Appendix A: Model change pro-forma required when pre or post-notifying changes to a ratings system
Firm: | |
Date notification sent to PRA: | |
Pre or post change notification: | |
Rating system: | Name: Asset type: PD/LGD/EAD |
Brief description of change(s): | |
Portfolio information: [Credit risk capital information on the ratings system that the firm is proposing to change - this information should be prior to the application of the proposed change.] | EAD £xxx (date) RWA £xxx (date) EL £xxx (date) |
Group information: [Credit risk capital information for UK consolidation group.] | EAD £xxx (date) RWA £xxx (date) EL £xxx (date) |
Materiality of change: | RWA impact £xxx RWA % change % EL impact £xxx EL % change % |
Reason change is pre/post notified: [Explain here why the change is classed as pre or post notified.] | |
Relevant committee approval: [Committee responsible for approval of change.] | Name: Date of approval: |