Related provisions for BIPRU 8.8.2

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BIPRU 8.8.1RRP
A firm must not apply any advanced prudential calculation approach for the purposes of this chapter unless it has an advanced prudential calculation approach permission and that advanced prudential calculation approach permission requires the firm to use that advanced prudential calculation approach for those purposes.
BIPRU 8.8.3RRP
Even if a firm has an advanced prudential calculation approach permission that allows it to use an advanced prudential calculation approach for the purposes of this chapter, the firm may not use the requirements of another state or territory to the extent they provide for that advanced prudential calculation approach. Therefore a firm may not use BIPRU 8.7.34 R to BIPRU 8.7.38 R (Use of the capital requirements of an overseas regulator) if that would involve using an advanced
BIPRU 4.6.53RRP
A firm must provide its own estimates of LGDs in accordance with its IRB permission and the minimum IRB standards.[Note: BCD Article 87(7) (part)]
BIPRU 4.6.56RRP
A firm must provide its own estimates of conversion factors in accordance with its IRB permission and the minimum IRB standards.[Note: BCD Article 87(7) (part)]
CASS 6.3.2GRP
In discharging its obligations under this section, a firm should also consider, together with any other relevant matters:(1) once a financial instrument has been lodged by the firm with the third party, the third party's performance of its services to the firm;(2) the arrangements that the third party has in place for holding and safeguarding the financial instrument;(3) current industry standard reports, for example Financial Reporting and Auditing Group (FRAG) 21 report or