Reset to Today

To access the FCA Handbook Archive choose a date between 1 January 2001 and 31 December 2004.

Content Options:

Add to favourites

View Options:

More Resources:

External link Handbook Publications

Alternative versions

  1. Point in time
    2020-10-23

IFPRU 4.15 Credit risk mitigation

Conditions for applying 0% volatility adjustment under the Financial Collateral Comprehensive Method

IFPRU 4.15.1GRP

For purposes of repurchase transactions and securities lending or borrowing transactions, the FCA does not consider that there are any core market participants apart from those entities listed in article 227(3) of the EU CRR.