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Banking (prudential standard) determination No. 6 of 2024
Treatment of related collateralTreatment of related collateral
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Treatment of related collateral
- Subject to paragraphs 24 and 29 of this Attachment, an ADI:
- must not reduce its exposure measure by the amount of any derivatives collateral received from a counterparty; and
- must increase its exposure measure by the amount of any derivatives collateral provided by it to a counterparty, where the provision of that collateral has reduced the value of its balance sheet assets under Australian Accounting Standards.