IMM(CCR) approach definition

IMM(CCR) approach means the method of calculating an AI’s default risk exposure under the internal models (counterparty credit risk) approach as set out in Division 2 of Part 6A of the Banking (Capital) Rules;

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IMM(CCR) approach means the method of calculating an AI’s default risk exposure under the internal models (counterparty credit risk) approach as set out in Division 2 of Part 6A of the BCR for calculating an AI’s default risk exposure;

IMM(CCR) approach means the internal models (counterparty credit risk) approach set out in Division 2 of Part 6A of the BCR for calculating an AI’s default risk exposure;