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FCA Handbook
Glossary
zero-specific-risk security

Alternative versions

2007-01-01

Point in time

2018-10-01

zero-specific-risk security

5a notional debt security used, for the purpose of calculating PRR, to represent the interest rate general market risk arising from certain derivative and forward transactions as specified in BIPRU 7.2 (Interest rate PRR).

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zero-specific-risk security