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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.
  • Credit Risk

Legal Instruments that change this Part Credit Risk

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6 results

6 results

  • Published: 15/09/2021

PRA2021/11 - PRA Rulebook: PRA (Rules applying to holding companies) Instrument 2021

Effective: 17/09/2021

  • Application and Definitions

Policy Statement

  • PS20/21 - Financial holding companies: Further implementation
  • Published: 28/12/2020

PRA2020/29 - PRA Rulebook: (EU Exit) Instrument 2020

Effective: 31/12/2020

  • Criteria for Certain Exposures Secured by Mortgages on Commercial Immovable Property
  • Securitisation – Recognition of Significant Risk Transfer

Policy Statement

  • PS30/20 - The Bank of England’s amendments under the European Union (Withdrawal) Act 2018: Changes before the end of the transition period
  • Published: 28/12/2020

PRA2020/19 - PRA Rulebook: CRR Firms: Credit Risk Instrument 2020

Effective: 28/12/2020

  • Criteria for Certain Exposures Secured by Mortgages on Commercial Immovable Property

Policy Statement

  • PS29/20 - Capital Requirements Directive V (CRD V)
  • Published: 06/03/2019

PRA2019/8 - PRA Rulebook: CRR Firms: Credit Risk (Amendment) Instrument 2019

Effective: 31/12/2020

  • Application and Definitions
  • Materiality Threshold

Policy Statement

  • PS7/19 - Credit risk: the definition of default
  • Published: 27/10/2014

PRA2014/26 - PRA Rulebook Credit Risk (Amendment) Instrument 2014

Effective: 27/10/2014

  • Criteria for Certain Exposures Secured by Mortgages on Commercial Immovable Property

Policy Statement

  • PS10/14 - "CRD IV: updates for credit risk mitigation, credit risk, governance and market risk [Responses to CP12/14]"
  • Published: 19/12/2013

PRA2013/36 - PRA Rulebook CRR Firms Instrument 2013

Effective: 01/01/2014

  • Application and Definitions
  • Criteria for Certain Exposures Secured by Mortgages on Commercial Immovable Property
  • Securitisation – Recognition of Significant Risk Transfer
  • Settlement Risk
  • Standardised Approach – Treatment of Exposures to Regional Governments

Policy Statement

  • PS7/13 - Strengthening capital standards: implementing CRD IV, feedback and final rules

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