Related links

PS7/13 - Strengthening capital standards: implementing CRD IV, feedback and final rules https://www.bankofengland.co.uk/prudential-regulation/publication/2013/strengthening-capital-standards-implementing-crd-4
Legislation.gov.uk http://www.legislation.gov.uk/
Eur-Lex http://eur-lex.europa.eu/en/index.htm
SS6/13 - Stress testing, scenario analysis and capital planning https://www.bankofengland.co.uk/-/media/boe/files/prudential-regulation/supervisory-statement/2013/ss613.pdf
SS5/13 - The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) https://www.bankofengland.co.uk/-/media/boe/files/prudential-regulation/supervisory-statement/2013/ss513.pdf

Chapters

  • 1 Application and Definitions
  • 2 Adequacy of Financial Resources
  • 3 Strategies, Processes and Systems
  • 4 Credit and Counterparty Risk
  • 5 Residual Risk
  • 6 Concentration Risk
  • 7 Securitisation Risk
  • 8 Market Risk
  • 9 Interest Risk Arising from Non-Trading Book Activities
  • 10 Operational Risk
  • 11 Risk of Excessive Leverage
  • 12 Stress Tests and Scenario Analysis
  • 13 Documentation of Risk Assessments
  • 14 Application of this Part on an Individual Basis, a Consolidated Basis and a Sub-Consolidated Basis