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CM-2.3.5

If there is a maturity mismatch in respect of credit risk mitigants (collateral, on balance sheet netting, guarantees and Shari’a compliant hedging instruments for credit protection) recognised under Paragraph CA-4.7.27, the adjustment of the credit protection for the purpose of calculating large exposures must be calculated according to CA-4.7.28.

Added: June 2022