We use necessary cookies to make our site work (for example, to manage your usage journey on the site). We also use some additional cookies (including third-party cookies) to help us improve the site functionality and user experience. For more information, on how these cookies work please see our Cookie policy.
BIPRU 5 sets out the principles for the recognition of credit risk mitigation in the calculation of risk weighted exposure amounts for the purposes of the calculation of the credit risk capital component.