Reset to Today

To access the FCA Handbook Archive choose a date between 1 January 2001 and 31 December 2004.

Content Options:

Add to favourites

View Options:

More Resources:

External link Handbook Publications

Alternative versions

  2. Point in time
    2014-04-06

value at risk

8(in relation to risk modelling or estimation for the purposes of BIPRU15) the measure of risk described in BIPRU 7.10.146 R (Requirement to use value at risk methodology).