- Prudential regulation
- Authorisations
- Cancelling a firm's permissions
- Capital Requirements Regulation permissions
- Change in control
- Financial Services Compensation Scheme
- Insurance special purpose vehicles
- Intra-group financial support
- New firm authorisation
- Passporting
- Senior Managers Regime: approvals
- Solvency II approvals
- Structural reform approvals
- Variation of permission
- Waivers and modifications of rules
- Which firms does the PRA regulate?
- key-initiatives
- letter
- 2014
- Letter from Andrew Bailey, 19 June 2014
- Letter to the Chancellor from Andrew Bailey, 7 November 2014
- PRA Adaptation Reporting letter, June 2014
- Remuneration - PRA expectations, December 2014
- Reserving - letter to general insurers from Chris Moulder, 13 November 2014
- Solvency II Directors' update ARCHIVED
- Solvency II Directors’ update ARCHIVED
- Solvency II directors update, June 2014
- Solvency II directors update, November 2014
- Solvency II directors update, October 2014
- Solvency II – Matching Adjustment Asset Eligibility, ARCHIVED
- Solvency II: matching adjustment ARCHIVED
- Solvency II - An update on implementation ARCHIVED
- Trial submission of materials to approve the application for a matching adjustment, June 2014
- 2015
- Letter from Allen and Overy LLP regarding Lloyds Banking Group Enhanced Capital Notes
- Change to the FSCS deposit protection limit letter to firms (banks and building societies)
- Change to the FSCS deposit protection limit letter to firms (wholesale-only)
- Letter from Chris Moulder on continued soft market conditions in the UK general insurance sector
- Cyber Resilience Questionnaire for insurers
- Directors' letter 'Longevity risk transfers' ARCHIVED
- Further information regarding Lloyds Banking Group Enhanced Capital Notes (ECNs) enquiries
- Further information relating to the Lloyds Banking Group Enhanced Capital Notes and stress testing
- Information relating to the Lloyds Banking Group Enhanced Capital Notes and stress testing
- Internal model change policy
- Solvency II: equity release mortgages ARCHIVED
- Letter from Sam Woods on the PRA's response to Defra on climate change adaptation reporting
- Letter from Sam Woods on the Senior Insurance Managers Regime
- Letter from Sam Woods, Executive Director Insurance Supervision, 24 September 2015
- Letter to small non-Solvency II insurance firms
- Observations of internal model validation
- Solvency II Directors’ update ARCHIVED
- PRA response to the letter from Allen and Overy LLP re: Lloyds Banking Group Enhanced Capital Notes
- Solvency II: matching adjustment ARCHIVED
- Solvency II: matching adjustment ARCHIVED
- Solvency II directors update - March 2015
- Solvency II directors update - May 2015
- Solvency II Directors’ update ARCHIVED
- Solvency II directors update - July 2015
- Solvency II internal model and matching adjustment update ARCHIVED
- Solvency II Own risk and solvency assessment - June 2015
- Transfers of Insurance Business under Part VII FSMA - letter from PRA Insurance Directors
- Volatility adjustment in the modelling of market and credit risk stresses
- 2016
- Letter to firms from supervisors: Additional liquidity monitoring metrics (ALMM) - New data item
- Analysis and observations from regulatory returns and monitoring-the-market questionnaire
- Cyber underwriting risk
- General Insurance Stress Test 2015 Feedback
- Insurance firms in run-off: firm engagement with the PRA
- Letter from Sam Woods ‘Implementation of IFRS 9 Financial Instruments’
- Longevity Risk Transfers - February 2016
- Modification by Consent of Leverage Ratio rule 1.2, Public Disclosure rule 1.1 and Reporting Leverage Ratio rule 1.2
- PRA response to the letter from Mr Sanders regarding Lloyds Banking Group
- PRA rules on diversity within firms' management body
- PRA statement on adjustments to firms' PRA buffers
- Sam Woods reflections on 2015 Solvency II model approved process - January 2016
- 2017
- Contingency planning for the UK's withdrawal from the European Union
- Firms’ preparations for the UK’s withdrawal from the European Union: planning assumptions
- Follow-up to PRA Statement on consumer credit
- General Insurance Stress Test 2017 Feedback
- General Insurance Stress Test 2017 (GIST 2017)
- Letter from David Rule: Analysis and observations from monitoring-the-market questionnaire
- Letter from Sam Woods ‘IFRS 9 Financial Instruments’
- Letter from Sam Woods on transitional arrangements for capital impact of IFRS 9 expected credit loss accounting
- Stress test model management
