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Chapter 4 RtF K-factors (arts. 24-33)

Comparing proposed amendment...
Applicable
Article 24 RtF K-factor requirement
Section 1 Trading counter party default (arts. 25-32)
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Article 25 Scope
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Article 26 Calculating K-TCD
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Article 27 Calculation of exposure value
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Article 28 Replacement cost (RC)
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Article 29 Potential future exposure
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Article 30 Collateral
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Article 31 Netting
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Article 32 Credit valuation adjustment
Section 2 Daily trading flow (art. 33)
Applicable
Article 33 Measuring DTF for the purpose of calculating K-DTF