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).
You are viewing the version of the document as on 2021-02-15.
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).