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Home > Prudential Regulation Authority > The Basel I floor - SS8/13
 

The Basel I floor - SS8/13

​This supervisory statement sets out the Prudential Regulation Authority’s (PRA) expectations regarding the application of the Basel 1 capital requirements floor.

The supervisory statement covers the following topics:

  • Calculation of capital requirements
  • Permission to apply floor based on non-modelled CRR approaches
  • Permission to disapply the floor
     

Supervisory Statement

The Basel I floor - SS8/13 

 

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