2 Counterparties A, B and C have the following bilateral and CCP exposure. Complete the...

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2 Counterparties A, B and C have the following bilateral and CCP exposure. Complete the table below. (5 marks) 45 A B 50 60 CCP 60 Os 20 Exposure after netting including CCP Exposure after netting excluding CCP Counterparty A Counterparty B Counterparty C

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