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Solvent exit planning for non-systemic banks (SS2/24)
PRA in the supervisory statement SS2/24 outlines requirements around solvent exit planning and execution. This article summarises the requirements and provides specific action points that small- and medium-sized banks can consider to implement these requirements.
Solvent exit planning for non-systemic banks (CP10/23)
PRA in the consultation paper CP10/23 outlines requirements around solvent exit planning and execution. This article summarises the requirements and provides specific action points that small- and medium-sized banks can consider to implement these requirements.
CP6/23 - The non-performing exposures capital deduction
This article outlines reporting changes proposed as part of CP6/23 - ‘The non-performing exposures capital deduction’.
UK Basel 3.1: An overview of the proposed changes
This article outlines an overview of the proposed changes, as part of UK’s implementation of Basel 3.1 (CP16/22).
UK Basel 3.1: Reporting changes
This article outlines the proposed reporting changes, as part of UK’s implementation of Basel 3.1 (CP16/22).
UK Basel 3.1: Credit risk standardised approach – off-balance sheet items
This article outlines the proposed changes to off-balance sheet items under the standardised approach of credit risk, as part of UK’s implementation of Basel 3.1 (CP16/22).
UK Basel 3.1: Credit risk standardised approach – exposures in default
This article outlines the proposed changes to exposures in default under the standardised approach of credit risk, as part of UK’s implementation of Basel 3.1 (CP16/22).
UK Basel 3.1: Credit risk standardised approach – exposures to multilateral development banks (MDBs)
This article outlines the proposed changes to exposures to MDBs under the standardised approach of credit risk, as part of UK’s implementation of Basel 3.1 (CP16/22).
UK Basel 3.1: Credit risk standardised approach – exposures to institutions
This article outlines the proposed changes to exposures to institutions under the standardised approach of credit risk, as part of UK’s implementation of Basel 3.1 (CP16/22).
UK Basel 3.1: Credit risk standardised approach – real estate exposures
This article outlines the proposed changes to credit risk real estate exposure classification and risk weights under the standardised approach, as part of UK’s implementation of Basel 3.1 (CP16/22).
UK Basel 3.1 standards: Credit risk standardised approach – exposures to corporates
This article outlines the proposed changes to credit risk corporate exposure classification and risk weights under the standardised approach, as part of UK’s implementation of Basel 3.1 (CP16/22).
UK Basel 3.1 standards: Credit risk standardised approach – retail exposures
This article outlines the proposed changes to credit risk retail exposure classification and risk weights under the standardised approach, as part of UK’s implementation of Basel 3.1 (CP16/22).
Simpler-regime Firm (SRF) CP16/22 updates
PRA consultation paper CP5/22 proposes an introduction of a simpler regime and simplified prudential requirements for non-systemic banks and building society. In CP5/22, the PRA have proposed a definition for ‘Simpler-regime Firm’ (SRF).
CP5/22 - Simpler-regime Firm (SRF)
PRA consultation paper CP5/22 proposes an introduction of a simpler regime and simplified prudential requirements for non-systemic banks and building society. In CP5/22, the PRA have proposed a definition for ‘Simpler-regime Firm’ (SRF).