A planned upgrade will take place on 16/05/2024 between 17:00 BST and 19:00 BST. During this time, some features that require authentication may be unavailable.
Related provisions for BIPRU 7.10.62
1 - 2 of 2 items.
(1) A firm must frequently conduct a rigorous programme of stress testing. The results of these tests must be reviewed by senior management and reflected in the policies and limits the firm sets.(2) The programme must particularly address:(a) concentration risk;(b) illiquidity of markets in stressed market conditions;(c) one way markets;(d) event and jump to default risks;(e) non linearity of products;(f) deep out of the money positions;(g) positions subject to the gapping of