Related provisions for BIPRU 8.2.3
This table belongs to BIPRU 5.4.34 R.
Other collateral or exposure types |
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20 day liquidation period (%) |
10 day liquidation period (%) |
5 day liquidation period (%) |
|
Main index equities, main index convertible bonds |
21.213 |
15 |
10.607 |
Other equities or convertible bonds listed on a recognised investment exchange or designated investment exchange |
35.355 |
25 |
17.678 |
Cash |
0 |
0 |
0 |
Gold |
21.213 |
15 |
10.607 |
The following rules allow inclusion of members' capital within a firm's capital if it meets the conditions in this annex:
Chapter |
IPRU(INV) rule |
How eligible LLP members' capital should be treated for the purposes of the IPRU(INV) rule |
3 |
Table 3-61 |
Eligible LLP members' capital may be counted as Tier 1 capital under item "A" within Table 3-61. |
5 |
Table 5.2.2 (1): Item (1A) |
Eligible LLP members' capital may be counted as Tier 1 capital within Category A of Table 5.2.2(1). |
9 |
9.3.1 |
Eligible LLP members' capital may be counted as initial capital with IPRU-INV 9.3.1 |
10 |
Table 10-61(1)A Table 10-61(1)B Table 10-62(2)A Table 10-62(2)B Table 10-62(2)C |
Eligible LLP members' capital may be counted as initial capital within the relevant table. |
11 |
Table 11.4 |
Eligible LLP members' capital may be counted as Item (5) in Table 11.4. |
13 |
Table 13.10(2)1 |
Eligible LLP members' capital may be counted as own funds relating to companies in Table 13.3.2(1) and Table 13.10(2). Eligible LLP members' capital may be counted as capital resources relating to companies in IPRU-INV 13.15.3(1). Eligible LLP members' capital may be counted as initial capital within IPRU-INV 13.1A.6. |
Table: Capital treatment for free deliveries
This table belongs to BIPRU 14.4.2 R.
Transaction Type |
Up to first contractual payment leg or delivery leg |
From first contractual payment leg or delivery leg up to four days after second contractual payment leg or delivery leg |
From 5 business days post second contractual payment leg or delivery leg until extinction of the transaction |
No capital charge in the trading book |
Treat as an exposure |
Deduct value transferred plus current positive exposure from capital resources |
[Note: CAD Annex II Table 2]