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Committees at the Bank for International Settlement (BIS)

The Treatment of Potential Exposure For Off-Balance-Sheet Items

The treatment of potential exposure for off-balance-sheet items

  • Netting of add-ons
  • The expanded matrix

Annex
Text amending the Capital Accord

  • Forwards, swaps, purchased options and similar derivative contracts
  • The current exposure method
  • The original exposure method
  • Bilateral netting
  • Risk weighting

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