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FCA Handbook
Glossary
zero-specific-risk security

You are viewing the version of the document as on 2021-03-31.

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