Related provisions for BIPRU 4.10.3

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To access the FCA Handbook Archive choose a date between 1 January 2001 and 31 December 2004 (From field only).

Where a securitisation position is subject to funded or unfunded credit protection the risk weight to be applied to that position may be modified in accordance with BIPRU 5 (Credit risk mitigation) and, if applicable, BIPRU 4.10 (Credit risk mitigation under the IRB approach) read in conjunction with BIPRU 9.14.[Note:BCD Article 96(3)]