Content Options

Content Options

View Options


You are viewing the version of the document as on 2021-09-15.

own estimates of volatility adjustments approach

    29the approach to calculating volatility adjustments under the financial collateral comprehensive method under which the firm uses its own estimates of such adjustments, as more fully described in BIPRU 5.4 (Financial collateral) and including that approach as applied to master netting agreements as described in BIPRU 5.6 (Master netting agreements).