F1ANNEX IIITHE TREATMENT OF COUNTERPARTY CREDIT RISK OF DERIVATIVE INSTRUMENTS, REPURCHASE TRANSACTIONS, SECURITIES ORCOMMODITIES LENDING OR BORROWING TRANSACTIONS, LONG SETTLEMENT TRANSACTIONS AND MARGIN LENDING TRANSACTIONS

Annotations:

F1PART 5

Standardised Method

F116.

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .