Home FCA Handbook IPRUINV IPRU-INV 5 IPRU-INV 5.13 Counterparty risk factor: cash settlements

This chapter includes rules that refer to provisions of the UK CRR in the form in which it stood at 31 December 2021. That version of the UK CRR can be found on legislation.gov.uk using this link .

You are viewing IPRU-INV 5.13 Counterparty risk factor: cash settlements as of . IPRU-INV 5.13 Counterparty risk factor: cash settlements was last updated on 05/11/2016.

IPRU-INV 5.13 Counterparty risk factor: cash settlements

05/11/2016R
Number of working days after due settlement dateRisk Factor
0-40%
5-158%
16-3050%
31-4575%
46 or more100%