Related links

SS13/13 – Market risk
PS22/21 - Implementation of Basel standards: Final rules https://www.bankofengland.co.uk/prudential-regulation/publication/2021/october/implementation-of-basel-standards

Chapters

  • 1 Application and Definitions
  • 2 Level of Application
  • 3 Trading Book (Part Three Title I Chapter 1, and Article 94, CRR)
  • 4 Rules Supplementing Article 105 on Standards for Prudential Valuation (previously Regulation (EU) No 2016/101)