1 - 20 of 54 items.

Search Term(s)

Filter by Modules

Filter by Documents

Filter by Keywords

Effective Period

Similar To

To access the FCA Handbook Archive choose a date between 1 January 2001 and 31 December 2004 (From field only).

BIPRU 7.2 Interest rate PRR

As Published: 2007

BIPRU 7.2 Interest rate PRR

BIPRU 7.3 Equity PRR and basic interest rate PRR for equity derivatives

As Published: 2007

BIPRU 7.3 Equity PRR and basic interest rate PRR for equity derivatives

BIPRU 7.10 Use of a Value at Risk Model

As Published: 2007

BIPRU 7.10 Use of a Value at Risk Model

BIPRU 7.4 Commodity PRR

As Published: 2007

BIPRU 7.4 Commodity PRR

BIPRU 7.6 Option PRR

As Published: 2007

BIPRU 7.6 Option PRR

BIPRU 7.8 Securities underwriting

As Published: 2018

BIPRU 7.8 Securities underwriting

BIPRU 7.5 Foreign currency PRR

As Published: 2007

BIPRU 7.5 Foreign currency PRR

BIPRU 7.11 Credit derivatives in the trading book

As Published: 2007

BIPRU 7.11 Credit derivatives in the trading book

MIPRU 4.2BA Securitisation

As Published: 2015

MIPRU 4.2BA Securitisation

BIPRU 7.1 Application, purpose, general provisions and non-standard transactions

As Published: 2006

BIPRU 7.1 Application, purpose, general provisions and non-standard transactions

BIPRU 1.2 Definition of the trading book

As Published: 2010

BIPRU 1.2 Definition of the trading book

BIPRU 7.7 Position risk requirements for collective investment undertakings

As Published: 2007

BIPRU 7.7 Position risk requirements for collective investment undertakings

IFPRU 6.2 Guidance on market risk

As Published: 2014

IFPRU 6.2 Guidance on market risk

BIPRU 9.4 Traditional securitisation

As Published: 2006

BIPRU 9.4 Traditional securitisation

BIPRU 7.9 Use of a CAD 1 model

As Published: 2007

BIPRU 7.9 Use of a CAD 1 model

BIPRU 9.9 Calculation of risk-weighted exposure amounts for securitisation positions

As Published: 2006

BIPRU 9.9 Calculation of risk-weighted exposure amounts for securitisation positions

BIPRU 9.8 Use of ECAI credit assessments for the determination of applicable risk weights

As Published: 2007

BIPRU 9.8 Use of ECAI credit assessments for the determination of applicable risk weights

BIPRU 9.12 Calculation of risk-weighted exposure amounts under the IRB approach

As Published: 2006

BIPRU 9.12 Calculation of risk-weighted exposure amounts under the IRB approach

BIPRU 9.14 Recognition of credit risk mitigation on securitisation positions under the IRB approach

As Published: 2007

BIPRU 9.14 Recognition of credit risk mitigation on securitisation positions under the IRB approach

BIPRU 13.6 CCR internal model method

As Published: 2006

BIPRU 13.6 CCR internal model method