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Home > Prudential Regulation Authority > Credit risk - standardised approach - SS10/13
 

Credit risk - standardised approach - SS10/13

19 December 2013

​This supervisory statement sets out the Prudential Regulation Authority’s (PRA’s) expectations in respect of certain aspects of a firm's application of the standardised approach to credit risk.

This supervisory statement covers elements of the following topics:

  • exposures to institutions;
  • third country equivalence;
  • the monetary threshold for retail exposures;
  • Ijara mortgages;
  • buy-to-let mortgages; 
  • exposures in default;
  • items associated with particularly high risk; and
  • the interim mapping of external credit assessments to credit quality steps.


Supervisory Statement

Credit risk - standardised approach - SS10/13 

 

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