Schedule 4, paragraph 7(3)

After paragraph 5 insert— For the purposes of the calculation under paragraph 5, in the case of OTC derivative transactions, institutions using the methods laid down in Sections 3, 4 and 5 of Chapter 6 shall take into account the risk-mitigating effects of collateral in accordance with the provisions laid down in Sections 3, 4 and 5 of Chapter 6, as applicable.

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Source: legislation.gov.uk · retrieved 2026-09-04