Related provisions for BIPRU 8.7.17

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BIPRU 8.4.14RRP
A firm must exclude material holdings in the notional calculation of the credit risk capital requirement for the purposes of BIPRU 8.4.13 R. A firm must identify whether it has any material holdings and the amount of them in accordance with GENPRU 2.2 (Capital resources) and GENPRU 2 Annex 4 (Capital resources table for a BIPRU investment firm deducting material holdings).
GENPRU 1.3.16RRP
(1) 4When marking to market, a firm must use the more prudent side of bid/offer unless the firm is a significant market maker in a particular position type and it can close out at the mid-market price.(2) 4When calculating the current exposure value of a credit risk exposure for counterparty credit risk purposes:(a) a firm must use the more prudent side of bid/offer or the mid-market price and the firm must be consistent in the basis it chooses; and4(b) where the difference between
BIPRU 3.6.15RRP
Credit assessments for issuers within a corporate group cannot be used as credit assessment of another issuer within the same corporate group.[Note: BCD Annex VI Part 3 point 11]
BIPRU 4.6.30RRP
A firm must identify and analyse expected changes of risk parameters over the life of credit exposures (seasoning effects).[Note:BCD Annex VII Part 4 point 72]
PERG 2.6.23GRP
The specified investment category of contracts for differences covers:4(1) 4rights under contracts for differences;(2) 4rights under other contracts whose purpose or pretended purpose is to secure a profit or avoid a loss by reference to fluctuations in certain factors; and(3) 4other derivative contracts (not within (1) or (2)) falling within paragraph 8 of Annex 1 to MiFID, that is derivative instruments for the transfer of credit risk MiFID (see PERG 13, Q30 to Q31 for guidance
INSPRU 3.1.61GRP
In selecting the appropriate cover, the firm should ensure that both credit risk, and the risk that the value or yield in the assets will not, in all circumstances, match fluctuations in the relevant index, are within acceptable limits. Rules and guidance relating to credit risk are set out in INSPRU 2.1.