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PS9/24 – Implementation of the Basel 3.1 standards near-final part 21: Overview (paras. 1.1-1.43)2: Credit risk - standardised approach (paras. 2.1-2.313)3: Credit risk - internal ratings based approach (paras. 3.1-3.186)4: Credit risk mitigation (paras. 4.1-4.76)5: Output floor (paras. 5.1-5.60)6: Pillar 2 (paras. 6.1-6.11)7: Disclosure (Pillar 3) (paras. 7.1-7.36)8: Reporting (paras. 8.1-8.59)9: Interim capital regime (paras. 9.1-9.22)Appendix 1: AbbreviationsAppendix 2: Near-final PRA Rulebook: CRR Firms: (CRR) Instrument [2024]Appendix 3: Summary of the purpose of the rules - Basel 3.1Appendix 4: Corresponding CRR rules - Basel 3.1Appendix 5: CRR restatement provisions - Basel 3.1Appendix 6: Near-final amendments to supervisory statement 10/13 Credit risk standardised approachAppendix 7: Near-final amendments to supervisory statement 13/16 - Underwriting standards for buy-to-let mortgage contractsAppendix 8: Near-final supervisory statement 3/24 - Credit risk definition of defaultAppendix 9: Near-final supervisory statement 4/24 - Credit risk internal ratings based approachAppendix 10: Near-final amendments to supervisory statement 17/13 - Credit risk mitigationAppendix 11: Near-final amendments to supervisory statement 12/13 - Counterparty credit riskAppendix 12: Near-final updated disclosure templates and instructionsAppendix 13: Near-final mapping of reporting template codesAppendix 14: Near-final updated reporting templates and instructionsAppendix 15: Near-final amendments to supervisory statement 34/15 - Guidelines for completing regulatory reportsAppendix 16: Near-final PRA Standards Instrument: Technical Standards (Economic Downturn) Revocation Instrument [2024]Appendix 17: Near-final PRA Rulebook: CRR Firms: SDDT Regime (Interim Capital Regime) Instrument [2024]Appendix 18: Corresponding CRR rules - Interim Capital RegimeAppendix 19: CRR restatement provisions – Interim Capital Regime
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Version date: 12 September 2024 - onwards

Appendix 8: Near-final supervisory statement 3/24 - Credit risk definition of default

Appendix 8: Near-final supervisory statement 3/24 - Credit risk definition of default

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