You are viewing the FCA Handbook Glossary as it appeared on 31/12/2021.

multiplication factor

    (in BIPRU 7.10 (Use of a value at risk model)) a multiplication factor applied to a VaR measure for the purpose of calculating the model PRR made up of the minimum multiplication factor as increased by the plus factor, all as more fully defined in BIPRU 7.10.118 R (Capital calculations: Multiplication factors).

Glossary Related Taxonomy Legal Instruments
Point In Time31/12/2021
31/12/2021
01/01/2007