- Transition disclosures for IFRS 9 ‘Financial Instruments’
- 2018
- Capital extractions by insurance firms in run-off
- Change to supervising remuneration compliance for Level One firms
- Letter from Sam Woods: Existing or planned exposure to crypto-assets
- Firms’ preparations for the UK’s withdrawal from the European Union: update following March 2018 European Council
- Firms’ preparations for transition from LIBOR to risk-free rates
- Joining the dots – the Actuarial Function, underwriting, capital and reserving
- Letter from Norval Bryson providing an update on the Independent Review of Co-operative Bank Supervision
- Letter from Anna Sweeney: Market conditions facing specialist general insurers: Feedback from recent PRA review work
- Letter on review of Actuarial Function Reports in general insurance firms
- Letter from Sam Woods: Solvency II Risk Margin
- Letter from Sid Malik - Solvency II: Two and a half years on
- Letter from David Rule: Solvency II: Equity release mortgages
- Letter from David Rule: Solvency II: Equity release mortgages - December 2018
- The adequacy of PRA resources and the independence of PRA functions
- Update to firms on the Bank’s regulatory approach, and firm preparations, for EU withdrawal
- 2019
- Cyber underwriting risk: follow-up survey results
- Letter from Victoria Saporta: Disclosures about IFRS 9 expected credit losses – January 2019
- Insurance Stress Test 2019
- Insurance Stress Test 2019: Request for technical input
- Letter from Gareth Truran: PRA current areas of focus for general insurance firms
- Letter from James Orr: Feedback from recent PRA reserving reviews
- Letter from Vicky Saporta ‘Money Laundering/Terrorist Financing risks in prudential supervision’
- Letter from Sid Malik: Observations from recent regulatory reviews
- Letter from Sid Malik ‘Proxy modelling survey: Best observed practice’
- Letter from Sam Woods: The prudential regulatory framework and Libor transition
- Letter from Sarah Breeden and David Bailey ‘Reliability of regulatory returns’
- Letter from David Rule: Remuneration requirements – PRA findings and expectations
- Letter from Melanie Beaman: Review and findings: Fast growing firms
- Letter from David Rule: Solvency II: Equity release mortgages – Part 2
- Letter from Victoria Saporta: Written auditor reporting – thematic feedback from the 2018/2019 reporting period
- Letter from Victoria Saporta: Written auditor reporting – update and main thematic findings
- 2020
- New Bank Start-up Unit
- New Insurer Start-up Unit
- Policy
- Practitioner Panel and Insurance Sub-committee
- The PRA’s statutory powers
- publication
- 2011
- 2012
- 2013
- Addressing the implications of non-EEA national depositor preference regimes
- Prudential Regulation Authority Annual Accounts 21 November 2011 to 28 February 2013
- Asset and liability management: suggestions for greater effectiveness
- Capital extractions by run-off firms within the general insurance sector
- Capital requirements for major UK banks and building societies
- Collateral upgrade transactions and asset encumbrance: expectations in relation to firms' risk management practices
- Conducting statutory investigations
- Counterparty credit risk
- CRD IV and capital
- Credit risk: internal ratings based approaches
- Credit risk: internal ratings based approaches
- Credit risk mitigation
- Credit risk - standardised approach
- Designation of investment firms for prudential supervision by the PRA
- Financial Conglomerates Directive: Technical review amendments
- Financial Services Compensation Scheme: changes to the Compensation sourcebook
- Financial Services Compensation Scheme - management expenses levy limit 2013/14
- Groups
- Internal Ratings Based (IRB) approaches
- Large Exposures
- Liquidity and capital regime for UK banks and building societies: adjustments in relation to FPC statement
- Market risk
- Occasional Consultation Paper
- Operational risk
- Pension obligation risk
- PRA approach documents 2013
- Prudential Regulation Authority fees and levies: policy proposals for 2014/15
- Recovery planning
- Prudential Regulation Authority Regulated fees and levies: rates proposals 2013/14
- Regulatory Reform: amendments to the Prudential Regulation Authority Handbook
- Resolution planning
- Schemes of arrangement by general insurance firms
- Securitisation – Significant Risk Transfer
- Securitisations and Significant Risk Transfer
- Securitisations: high cost credit protection in synthetic transactions
- Settlement bank exposures to customer banks: management of the risks
