Related provisions for GENPRU 1.2.42

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

6A BIPRU firm with an IRB permission which has any material credit exposures excluded from its IRB models should also include these exposures in its stress and scenario testing to meet its obligations under the general stress and scenario testing rule. A BIPRU firm without an IRB permission,15 should conduct analyses to assess risks to the credit quality of its counterparties, including any protection sellers, considering both on and off-balance sheet exposures.