Related provisions for BIPRU 4.4.76

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

In the case of a firm using the financial collateral comprehensive method, where an exposure takes the form of securities or commodities sold, posted or lent under a repurchase transaction or under a securities or commodities lending or borrowing transaction, and margin lending transactions the exposure value must be increased by the volatility adjustment appropriate to such securities or commodities as prescribed in BIPRU 5.4.30 R to BIPRU 5.4.64R5.[Note: BCD Article 78(1), third