Related provisions for BIPRU 13.6.10

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BIPRU 13.6.6RRP
A firm may determine the exposure value for:(1) financial derivative instruments;(2) repurchase transactions;(3) securities or commodities lending or borrowing transactions;(4) margin lending transactions; and(5) long settlement transactionsusing the CCR internal model method.[Note: BCD Annex III Part 2 point 2]
BIPRU 13.3.2RRP
Subject to BIPRU 13.3, a firm must determine the exposure value for financial derivative instruments with the CCR mark to market method, the CCR standardised method or the CCR internal model method.[Note: BCD Annex III, Part 2 point 1]
BIPRU 13.3.6RRP
A firm may determine exposures arising from long settlement transactions using any of the CCR mark to market method, the CCR standardised method and the CCR internal model method, regardless of the methods chosen for treating financial derivatives instruments and repurchase transactions, securities or commodities lending or borrowing transactions, and margin lending transactions. In calculating capital requirements for long settlement transactions, a firm that uses the IRB approach