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FCA Handbook
IPRU-INV
IPRU-INV 5
IPRU-INV 5.13 Counterparty risk factor: cash settl...

IPRU-INV 5.13 Counterparty risk factor: cash settlements

IPRU-INV 5.13.1R05/11/2016

1Number of working days after due settlement date	Risk Factor
0-4	0%
5-15	8%
16-30	50%
31-45	75%
46 or more	100%

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IPRU-INV 5.13 Counterparty risk factor: cash settlements