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UK Basel 3.1: An overview of the near-final rules
On 12 September 2024, the Prudential Regulation Authority (PRA) published the second part of its near-final rules on the implementation of Basel 3.1 standards through Policy Statement 9/24 (PS9/24). The first part of these near-final rules was issued on 2 December 2023, as part of PS17/23.
This article provides an overview of the near-final rules published by the PRA, as part of the UK's implementation of Basel 3.1 (PS9/24).
UK Basel 3.1: Operational risk - standardised approach
This article outlines the key changes to the calculation of own funds requirement for operational risk, as part of the implementation of Basel 3.1 standards (PS17/23).
UK Basel 3.1: Credit valuation adjustment and counterparty credit risk
This article outlines the key changes to the calculation of Credit valuation adjustment and counterparty credit risk, as part of the implementation of Basel 3.1 standards (PS17/23).
UK Basel 3.1: Market Risk
This article outlines the key changes to the calculation of market risk capital requirements as part of the implementation of Basel 3.1 standards (PS17/23).
UK Basel 3.1: Near-final rules Phase 1 (PS17/23)
On 12 December 2023, the Prudential Regulation Authority (PRA) published near-final rules on the implementation of Basel 3.1 standards through Policy Statement 17/23 (PS17/23). PS17/23 covers near-final rules on market risk; credit valuation adjustment (CVA) and counterparty credit risk (CCR); operational risk; interactions with the PRA’s Pillar 2 framework; and, re-denominate currency references to pound sterling (GBP).