- Solvency II: applying EIOPA's preparatory guidelines to PRA-authorised firms
- Solvency II: EIOPA's preparatory guidelines to PRA-authorised firms
- Special project fees
- Statement on the regulatory treatment of retail residential mortgage loans under the Help to Buy
- Strengthening Capital Standards: Implementing CRD IV
- Supervisory tools: Definition of Core Tier 1 Capital
- Supervisory tools: Liquidity tools
- Supervisory tools: Recovery and resolution plans
- The Basel I floor
- The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP)
- The power of direction over qualifying parent undertakings
- The Prudential Regulation Authority’s approach to enforcement: statutory statements of policy and procedure
- The relationship between the external auditor and the supervisor: a code of practice
- Third country equivalence aspects of the credit risk provisions in the CRR, and recognised exchanges
- Transposition of Solvency II: part 1 and 2
- 2014
- Prudential Regulation Authority Annual Report and Accounts 2014
- Capital extractions by run-off firms within the general insurance sector
- Clawback
- CRD IV: updates for credit risk mitigation, credit risk, governance and market risk
- CRD IV: Liquidity
- CRD IV: compliance with the European Banking Authority’s Guidelines on disclosure of encumbered and unencumbered assets
- CRD IV: compliance with the EBA's guidelines on disclosure of encumbered and unencumbered assets - SUPERSEDED
- CRD IV: data collection on remuneration practices
- Depositor Protection
- Ensuring operational continuity in resolution
- Financial Services Compensation Scheme - management expenses levy limit 2014/15
- Implementing CRD IV: capital buffers
- Implementing the Bank Recovery and Resolution Directive
- Implementing the Financial Policy Committee's recommendation on loan to income ratios in mortgage lending
- Mutuality and with-profit funds: a way forward
- Occasional Consultation Paper
- Policyholder Protection
- PRA Administration Instruments
- PRA approach documents 2014
- Regulated fees and levies: rates proposals 2014/15
- Reports by skilled persons
- Responses to CP5/14
- A review of requirements for firms entering into or expanding in the banking sector: one year on
- Senior insurance managers regime: a new regulatory framework for individuals
- Solvency II approvals
- Solvency II: calculation of technical provisions and the use of internal models for general insurers
- Solvency II: calculation of technical provisions and the use of internal models for general insurers
- Solvency II: further measures for implementation
- Solvency II: recognition of deferred tax
- Solvency II: recognition of deferred tax
- Strengthening accountability in banking: a new regulatory framework for individuals
- Strengthening accountability in banking: forms, consequential and transitional aspects
- Strengthening the alignment of risk and reward: new remuneration rules
- Subordinated guarantees and the quality of capital for insurers
- Subordinated guarantees and the quality of capital for insurers
- Supervising International Banks: the PRA’s approach to branch supervision
- Supervising international banks: the PRA’s approach to branch supervision
- The financial stability information power
- The implementation of ring-fencing: consultation on legal structure, governance and the continuity of services and facilities
- The PRA Rulebook
- The PRA Rulebook: Part 2
- The Prudential Regulation Authority's (PRA's) approach to schemes of arrangement proposed by PRA-authorised insurers under Part 26 of the Companies Act 2006
- The PRA’s approach to with-profits insurance business
- The use of PRA powers to address serious failings in the culture of firms
- Transposition of Solvency II: Part 3
- Valuation risk for insurers
- Valuation risk for insurers
- 2015
- Aggregation of holdings for the purpose of prudential assessment of controllers
- Amendments to various forms
- Prudential Regulation Authority Annual Report and Accounts 2015
- Approach to non-executive directors in banking and Solvency II firms & Application of the presumption of responsibility to Senior Managers in banking firms
- Assessing capital adequacy under Pillar 2
- Capital extractions by run-off firms within the general insurance sector
- Changes to the Approved Persons Regime for Solvency II firms: forms, consequential changes and transitional arrangements
- Conditions, time limits and variations
- Contractual stays in financial contracts governed by third-country law
