BIPRU 10.10 Treatment of the trading book concentration risk excess under the integrated groups regime

BIPRU 10.10 applies to a firm applying the treatments set out in BIPRU 10.8 (UK Integrated Groups) or BIPRU 10.9 (Wider Integrated Group).

A firm must calculate the CNCOM that would have applied if BIPRU 10.5.11 R (2) (Additional capital requirements relating to the concentration risk capital component) applied in relation to the UK integrated group in question.

A firm must then calculate the percentage of the amount calculated under BIPRU 10.10.2 R which is attributable to exposures of the firm.

A firm must add the result of the calculation in BIPRU 10.10.3 R to the CNCOM applied to the firm on a solo basis in accordance with BIPRU 10.5.16 G to BIPRU 10.5.22 R (How to calculate the concentration risk capital component).