Home FCA Handbook IPRUINV IPRU-INV 5 IPRU-INV 5.14 Counterparty risk requirement

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 5.14 Counterparty risk requirement as of . IPRU-INV 5.14 Counterparty risk requirement was last updated on 05/11/2016.

IPRU-INV 5.14 Counterparty risk requirement

05/11/2016R
Type of counterpartyRisk WeightingSolvency RatioRisk Factor
(1)A counterparty which is, or the contract of which is, explicitly guaranteed by a category a body.NIL8%NIL
(2)A counterparty which is, or the contract of which is, explicitly guaranteed by a category b body.20%8%1.6%
(3)Any other counterparty100%8%8%