To access the FCA Handbook Archive choose a date between 1 January 2001 and 31 December 2004 (From field only).
-
BIPRU 13.7 Contractual netting
Chapter: The calculation of counterparty risk exposure values for financial derivatives, securities financing transactions and long settlement transactions
Effective Date: 1st January 2007
-
BIPRU 13.6 CCR internal model method
Chapter: The calculation of counterparty risk exposure values for financial derivatives, securities financing transactions and long settlement transactions
Effective Date: 21st December 2006
-
BIPRU 5.6 Master netting agreements
Chapter: Credit risk mitigation
Effective Date: 21st December 2006
-
BIPRU 13.3 Calculation of exposure values for financial derivatives and long settlement transactions: General provisions
Chapter: The calculation of counterparty risk exposure values for financial derivatives, securities financing transactions and long settlement transactions
Effective Date: 22nd July 2010
-
BIPRU 3.4 Risk weights under the standardised approach to credit risk
Chapter: Standardised credit risk
Effective Date: 21st December 2006
-
BIPRU 4.4 The IRB approach: Exposures to corporates, institutions and sovereigns
Chapter: The IRB approach
Effective Date: 25th October 2006
-
BIPRU 4.10 The IRB approach: Credit risk mitigation
Chapter: The IRB approach
Effective Date: 21st December 2006
-
BIPRU 13.5 CCR standardised method
Chapter: The calculation of counterparty risk exposure values for financial derivatives, securities financing transactions and long settlement transactions
Effective Date: 21st December 2006
-
GENPRU 2.2 Capital resources
Chapter: Capital [deleted]FCA 2021/39Capital
Effective Date: 21st December 2006
-
BIPRU 14.2 Calculation of the capital requirement for CCR
Chapter: Capital requirements for settlement and counterparty risk
Effective Date: 21st December 2006
-
BIPRU 4.3 The IRB approach: Provisions common to different exposure classes
Chapter: The IRB approach
Effective Date: 21st December 2006
-
BIPRU 5.2 The central principles of credit risk mitigation
Chapter: Credit risk mitigation
Effective Date: 10th December 2009
-
BIPRU 3.2 The central principles of the standardised approach to credit risk
Chapter: Standardised credit risk
Effective Date: 21st December 2006
-
BIPRU 13.4 CCR mark to market method
Chapter: The calculation of counterparty risk exposure values for financial derivatives, securities financing transactions and long settlement transactions
Effective Date: 21st December 2006
-
BIPRU 4.6 The IRB approach: Retail exposures
Chapter: The IRB approach
Effective Date: 1st January 2007
-
BIPRU 4.8 The IRB approach: Purchased receivables
Chapter: The IRB approach
Effective Date: 25th October 2006
-
BIPRU 13.8 Securities financing transactions
Chapter: The calculation of counterparty risk exposure values for financial derivatives, securities financing transactions and long settlement transactions
Effective Date: 21st December 2006