Medicines and Related Substances Act, 1965
R 385
Subregulation (19) Calculation of counterparty credit exposure in terms of the internal model method |
[Heading substituted by section 3(m) of Notice No. 1427, GG44048, dated 31 December 2020 - effective 1 January 2021]
Subregulation (19)(a) Matters relating to the exposure amount or EAD, and matters related thereto
Subregulation (19)(b) Matters relating to own estimates of alpha
Subregulation (19)(c) Matters relating to effective maturity
Subregulation (19)(d) Matters relating to cross-product netting
Subregulation (19)(e) Matters relating to margin agreements
Subregulation (19)(f) Matters relating to model validation and operational requirements
Subregulation (19)(g) Matters related to minimum required capital and reserve funds for default risk
