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What is the maximum exposure to any one counterparty/issuer?

April 26, 2017counterparty exposure issuer maximum

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What is the maximum exposure to any one counterparty/issuer?

2 Answers

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5% of the net asset value of each sub-fund, apart from overnight deposit placements where a 10% limit may apply.

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For any asset other than overnight deposits, the maximum counterparty exposure is 5%. For a select few names, we can invest up to 10% in overnight deposits, providing we have no other exposure to that name.