+Article 29 1.

Article 29 1.

The potential future exposure (PFE) referred to in Article 27 shall be calculated for each derivative as the product of:

(a) 

the effective notional (EN) amount of the transaction set in accordance with paragraphs 2 to 6 of this Article; and

(b) 

the supervisory factor (SF) set in accordance with paragraph 7 of this Article.

1. Vue d’ensemble

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1.1 Références

1.2 Exigences identifiées

1.3 Normes associées

2. Exigences identifiées

Exigences

3. Normes associées

Normes