incremental risk charge
101(in BIPRU 7.10 (Use of a value at risk model)) has the meaning in BIPRU 7.10.116 R (Capital calculations for VaR models), which is in summary, in relation to a business day, the incremental risk charge required under the provisions in BIPRU 7.10 about specific risk, in respect of the previous business day's close-of-business positions with respect to which those provisions apply.