National Environmental Management Act, 1998 (107 of 1998)
R 385
26. Capital calculation requirements for credit risk |
A licensed central counterparty must use the Standardised Approach for the measurement of its exposure to credit risk.
26.2 Exposure to counterparties
26.3 Reduction of credit exposure
26.4 Exposure secured by a pledge or cession in secuitatem debiti of eligible collateral
26.5 Eligible collateral for risk mitigation purposes
