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Version date: 12 December 2023 - onwards
Version 7 of 7

8 Qualifying debt instruments

8.1 Article 336(4)(a) of the Market Risk: Simplified Standardised Approach (CRR) Part states that positions listed on a stock exchange in a third country, where the exchange is recognised by the competent authorities, qualify for the specific risk own funds requirements in the second row of the table in Article 336 of the Market Risk: Simplified Standardised Approach (CRR) Part.

8.2 For the purposes of this rule, the PRA recognise the following stock exchanges in third countries:

Australian Securities Exchange Limited.

Bermuda Stock Exchange.

Bolsa Mexicana de Valores.

Bourse de Montreal Inc.

Channel Islands Stock Exchange.

Chicago Board of Trade.

Chicago Board Options Exchange.

Chicago Board of Trade (CBOT).

Chicago Stock Exchange.

Dubai Financial Market.

EUREX (Zurich).

Euronext Amsterdam Commodities Market.

Hong Kong Exchanges and Clearing Limited.