Definicja determination procedure (IS-B-RA-CL)

Groups together the methods for determining attributable amounts for all transactions of a particular risk aspect related either to counterparty/issuer risk or to country risk.

Different methods are used for volume-oriented and risk-oriented determination procedures. The volume-oriented procedure for calculating the attributable amount focusses on nominal amounts/NPVs. The risk-oriented procedure examines how the possible losses from a transaction may vary.