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  4. Rules Supplementing Article 105 on Standards for Prudential Valuation (previously Regulation (EU) No 2016/101)
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  6. Annex Formulae to be used for the purpose of Aggregating AVAs under Article 9(6), Article 10(7) and Article 11(7)

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.
  • Annex Formulae to be used for the purpose of Aggregating AVAs under Article 9(6), Article 10(7) and Article 11(7) (Trading Book (CRR) / Rules Supplementing Article 105 on Standards for Prudential Valuation (previously Regulation (EU) No 2016/101) / Chapter IV Final Provisions)

Legal Instruments that change this Annex Annex Formulae to be used for the purpose of Aggregating AVAs under Article 9(6), Article 10(7) and Article 11(7)

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  • Published: 14/10/2021

PRA2021/13 - PRA Rulebook (CRR) Instrument 2021

Effective: 01/01/2022

  • Annex Formulae to be used for the purpose of Aggregating AVAs under Article 9(6), Article 10(7) and Article 11(7)

Policy Statement

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

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