Related provisions for BIPRU 7.10.10

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

3The stressed VaR measure must be based on inputs calibrated to historical data from a continuous twelve-month period of significant financial stress relevant to the firm's portfolio. The choice of that historical period will be subject to the appropriate regulator's approval and will form part of a firm'sVaR model permission.