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

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    2007-12-06

VaR specific risk minimum requirements

8BIPRU 7.10.46R to BIPRU 7.10.52R (Model standards: Risk factors: Specific risk) and BIPRU 7.10.107R (Backtesting: Specific risk backtesting).