- Contractual stays in financial contracts governed by third-country law
- Corporate governance: Board responsibilities
- CRD IV: Interim LCR reporting
- Deposit Guarantee Scheme
- Depositor and dormant account protection
- Depositor and dormant account protection - consequential amendments
- Depositor and dormant account protection - further amendments
- Depositor and dormant account protection
- Depositor and dormant account protection – the protection limit
- Depositor and policyholder protection - technical amendments
- Depositor, dormant account and policyholder protection – amendments
- Dormant Account Scheme
- Engagement between external auditors and supervisors and commencing the PRA's disciplinary powers
- Exercising certain functions under the Building Societies Act 1986
- Financial Services Compensation Scheme - management expenses levy limit 2015/16
- Guidelines for completing regulatory reports
- Implementing a UK leverage ratio framework
- Implementing audit committee requirements under the revised Statutory Audit Directive
- Insurance - general application
- Internal governance
- Non-Solvency II: insurance companies - Capital assessments
- Occasional Consultation Paper
- Occasional Consultation Paper
- Pillar 2: Update to reporting data items and instructions
- Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082, and PRA 111
- Policyholder protection
- Policyholder protection
- PRA FCA Review into the failure of HBOS
- PRA Solvency II internal model and partial internal model approved firms
- PRA statement on housing tools
- PRA expectations regarding the application of malus to variable remuneration
- PRA Final Instruments
- Regulated fees and levies: rates proposals 2015/16
- PRA Rulebook: Administration Instrument (No. [2]) 2015
- The prudential regime, and implementation of the Senior Insurance Managers Regime, for non-Solvency II firms
- Reform of the legacy Credit Unions sourcebook
- Remuneration
- Remuneration standards: the application of proportionality
- Outsourcing functions to the Cloud 1
- Reporting rule amendments following CP29/15 and PS11/15
- Senior Insurance Managers Regime: a streamlined approach for non-Solvency II firms
- Senior Insurance Managers Regime: implementation proposals for non-Solvency II insurance firms
- Solvency II: A new regime for insurers
- Solvency II: applying EIOPA's Set 1 Guidelines to PRA-authorised firms
- Solvency II: applying EIOPA Set 2, System of Governance and ORSA Guidelines
- Solvency II: consistency of UK generally accepted accounting principles with the Solvency II Directive
- Solvency II: external audit of the public disclosure requirement
- Solvency II: internal model reporting codes and components and life product codes
- Solvency II: supervisory approval for the volatility adjustment
- Solvency II: third-country insurance and pure reinsurance branches
- Solvency II: transitional measures and the treatment of participations
- Solvency II: treatment of sovereign debt in internal models
- Solvency II: applying EIOPA Set 2, System of Governance and ORSA Guidelines
- Solvency II: applying EIOPA's Set 1 Guidelines to PRA-authorised firms
- Solvency II: approvals
- Solvency II: composites
- Solvency II: conditions governing business
- Solvency II: consistency of UK generally accepted accounting principles with the Solvency II Directive
- Solvency II: Group supervision
- Solvency II: internal model reporting codes and components
- Solvency II: life insurance product reporting codes
- Solvency II: Lloyd's
- Solvency II: ORSA and the ultimate time horizon - non-life firms
- Solvency II: Own funds
- Solvency II: Regulatory Reporting and exemptions
- Solvency II: Regulatory reporting internal model outputs
- Solvency II: reporting and public disclosure - options provided to supervisory authorities
- Solvency II: reporting and public disclosure - options provided to supervisory authorities
- Solvency II: supervision of firms in difficulty or run-off
- Solvency II: supervisory approval for the volatility adjustment
- Solvency II: surplus funds
- Solvency II: the internal model treatment of participations
- Solvency II: the quality of capital instruments
- Solvency II: the solvency and minimum capital requirements
- Solvency II: the treatment of pension scheme risk
- Solvency II: third-country branches
- Solvency II: third-country insurance and pure reinsurance branches
- Solvency II: transitional measures on risk-free interest rates and technical provisions
- Solvency II: treatment of sovereign risk in the internal model
