You are viewing the FCA Handbook Glossary as it appeared on 31/12/2021.
interest rate PRR
the part of the market risk capital requirement calculated in accordance with BIPRU 7.2 (Interest rate PRR) or BIPRU 7.3.45 R (Basic interest rate PRR for equity derivatives) or, in relation to a particular position, the portion of the overall interest rate PRR attributable to that position.
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