Related provisions for BIPRU 13.5.17

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For non-eligible securities or for commodities lent or sold under repurchase transactions or securities or commodities lending or borrowing transactions, the volatility adjustment is the same as for non-main index equities listed on a recognised investment exchange or a designated investment exchange.[Note:BCD Annex VIII Part 3 point 39]
(1) Transactions with a linear risk profile with equities (including equity indices), gold, other precious metals or other commodities as the underlying financial instruments must be mapped to a risk position in the respective equity (or equity index) or commodity (including gold and other precious metals) and an interest rate risk position for the payment leg.(2) If the payment leg is denominated in a foreign currency, it must be additionally mapped to a risk position in the
BIPRU 13.5.22RRP
This table belongs to BIPRU 13.5.21 R.Hedging set categoriesCCR Multiplier (CCRM)(1)Interest Rates0.2%(2)Interest Rates for risk positions from a reference debt instrument that underlies a credit default swap and to which a capital charge of 1.60%, or less, applies under BIPRU 7.2.44 R1.0.3%(3)Interest Rates for risk positions from a debt instrument or reference debt instrument to which a capital charge of more than 1.60% applies under BIPRU 7.2.44 R.0.6%(4)Exchange Rates2.5%(5)Electric
BIPRU 4.10.51RRP
GA as calculated under BIPRU 5.8.11 R is then taken as the value of the protection for the purposes of calculating the effects of unfunded credit protection under the IRB approach.[Note: BCD Annex VIII Part 4 point 8 (part)]
This table belongs to BIPRU 13.4.5 RResidual maturityInterest-rate contractsContracts concerning foreign currency rates and goldContracts concerning equitiesContracts concerning precious metals except goldContracts concerning commodities other than precious metalsOne year or less0%1%6%7%10%Over one year, not exceeding five years0,5%5%8%7%12%Over five years1.5%7.5%10%8%15%[Note: BCD Annex III Part 3, Table 1]