TITLE I U.K. VALUATION AND RISK-BASED CAPITAL REQUIREMENTS (PILLAR I), ENHANCED GOVERNANCE (PILLAR II) AND INCREASED TRANSPARENCY (PILLAR III)

CHAPTER V U.K. SOLVENCY CAPITAL REQUIREMENT STANDARD FORMULA

SECTION 6 U.K. Counterparty default risk module

Subsection 2 U.K. Type 1 exposures

F1 Article 201 U.K. Variance of the loss distribution of type 1 exposures

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Textual Amendments applied to the whole legislation

F1 Regulation revoked (30.6.2024 for the revocation of Arts. 52-54; 31.12.2024 in so far as not already in force) by Financial Services and Markets Act 2023 (c. 29), s. 86(3), Sch. 1 Pt. 3 (with s. 1(4)); S.I. 2023/1382, reg. 5(c)(i); S.I. 2024/620, Sch. (with savings in relation to a Gibraltar group or a Gibraltar undertaking in S.I. 2024/1083, reg. 3)