the funded contribution.
Unfunded Default Fund Contributions The exposure value is 0.
Equity Stakes The exposure value is the nominal amount.
Added: June 2022