Content Options:

Content Options

View Options:


You are viewing the version of the document as on 2021-12-09.

position risk adjustment

234a percentage applied to a position as part of the process of calculating the PRR in relation to that position as set out in the tables in BIPRU 7.2.44 R (Specific risk position risk adjustments), BIPRU 7.2.57 R (General market risk position risk adjustments), BIPRU 7.3.30 R (Simplified equity method position risk adjustments), BIPRU 7.3.34 R (Position risk adjustments for specific risk under the standard equity method) and BIPRU 7.6.8 R (The appropriate position risk adjustment) and also as set out in BIPRU 7.2.48A R to BIPRU 7.2.48L R.