Related provisions for BIPRU 3.4.62

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BIPRU 3.4.57RRP
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BIPRU 3.4.93RRP
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BIPRU 4.6.53RRP
A firm must provide its own estimates of LGDs in accordance with its IRB permission and the minimum IRB standards.[Note: BCD Article 87(7) (part)]
BIPRU 4.6.56RRP
A firm must provide its own estimates of conversion factors in accordance with its IRB permission and the minimum IRB standards.[Note: BCD Article 87(7) (part)]
BIPRU 4.10.45RRP
A firm must have clearly specified criteria for adjusting grades, pools or LGD estimates, and in the case of retail exposures and eligible purchased receivables, the process of allocating exposures to grades or pools, to reflect the impact of guarantees for the calculation of risk weighted exposure amounts. These criteria must comply with the minimum requirements referred to in BIPRU 4.10.43 R.[Note: BCD Annex VII Part 4 point 101]
BIPRU 4.10.51RRP
GA as calculated under BIPRU 5.8.11 R is then taken as the value of the protection for the purposes of calculating the effects of unfunded credit protection under the IRB approach.[Note: BCD Annex VIII Part 4 point 8 (part)]
BIPRU 13.6.40RRP
A firm'sEPE model must meet the operational requirements set out in BIPRU 13.6.41 R to BIPRU 13.6.66 R.[Note: BCD Annex III Part 6 point 16]
BIPRU 4.7.5RRP
A firm may employ different approaches to different portfolios where the firm itself uses different approaches internally. A firm must, if it uses different approaches in accordance with the previous sentence, be able to demonstrate to the appropriate regulator that the choice is made consistently and is not determined by regulatory arbitrage considerations.[Note:BCD Annex VII Part 1 point 17]
BIPRU 5.7.13RRP
For a credit derivative to be met the following conditions must also be met.(1) Subject to (2), the credit events specified under the credit derivative must at a minimum include:(a) the failure to pay the amounts due under the terms of the underlying obligation that are in effect at the time of such failure (with a grace period that is closely in line with or shorter than the grace period in the underlying obligation);(b) the bankruptcy, insolvency or inability of the obligor
BIPRU 4.8.18RRP
To be eligible for the retail exposure treatment purchased receivables must comply with the minimum requirements set out in BIPRU 4.8.11 R - BIPRU 4.8.15 R and the following conditions:(1) the firm has purchased the receivables from unrelated, third party sellers, and its exposure to the obligor of the receivable does not include any exposures that are directly or indirectly originated by the firm itself;(2) the purchased receivables must be generated on an arm's-length basis
BIPRU 13.4.9RRP
In the case of interest-rate contracts that meet the criteria in BIPRU 13.4.8 R and have a remaining maturity of over one year, a firm must apply a percentage no lower than 0.5%.[Note: BCD Annex III Part 3, Table 1 footnote 27 (part)]
BIPRU 5.5.5RRP
For life insurance policies pledged to a lending firm to be recognised the following conditions must be met:(1) the party providing the life insurance must be a Solvency II firm listed in paragraphs (a), (d) or (e) of the definition in the Glossary3, or is subject to supervision by a competent authority of a third country which applies supervisory and regulatory arrangements at least equivalent to those applied in the UK3;1122(2) the life insurance policy is openly pledged or
BIPRU 13.7.6RRP
A firm may treat contractual netting as risk-reducing only under the following conditions:(1) the firm must have a contractual netting agreement with its counterparty which creates a single legal obligation, covering all included transactions, such that, in the event of a counterparty's failure to perform owing to default, bankruptcy, liquidation or any other similar circumstance, the firm would have a claim to receive or an obligation to pay only the net sum of the positive and
PRIN 4.1.4GRP
(1) Certain requirements derived from7MiFID are disapplied for:(a) eligible counterparty business;(b) transactions concluded under the rules governing a multilateral trading facility between its members or participants or between the multilateral trading facility and its members or participants in relation to the use of the multilateral trading facility;(c) transactions concluded on a regulated market between its members or participants.(2) Under PRIN 3.1.6 R, these disapplications
COCON 1.1.12RRP
A person will not be subject to COCON to the extent that this would be contrary to the requirements of an EU measure passed or made before IP completion day16, to the extent that those requirements continue to have effect after IP completion day16 under the EUWA.1813511