Changes to PRA rules and policy materials (paras. 1.61-1.63)
[Changes for Basel 3.1 purposes do not apply in respect to firms in the Transitional Capital Regime, unless this is done expressly. The existing policy material would continue in effect as appropriate for firms within the 'Strong & Simple' Transitional Capital Regime.]
1.61 The proposals set out in this CP would result in changes to the following parts of the PRA Rulebook and existing policy materials:
Proposed changes to policy material
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Policy material |
Proposals |
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PRA Rulebook (CRR) Instrument 2023 |
The instrument would introduce new Parts of the PRA Rulebook, as follows: Required Level of Own Funds (CRR) Credit Risk: General Provisions (CRR) Credit Risk: Standardised Approach (CRR) Credit Risk: Internal Ratings-Based Approach (CRR) Credit Risk Mitigation (CRR) Market Risk: General Provisions (CRR) Market Risk: Internal Model Approach (CRR) Market Risk: Advanced Standardised Approach (CRR) Market Risk: Simplified Standardised Approach (CRR) Credit Valuation Adjustment Risk Operational Risk |
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Policy material |
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