Related provisions for BIPRU 13.6.16
1 - 3 of 3 items.
In principle, the use of different measures of exposure within the CCR internal model method is possible within the same product category, including on a permanent basis. The FSA may allow a firm, through the CCR internal model method permission, to use a more conservative measure of exposure that is less risk sensitive (for instance a measure based on conservative haircuts) for certain parts of the business if justified on a cost-benefit basis. However, a firm would still need