Related provisions for BIPRU 7.10.92

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To access the FCA Handbook Archive choose a date between 1 January 2001 and 31 December 2004 (From field only).

BIPRU 7.10.8GRP
BIPRU 7.10 sets out the minimum standards that the FSA expects firms to meet before granting a VaR model permission. The FSA will not grant a VaR model permission unless it is satisfied that the requirements of BIPRU 7.10 are met and it is satisfied about the procedures in place at a firm to calculate the model PRR. In particular the FSA will not normally grant a VaR model permission unless it is satisfied about the quality of:(1) the internal controls and risk management relating