Calculation of RWA for Operational Risk

PRA Rules 

For a list of the Capital Requirements Regulation provisions revoked from UK legislation, and their corresponding PRA rules, refer to this table of corresponding provisions.

• Operational Risk (CRR) 
• Disclosure (CRR), in particular Article 446 and Article 454
• Reporting (CRR)

UK legislation 

• Own Funds requirements for Operational Risk – Capital Requirements Regulation (EU) No 575/2013 (Part Three, Title III)

UK technical standards

• Specification of the assessment methodology under which competent authorities permit institutions to use Advanced Measurement Approaches for operational risk - Commission Delegated Regulation (EU) 2018/959, as amended, including by the Technical Standards (Capital Requirements) (EU Exit) (No.3) Instrument 2019, Annex T
• Assessing the materiality of extensions and changes of the Internal Ratings Based Approach and the Advanced Measurement Approach - Commission Delegated Regulation 529/2014, as amended, including by the Technical Standards (Capital Requirements) (EU Exit) (No.3) Instrument 2019, Annex I

Supervisory Statements 

• Operational Risk (SS14/13)