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.

3E4 Loss-Given-Default (Solvency Capital Requirement - Standard Formula / Counterparty Default Risk Module)

Legal Instruments that change this Article 3E4 Loss-Given-Default

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Published: 15/11/2024

Effective: 31/12/2024

3E4 Loss-Given-Default

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PS15/24 - Review of Solvency II: Restatement of assimilated law Opens in a new window

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PRA2024/13 - PRA Rulebook: Solvency II Instrument 2024

Effective: 31/12/2024

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