Credit Conversation Factor for EAD

[Amit Patel]

Hi All,

Is CCF only used for calculating EAD for Off balance sheet exposures OR its applicable to On Balance shhet items as well?

In the BIS documentation on BII accords I can only see reference of CCF wrt Off Bal Sheet exposures... Hence just trying to cross verify...

Any additional information on the similar lines will be really helpful.

Regards,
Amit