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

correlation trading portfolio

    (in BIPRU 7) a portfolio consisting of securitisation positions and nth-to-default credit derivatives that meet the criteria set out at BIPRU 7.2.42A R, or other positions which may be included in accordance with BIPRU 7.2.42B R.

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