Content Options

Content Options

View Options


You are viewing the version of the document as on 2021-10-04.

risk position

    46(192for the purpose of BIPRU 13 (The calculation of counterparty risk exposure values for financial derivatives, securities financing transactions and long settlement transactions)) a risk number that is assigned to a transaction under the CCR standardised method following a predetermined algorithm.

    [Note: Part 1 of Annex III of the Banking Consolidation Directive (Definitions)]192