Related provisions for BIPRU 14.2.3

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BIPRU 14.2.2RRP
A firm must hold capital calculated in accordance with BIPRU 14.2.13 Ragainst the CCR arising from exposures arising in the trading book due to the following:(1) free deliveries (where BIPRU 14.4 requires it to be treated as an exposure);(2) financial derivative instruments and credit derivatives;(3) repurchase agreements, reverse repurchase agreements, securities or commodities lending or borrowing transaction based on securities or commodities included in the trading book;(4)
BIPRU 14.2.4RRP
BIPRU 14.2.5 R to BIPRU 14.2.8 R apply for the purposes of BIPRU 13.4 (CCR mark to market method).