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Status: Please note you should read all Brexit changes to the FCA Handbook and BTS alongside the main FCA transitional directions. Where these directions apply the 'standstill', firms have the choice between complying with the pre-IP completion day rules, or the post-IP completion day rules. To see a full list of Handbook modules affected, please see Annex B to the main FCA transitional directions.

CCR internal model method

    48one of the following:

      1. (a) the method of calculating the amount of an exposure set out in BIPRU 13.6 (CCR internal model method);
      1. (b) (where the approach in (a) is being applied on a consolidated basis) the method in (a) as applied on a consolidated basis in accordance with BIPRU 8 (Group risk - consolidation); or
      1. (c) when the reference is to the rules of or administered by a regulatory body other than the259 appropriate regulator,259 whatever corresponds to the approach in (a) or (b), as the case may be, under those rules.