content_image/220231.jpg content_image/220232.jpg content_image/220233.jpg content_image/220234.jpg
## 6. Counterparty Risk for Derivative Transactions and Long Settlement Transactions 

The credit-equivalent amounts are calculated by applying the Current-Exposure method. 

<img src='content_image/220231.jpg'>

Notional amount of credit derivatives subject to the calculation of the credit equivalent amounts 

<img src='content_image/220232.jpg'>

Notional amount of credit derivatives used for CRM purpose 

Not applicable 

## 7. Securitization Exposures 

## A). Securitization exposures for calculating Credit Risk Asset as an originator 

Not applicable 

## B). Securitization exposures for calculating Credit Risk Asset as an investor 

i. Underlying assets 

<img src='content_image/220233.jpg'>

ii. Exposures balance and capital requirements by risk weight 

<img src='content_image/220234.jpg'>

