Content Options:

Content Options

View Options:


You are viewing the version of the document as on 2021-01-12.

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 UK CRR1.