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assessment basis (IS-B-RA-CL)

Default Risk and Limit System (IS-B-RA-CL)

For derivative transactions, this is the amount dependent on the product and that is to be multiplied by the add-on factor in order to obtain the add-on amount.

For transactions that are traditionally off-balance-sheet transactions, this is the amount that is to be multiplied by the credit conversion factor (CCF) to obtain the exposure at default (EAD).

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