plus factor
43(in BIPRU 7.10 (Use of a value at risk model)) an increase to the minimum multiplication factor based on backtesting exceptions as more fully defined in BIPRU 7.10.124 R (Capital calculations: Multiplication factors).
You are viewing the version of the document as on 2021-05-12.
43(in BIPRU 7.10 (Use of a value at risk model)) an increase to the minimum multiplication factor based on backtesting exceptions as more fully defined in BIPRU 7.10.124 R (Capital calculations: Multiplication factors).