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one of the following:(a) the adjusted method of calculating theoperational risk capital requirement set out in BIPRU 6.5 (Operational risk: advanced measurement approaches);(b) (where the approach in (a) is being applied on a consolidated basis) the method in (a) as applied on a consolidated basis in accordance with BIPRU 8 (Group risk - consolidation); or(c) when the reference is to the rules of or administered by a regulatory body other than the FSA, whatever corresponds to the approach in (a) or (b), as the case may be, under those rules.
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one of the following:(a) the IRB approach; or(b) the advanced measurement approach; or(c) the VaR model approach; or(d) the CAD 1 model approach; or(f) the CCR internal model method;including, in each case, whatever corresponds to that approach under the rules of or administered by a regulatory body other than the FSA .
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one of the following:(a) (in relation to the sovereign, institutional and corporate IRB exposure class) the approach under the IRB approach under which a firm supplies its own estimates of LGD and conversion factors;(b) (where the approach in (a) is being applied on a consolidated basis) the method in (a) as applied on a consolidated basis in accordance with BIPRU 8 (Group risk - consolidation); or(c) when the reference is to the rules of or administered by a regulatory body other than the FSA, whatever corresponds to the approach in (a) or (b), as the case may be, under those rules.
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one of the following:(a) an IRB permission; or(b) an AMA permission; or(c) a VaR model permission; or(d) a CAD 1 model waiver; or
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the method for calculating the risk weighted exposure amount for a securitisation position in relation to an asset backed commercial paper programme as set out in BIPRU 9.12.20 R.
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one of the following:(a) a version of the standardised approach to operational risk under which a firm uses different indicators for certain business lines as referred to in BIPRU 6.4.19 R (The alternative standardised approach);(b) (where the approach in (a) is being applied on a consolidated basis) the method in (a) as applied on a consolidated basis in accordance with BIPRU 8 (Group risk - consolidation); or(c) when the reference is to the rules of or administered by a regulatory body other than the FSA, whatever corresponds to the approach in (a) or (b), as the case may be, under those rules.