- Strengthening accountability in banking and insurance: regulatory references
- Strengthening accountability in banking: UK branches of foreign banks
- Strengthening individual accountability in banking and insurance - responses to CP14/14 and CP26/14
- Strengthening individual accountability in banking: responses to CP14/14, CP28/14 and CP7/15
- Strengthening individual accountability in banking
- Strengthening individual accountability in insurance: responses to CP26/14, CP7/15 and CP13/15
- Strengthening individual accountability in insurance
- Supervising building societies' treasury and lending activities
- Supervising international banks: the Branch Return
- The impact of climate change on the UK insurance sector
- The implementation of ring-fencing: prudential requirements, intragroup arrangements and use of financial market infrastructures
- The implementation of ring-fencing: the PRA's approach to ring-fencing transfer schemes
- The minimum requirement for own funds and eligible liabilities (MREL) - buffers and Threshold conditions
- The PRA Rulebook: Fees
- The PRA Rulebook: Part 3
- The PRA Rulebook: Part 4
- The Prudential Regulation Authority’s approach to insurance business transfers
- The PRA’s approach to supervising liquidity and funding risks
- The PRA's approach to identifying other systemically important institutions (O-SIIs)
- The PRA's methodologies for setting Pillar 2 capital
- The prudential regime for non-Solvency II insurance firms and consequential amendments
- The UK leverage ratio framework
- UK leverage ratio: instructions for completing data items FSA083 and FSA084
- Whistleblowing in deposit-takers, PRA-designated investment firms and insurers
- Whistleblowing in deposit-takers, PRA-designated investment firms and insurers
- With-profits
- 2016
- Amendments to Notes for completion of the MLAR
- Amendments to the PRA's rule on loan to income ratios in mortgage lending
- Amendments to the PRA's rules on loan to income ratios in mortgage lending
- Amendments to the Pre-Issuance Notification regime
- Prudential Regulation Authority Annual Report and Accounts 2016
- Authorisation and supervision of insurance special purpose vehicles
- Buy-outs of variable remuneration
- Calculating risk-based levies for the Financial Services Compensation Scheme deposits class
- Complaints against the Regulators (the Bank of England, the FCA and the PRA)
- Corporate governance: Board responsibilities
- Credit union regulatory reporting
- Cyber insurance underwriting risk
- Dealing with a market turning event in the general insurance sector
- Deposit protection limit
- Ensuring operational continuity in resolution: reporting requirements
- Ensuring operational continuity in resolution
- Equity release mortgages
- Fees: PRA approach and application
- Financial statements - responses to Chapter 3 of CP17/16
- Financial Services Compensation Scheme - Management Expenses Levy Limit 2016/17
- IFRS 9: changes to reporting requirements
- Implementation of MiFID II: Part 1
- Implementation of MiFID II: Part 2
- Implementing risk-based levies for the Financial Services Compensation Scheme deposits class
- Internal governance of third country branches and response to CP3/16
- Internal governance of third country branches
- Maintenance of the 'transitional measure on technical provisions' under Solvency II
- Maintenance of the 'transitional measure on technical provisions' under Solvency II
- Note following conference for CEOs of UK banks and building societies
- Occasional Consultation Paper
- Occasional consultation paper
- Occasional Consultation Paper
- Pillar 2 liquidity
- Prudential Regulation Authority - Senior Managers Regime (response to Treasury Select Committee recommendation)
- PRA Annual Competition Report 2016
- PRA note - Directors certificates for 2015 2016 PRA regulatory returns for insurers
- PRA statement on the leverage ratio
- PRA approach documents 2016
- PRA fees and FSCS levies for insurers: proposals for a transitional approach in 2017/18
- PRA note - Outsourcing functions to the Cloud - July 2016
- PRA note – Regulatory references: update
- PRA Rulebook: Administration Instrument (No. 1) 2016
- Proposed Implementation of the Enforcement Review and the Green Report
- Recalculation of the 'transitional measure on technical provisions' under Solvency II
- Regulated fees and levies: rates proposals 2016/17
- Regulatory reporting of financial statements, forecast capital data and IFRS 9 requirements
- Reporting instructions for non-Solvency II firms (except friendly societies)
