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You are viewing the version of the document as on 2021-11-15.

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  1. Point in time
    2021-11-15

This chapter includes rules that refer to provisions of the UK CRR in the form in which it stood at 31 December 2021. That version of the UK CRR can be found on legislation.gov.uk using this link.

IPRU-INV 5.13 Counterparty risk factor: cash settlements

IPRU-INV 5.13.1RRP

1Number of working days after due settlement date

Risk Factor

0-4

0%

5-15

8%

16-30

50%

31-45

75%

46 or more

100%