counterparty risk capital component
48the part of the credit risk capital requirement calculated in accordance with BIPRU 14.2.1 R (Calculation of the counterparty risk capital component).
You are viewing the version of the document as on 2021-04-26.
48the part of the credit risk capital requirement calculated in accordance with BIPRU 14.2.1 R (Calculation of the counterparty risk capital component).