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Banking (prudential standard) determination No. 5 of 2023
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Department of the Treasury
This item is authorised by the following title:
Banking Act 1959
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F2023L01599
01 December 2023
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Attachment A — Counterparty credit risk requirements for bilateral transactions
Attachment B — Counterparty credit risk requirements for centrally cleared transactions
Attachment C — Capital charge for default fund exposure to a QCCP
Attachment D — The standardised approach for measuring counterparty credit risk exposures (SA-CCR)
Attachment E — The adjusted current exposure method (adjusted CEM)
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