To access the FCA Handbook Archive choose a date between 1 January 2001 and 31 December 2004 (From field only).
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BIPRU 3.4 Risk weights under the standardised approach to credit risk
Chapter: Standardised credit risk
Effective Date: 21st December 2006
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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
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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
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BIPRU 4.4 The IRB approach: Exposures to corporates, institutions and sovereigns
Chapter: The IRB approach
Effective Date: 25th October 2006
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BIPRU 4.10 The IRB approach: Credit risk mitigation
Chapter: The IRB approach
Effective Date: 21st December 2006
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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
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IPRU-INV 5.15 OTC derivatives: calculation of credit equivalent amount
Chapter: Financial resourcesInterim Prudential sourcebook for Investment Businesses
Effective Date: 4th November 2016
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BIPRU 14.2 Calculation of the capital requirement for CCR
Chapter: Capital requirements for settlement and counterparty risk
Effective Date: 21st December 2006
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SUP 16.12 Integrated Regulatory Reporting
Chapter: Reporting requirements
Effective Date: 21st December 2006
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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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BIPRU 4.6 The IRB approach: Retail exposures
Chapter: The IRB approach
Effective Date: 22nd March 2007
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BIPRU 4.3 The IRB approach: Provisions common to different exposure classes
Chapter: The IRB approach
Effective Date: 21st December 2006
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BIPRU 4.5 The IRB approach: Specialised lending exposures
Chapter: The IRB approach
Effective Date: 22nd March 2007
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BIPRU 11.5 Technical criteria on disclosure: General requirements
Chapter: Disclosure (Pillar 3)
Effective Date: 22nd March 2007
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BIPRU 9.12 Calculation of risk-weighted exposure amounts under the IRB approach
Chapter: Securitisation
Effective Date: 21st December 2006