Related provisions for BIPRU 3.2.24
1 - 9 of 9 items.
Where the protected amount is less than the exposure value and the protected and unprotected portions are of equal seniority – ie the firm and the protection provider share losses on a pro-rata basis, proportional regulatory capital relief is afforded. For the purposes of BIPRU 3.2.20 R to BIPRU 3.2.26 Rrisk weighted exposure amounts must be calculated in accordance with the following formula:(E-GA) x r + GA x gwhere:(1) E is the exposure value;(2) GA is the value of G* as calculated