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FCA Handbook
Glossary
VaR specific risk minimum requirements

You are viewing the version of the document as on 2021-12-31.

VaR specific risk minimum requirements

8BIPRU 7.10.46R to BIPRU 7.10.52R (Model standards: Risk factors: Specific risk) and BIPRU 7.10.107R (Backtesting: Specific risk backtesting).

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VaR specific risk minimum requirements