Guidance
SS12/13 – Counterparty credit risk
Printed on: 26/06/2025
Rulebook at: 24/02/2022
This SS has not yet been added to the PRA Rulebook. It is available on the Bank of England website, here.
https://www.bankofengland.co.uk/prudential-regulation/publication/2013/counterparty-credit-risk-ss
Related links
| Counterparty Credit Risk (CRR) | https://www.prarulebook.co.uk/pra-rules/counterparty-credit-risk-crr/24-02-2022 |
| PS22/21 - Implementation of Basel standards: Final rules | https://www.bankofengland.co.uk/prudential-regulation/publication/2021/october/implementation-of-basel-standards |