Supervisory Statements and Statements of Policy
- Model risk management principles for banks (SS1/23)
- Internal Ratings Based (IRB) Approaches (SS11/13)
- Counterparty Credit Risk (SS12/13)
- Market Risk (SS13/13)
- Model Risk Management Principles for Stress Testing (SS3/18)
- Algorithmic Trading (SS5/18)
- Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) (SS31/15, in particular paragraph 2.6)
- The PRA’s methodologies for setting Pillar 2 capital Statement of Policy (in particular paragraphs 2.5, 3.5, 3.8, 5.4, 5.19, 5.22 and 9.43)