Insert the following definitions in the appropriate alphabetical position in the Glossary:
ABCP internal assessment approach
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 9.12.20R.
(for the purposes of BIPRU 9 (Securitisation)) an asset backed commercial paper programme.
one of the following:
(a) the adjusted method o
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