- Reporting requirements for non-Solvency II insurance firms
- Residential mortgage risk weights
- Responses to Chapter 3 of CP17/16 - forecast capital data
- Responses to Chapter 5 of CP41/15 - amendment to the definition of credit unions
- Responses to CP26/16
- Ring-fenced bodies (RFBs)
- Solvency II: internal model approval process data review findings
- Solvency II: Changes to internal models used by UK insurance firms
- Solvency II: consolidation of Directors' letters
- Solvency II: Group supervision
- Solvency II: matching adjustment
- Solvency II: Monitoring model drift and standard formula SCR reporting for firms with an approved internal model
- Solvency II: Remuneration requirements
- Solvency II: Remuneration requirements
- Solvency II: Reporting format of National Specific Templates and reporting clarifications
- Solvency II: Reporting of National Specific Templates – UPDATED
- Solvency II: updates to SS25/15 and SS26/15
- Solvency II: Changes to internal models used by UK insurance firms
- Solvency II: External audit of, and responsibilities of the governing body in relation to, the public disclosure requirement
- Solvency II: internal models - assessment, model change and the role of non-executive directors
- Solvency II: longevity risk transfers
- Solvency II: Monitoring model drift and standard formula SCR reporting for firms with an approved internal model
- Solvency II: ORSA
- Solvency II: reinsurance - counterparty credit risk
- PRA statement on adjustments to firms’ PRA buffers
- PRA statement on feedback received during the consultation period for CP21/16 ‘Pillar 2 liquidity’
- PRA statement on the concept of ‘durable link’
- PRA statement on the interaction between the PRA buffer and the CRD IV combined buffer
- Strengthening individual accountability in banking: responses to CP1/16, and the Certification Part of CP29/15
- Strengthening individual accountability in banking: amendments to notification rules and forms
- Strengthening accountability in banking and insurance: amendments and optimisations
- Strengthening accountability in banking and insurance: Implementation of SM&CR and SIMR; and PRA requirements on regulatory references
- Supervising building societies' treasury and lending activities
- The PRAs response Independent Evaluation Offices evaluation of secondary competition objective
- The contractual recognition of bail-in: amendments to Prudential Regulation Authority rules
- The contractual recognition of bail-in: impracticability
- The implementation of ring-fencing: reporting and residual matters
- The implementation of ring-fencing: the PRA’s approach to ring-fencing transfer schemes
- The minimum requirement for own funds and eligible liabilities (MREL) - buffers and Threshold Conditions
- The PRA’s approach to identifying other systemically important institutions (O-SIIs)
- The PRA's approach to the implementation of the systemic risk buffer
- The PRA's expectations on remuneration
- The PRA's implementation of the systemic risk buffer
- The prudential regulation of credit unions
- Underwriting standards for buy-to-let mortgage contracts
- Underwriting standards for buy-to-let mortgage contracts
- Whistleblowing in UK branches
- Written reports by external auditors to the PRA
- 2017
- Prudential Regulation Authority Annual Report and Accounts 2017
- Authorisation and supervision of insurance special purpose vehicles
- Changes to the PRA’s large exposures framework
- Compliance with the EBA's Guidelines on disclosure
- Compliance with the EBA’s Guidelines on disclosure: Composition of collateral for exposures to counterparty credit risk
- Consultations by the FPC and PRA on changes to the UK leverage ratio framework relating to the treatment of claims on central banks
- Cyber insurance underwriting risk
- Dealing with a market turning event in the general insurance sector
- Financial management and planning by insurers
- Financial Services Compensation Scheme - Management Expenses Levy Limit 2017/18
- Getting ready for IFRS 9 a note for non-executive directors
- Groups policy and double leverage
- Insurance data release
- Internal Ratings Based (IRB) approach: clarifying PRA expectations
- International banks: the Prudential Regulation Authority’s approach to branch authorisation and supervision
- International insurers: the Prudential Regulation Authority’s approach to branch authorisation and supervision
- Model risk management principles for stress testing
- Note following PRA seminar for Chairs of UK banks and building societies
