Related provisions for COLL 5.4.7

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An authorised fund may only enter into a stock lending arrangement or repo contract in accordance with the rules in this section if1 it reasonably appears to the ICVC or authorised fund manager of an AUT or ACS4 to be appropriate to do so with a view to generating additional income for the authorised fund with an acceptable degree of risk.114
(1) 2An authorised fund manager must calculate the global exposure of a UCITS scheme by using:(a) the commitment approach; or(b) the value at risk approach.(2) An authorised fund manager must ensure that the method selected in (1) is appropriate, taking into account:(a) the investment strategy pursued by the UCITS scheme;(b) the types and complexities of the derivatives and forward transactions used; and(c) the proportion of the scheme property comprising derivatives and forward