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Statement of Policy - The PRA's methodologies for setting Pillar 2 capital (updated 12 December 2017)1 IntroductionSection I: Pillar 2A methodologies2 Credit risk3 Market risk4 Operational risk5 Counterparty credit risk6 Credit concentration risk7 Interest rate risk in the banking book8 Pension obligation risk8A Group Risk, including RFB group riskSection II: Pillar 2B9 The PRA bufferAnnex - statement of policy updates
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Section II: Pillar 2B

9 The PRA buffer
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