- Note following PRA seminar for relevant UK banks and building societies
- Note following the PRA IRB seminar for small and mid-tier banks and building societies
- Occasional Consultation Paper - CP18/17
- Occasional Consultation Paper
- Pillar 2: Update to reporting requirements
- Pillar 2A capital requirements and disclosure
- PRA Annual Competition Report 2017
- The PRA's response to the Independent Evaluation Office's evaluation of the PRA's approach to its insurance objective
- PRA statement on consumer credit
- PRA fees and levies: model transaction fees, fees and FSCS levies for insurers and fees for designated investment firms
- PRA Rulebook: Administration Instrument 2017
- PRA Rulebook: Administration Instrument (No.3) 2017
- PRA Rulebook: Administration Instrument (No.2) 2017
- PRA Seminar for Chief Executives of Non-Systemic UK Banks and Building Societies
- Solvency II: PRA review of model change related processes, policies and reporting
- Recovery planning
- Recovery planning
- Refining the PRA's Pillar 2A capital framework
- Regulated fees and levies: Adjustment to rates for 2017/18
- Regulated fees and levies: rates proposals 2017/18
- Regulatory reporting: occasional consultation paper
- Remuneration
- Responses to CP18/17 Occasional Consultation Paper - Chapters 7 and 8
- Responses to CP2/17 ‘Occasional Consultation Paper’
- Responses to CP36/16 and correction to PS2/16 PIN rules
- Results of the firm feedback survey 2016 17
- Solvency II: Matching adjustment
- Solvency II: Supervisory disclosures, PRA’s supervisory approach and insurance regulations applicable in the UK year-end 2016
- Solvency II templates for the disclosure of aggregate statistical data year-end 2016
- Solvency II: Data collection of market risk sensitivities – CP7/17
- Solvency II: Data collection of market risk sensitivities
- Solvency II: Matching adjustment - illiquid unrated assets and equity release mortgages
- Solvency II: Solvency and Financial Condition Report roundtables
- Solvency II: Internal models - modelling of the matching adjustment
- Solvency II: Internal models update
- Strengthening accountability: implementing the extension of the SM&CR to insurers and other amendments
- Strengthening accountability in banking and insurance: optimisations to the SIMR, and changes to SMR forms
- Strengthening individual accountability in banking: changes to SMR forms
- Strengthening individual accountability in insurance: extension of the Senior Managers and Certification Regime to insurers
- Supervising international banks the PRA's approach to branch supervision - liquidity reporting
- The implementation of ring-fencing: reporting and residual matters – responses to CP25/16 and Chapter 5 of CP36/16
- Update on insurance special purpose vehicles, following HM Treasury's release of its updated Risk Transformation Regulations 2017
- 2018
- Algorithmic trading
- Algorithmic trading
- Prudential Regulation Authority Annual Report 2018
- Operational Resilience: Impact tolerances for important business services
- Changes in insurance reporting requirements
- PRA conference for Chairs of Non-Systemic UK Banks and Building Societies
- Credit risk mitigation: Eligibility of guarantees as unfunded credit protection
- Credit risk: the definition of default
- Enhancing banks’ and insurers’ approaches to managing the financial risks from climate change
- FCA and PRA changes to mortgage reporting requirements
- Financial management and planning by insurers
- Financial Services Compensation Scheme – Management Expenses Levy Limit 2018/19
- IFRS 9 Roundtable for Non-Systemic Banks and Building Societies
- Insurance Distribution Directive: change to commencement date
- International banks: the Prudential Regulation Authority’s approach to branch authorisation and supervision
- International insurers: the Prudential Regulation Authority’s approach to branch authorisation and supervision
- Liquidity reporting: FSA047 and FSA048, and PRA110
- Model risk management principles for stress testing
- Solvency II: National Specific Templates LOG files
- Occasional Consultation Paper
- Pillar 2 liquidity
- The PRA’s approach to supervision
- Prudential Regulation Authority Business Plan 2018/19
- PRA fees and levies: Changes to periodic and transaction fees
- PRA response to the Treasury Committee’s inquiry into Solvency II
- The Prescribed Persons (Reports on Disclosures of Information) Regulations 2017 - Annual Report 2017/18
- Regulated fees and levies: rates for 2018/19
- Regulatory reporting: EBA Taxonomy 2.9
