Related provisions for BIPRU 7.10.73A

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

3This paragraph gives guidance in relation to the stress testing programme that a firm must carry out in relation to its trading bookpositions.(1) The frequency of the stress testing of trading bookpositions should be determined by the nature of the positions.(2) The stress testing should include shocks which reflect the nature of the portfolio and the time it could take to hedge out or manage risks under severe market conditions.(3) The firm should have procedures in place to