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

all price risk measure

    (in BIPRU 7.10 (Use of a Value at Risk Model)) has the meaning in BIPRU 7.10.116A R (Capital calculations for VaR models), which is, in relation to a business day, the all price risk measure required under the provisions in BIPRU 7.10 about specific risk for the correlation trading portfolio.

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Point In Time31/12/2021
31/12/2021
31/12/2011