standard market risk PRR rules
(in BIPRU)121 45the rules relating to the calculation of the market risk capital requirement excluding the VaR model approach and any rules modified so as to provide for the CAD 1 model approach.
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.