The PRA has published a number of Supervisory Statements concerning the Capital Requirements Directive IV and the Capital Requirements Regulation.
These are:
- Supervisory Statement 12/13: Counterparty Credit risk;
- Supervisory Statement 7/13: CRD IV and capital;
- Supervisory Statement 9/13: Credit risk – securitisation;
- Supervisory Statement 10/13: Credit risk – standardised approach;
- Supervisory Statement 17/13: Credit risk mitigation;
- Supervisory Statement 15/13: Groups;
- Supervisory Statement 16/13: Large Exposures;
- Supervisory Statement 13/13: Market risk; and
- Supervisory Statement 14/13: Operational risk.
View Supervisory Statement 12/13: Counterparty Credit risk, 19 December 2013
View Supervisory Statement 7/13: CRD IV and capital, 19 December 2013
View Supervisory Statement 9/13: Credit risk – securitisation, 19 December 2013
View Supervisory Statement 10/13: Credit risk – standardised approach, 19 December 2013
View Supervisory Statement 17/13: Credit risk mitigation, 19 December 2013
View Supervisory Statement 15/13: Groups, 19 December 2013
View Supervisory Statement 16/13: Large Exposures, 19 December 2013
View Supervisory Statement 13/13: Market risk, 19 December 2013
View Supervisory Statement 14/13: Operational risk, 19 December 2013