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

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