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FCA Handbook
IFPRU
IFPRU 6

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Section Provision

To access the FCA Handbook Archive choose a date between 1 January 2001 and 31 December 2004 (From field only).

BIPRU 7.2 Interest rate PRR

Chapter: Market risk

Effective Date: 22nd March 2007
IFPRU 6.2 Guidance on market risk

Chapter: Market risk [deleted]FCA 2021/39Market risk

Effective Date: 1st January 2014
GENPRU 2.2 Capital resources

Chapter: Capital [deleted]FCA 2021/39Capital

Effective Date: 21st December 2006
BIPRU 7.4 Commodity PRR

Chapter: Market risk

Effective Date: 22nd March 2007
BIPRU 7.10 Use of a Value at Risk Model

Chapter: Market risk

Effective Date: 22nd March 2007
BIPRU 7.3 Equity PRR and basic interest rate PRR for equity derivatives

Chapter: Market risk

Effective Date: 22nd March 2007
BIPRU 7.6 Option PRR

Chapter: Market risk

Effective Date: 22nd March 2007
BIPRU 7.5 Foreign currency PRR

Chapter: Market risk

Effective Date: 22nd March 2007
BIPRU 7.9 Use of a CAD 1 model

Chapter: Market risk

Effective Date: 1st January 2007
IFPRU 2.2 Internal capital adequacy assessment process

Chapter: Supervisory processes and governance [deleted]FCA 2021/39Supervisory processes and governance

Effective Date: 1st January 2014
IFPRU 6.3 Expectations relating to internal models

Chapter: Market risk [deleted]FCA 2021/39Market risk

Effective Date: 1st January 2014
BIPRU 1.2 Definition of the trading book

Chapter: Application

Effective Date: 22nd July 2010
IFPRU 2.3 Supervisory review and evaluation process: internal capital adequacy standards

Chapter: Supervisory processes and governance [deleted]FCA 2021/39Supervisory processes and governance

Effective Date: 1st January 2014
IFPRU 6.1 Market risk requirements

Chapter: Market risk [deleted]FCA 2021/39Market risk

Effective Date: 1st January 2014
SUP 16.12 Integrated Regulatory Reporting

Chapter: Reporting requirements

Effective Date: 21st December 2006
BIPRU 5.4 Financial collateral

Chapter: Credit risk mitigation

Effective Date: 21st December 2006
BIPRU 7.11 Credit derivatives in the trading book

Chapter: Market risk

Effective Date: 22nd March 2007
BIPRU 14.2 Calculation of the capital requirement for CCR

Chapter: Capital requirements for settlement and counterparty risk

Effective Date: 21st December 2006
PERG 2.6 Specified investments: a broad outline

Chapter: Authorisation and regulated activities

Effective Date: 15th September 2005
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

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