CP13/6 - CRD IV for Investment Firms - Financial Conduct Authority

FCA 2013/xx
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13.1.4 G Pursuant to the third paragraph of article 95(2) of the EU CRR, BIPRU 13
implements:
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14 Capital requirements for settlement and counterparty risk
14.1 Application and purpose
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14.1.3 G Pursuant to the third paragraph of article 95(2) of the EU CRR, BIPRU 14
implements:
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BIPRU TP 1 is deleted in its entirety. The deleted text is not shown.
TP 2
Capital floors for a firm using the IRB or AMA approaches approach
Application
2.1 R Subject to BIPRU TP 2.2R, this section applies to a BIPRU firm that applies
the IRB approach or the advanced measurement approach.
2.2 R BIPRU TP 2.30R to BIPRU TP 2.34G apply to any firm to which BIPRU 8
(Group risk - consolidation) applies and which applies the IRB approach or
the advanced measurement approach on a consolidated basis.
Purpose
2.3 G This Pursuant to the third paragraph of article 95(2) of the EU CRR, this
section in part implements Articles 152(1) - (7) of the Banking Consolidation
Directive and Article 43 of the Capital Adequacy Directive.
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2.7 G BIPRU TP 9 explains how the general principle in this section is applied to a
personal investment firm.
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