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  3. Counterparty Credit Risk (CRR)
  4. Counterparty Credit Risk (Part Three, Title Two, Chapter Six CRR)

Legal Instruments

Legal instruments shows a list of legal instruments that have been made by the PRA and published. They can be found on this page, or via the Bank of England’s Publications page.
  • Counterparty Credit Risk (Part Three, Title Two, Chapter Six CRR) (Counterparty Credit Risk (CRR))

Legal Instruments that change this Chapter Counterparty Credit Risk (Part Three, Title Two, Chapter Six CRR)

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  • Published: 08/08/2022

PRA2022/7 - PRA Rulebook: CRR Firms: CRR Rule Administration Instrument 2022

Effective: 01/09/2022

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Policy Statement

  • PS7/22 - Responses to Occasional Consultation Paper – March 2022
  • Published: 14/10/2021

PRA2021/13 - PRA Rulebook (CRR) Instrument 2021

Effective: 01/01/2022

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  • Article 271 Determination of the Exposure Value
  • Article 272 Definitions
  • Article 279 Calculation of the Risk Position
  • Article 280 Hedging Set Supervisory Factor Coefficient
  • Article 300 Definitions
  • Article 307 Own Funds Requirements for Contributions to the Default Fund of a CCP
  • Article 310 Own Funds Requirements for Unfunded Contributions to the Default Fund of a QCCP

Policy Statement

  • PS22/21 - Implementation of Basel standards: Final rules

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