Status: You are viewing the version of the handbook as on 2018-07-02.

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 the233 appropriate regulator,233 whatever corresponds to the approach in (a) or (b), as the case may be, under those rules.