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Division MRM class determination for Category 3 PRIIPsF1

United Kingdom Repealed

Original text. Later amendments are not shown.

  1. 16Division 16
  2. 17The VEV is given by:
  3. 18Division 18
  4. 19Division 19
  5. 20Division 20
  6. 21Division 21
  7. 22For each simulation of a spot price (or level), the PRIIP manufacturer shall:
  8. 23For curves, a principal component analysis (PCA) shall be performed to ensure that the simulation of the movements of each point on the curve over a long period results in a consistent curve.
  9. 24Division 24

Annotations

Textual amendments

F1

Regulation revoked (6.4.2026) by Financial Services and Markets Act 2023 (c. 29), s. 86(3), Sch. 1 Pts. 1, 3 (with s. 1(4)); S.I. 2025/1078, reg. 7(d)(ii)