- Regulatory reporting: Responses to CP16/18
- Regulatory transactions: Changes to notification and application forms
- Resolution assessment and public disclosure by firms
- Resolution planning: MREL reporting
- Responses to CP18/17 Occasional Consultation Paper – Chapters 2 to 6, 9 and 10
- Results of the firm feedback survey 2017/18
- Securitisation: General requirements and capital framework
- Securitisation Regulation: PRA and FCA joint statement on reporting of private securitisations
- Securitisation: The new EU framework and Significant Risk Transfer
- Solvency II: Group own fund availability
- Solvency II: Internal models – modelling of the matching adjustment
- Solvency II: Matching adjustment
- Solvency II: Adjusting for the reduction of loss absorbency where own fund instruments are taxed on write down
- Solvency II: Changes to reporting format
- Solvency II: Equity release mortgages
- Solvency II: external audit of the public disclosure requirement
- Solvency II: Internal models – modelling of the volatility adjustment
- Solvency II: Internal models – modelling of the volatility adjustment
- Solvency II: Supervisory disclosures, PRA’s supervisory approach and insurance regulations applicable in the UK year-end 2017
- Solvency II templates for the disclosure of aggregate statistical data year-end 2017
- Solvency II: Updates to internal model output reporting
- Strengthening accountability: implementing the extension of the SM&CR to insurers (Part 2)
- Strengthening accountability: implementing the extension of the SM&CR to insurers
- Strengthening individual accountability in insurance: Extension of the SM&CR to insurers
- Strengthening individual accountability in insurance: optimisations to the SIMR
- Systemic Risk Buffers and Pillar 2A in stress test hurdle rates
- The adequacy of PRA resources and the independence of PRA functions
- The systemic risk buffer: Updates to the Statement of Policy
- Transition in thinking: The impact of climate change on the UK banking sector
- UK leverage ratio: Applying the framework to systemic ring-fenced bodies and reflecting the systemic risk buffer
- UK withdrawal from the EU: Changes to PRA Rulebook and onshored Binding Technical Standards
- UK withdrawal from the EU: Further changes to 'PRA Rulebook and Binding Technical Standards' and 'Resolution Binding Technical Standards'
- 2019
- A framework for assessing financial impacts of physical climate change: A practitioner’s aide for the general insurance sector
- Application of the Senior Managers and Certification Regime to firms in the temporary permissions regime: clarification of the PRA’s and FCA’s proposals
- Asset encumbrance
- Counterparty credit risk: Treatment of model limitations in banks’ internal models
- Credit risk mitigation: Eligibility of financial collateral
- Credit risk: Probability of Default and Loss Given Default estimation
- Credit unions: Review of the capital regime
- Enforcement: Changes to the PRA’s settlement policy
- Enhancing banks’ and insurers’ approaches to managing the financial risks from climate change
- Financial Services Compensation Scheme – Management Expenses Levy Limit 2019/20
- Firms’ preparations for transition from London InterBank Offered Rate (LIBOR) to risk-free rates (RFRs): Key themes, good practice, and next steps
- Insurance special purpose vehicles: Updates to authorisation and supervision
- Joint statement on climate change
- Large exposures: Reciprocation of French measure
- Liquidity risk management for insurers
- Liquidity risk management for insurers
- Liquidity: The PRA's approach to supervising liquidity and funding risks
- Non-binding PRA materials: The PRA’s approach after the UK’s withdrawal from the EU
- Occasional Consultation Paper
- Occasional Consultation Paper - October 2019
- Outsourcing and third party risk management
- Pillar 2 capital: Updates to the framework
- Pillar 2 liquidity: PRA110 reporting frequency threshold
- Pillar 2 liquidity: Updates to the framework
- The PRA and Bank's response to the Independent Review of the Co-operative Bank
- Prudential Regulation Authority Annual Report 2018/19
- PRA approach to interpreting reporting and disclosure requirements and regulatory transactions forms after the UK’s withdrawal from the EU
- Prudential Regulation Authority Business Plan 2019/20
- PRA Conference for CEOs of Non-Systemic UK Banks and Building Societies
- PRA Conference for Chairs of Non-Systemic UK Banks and Building Societies
- PRA response to DWP consultation paper: Defined benefit pension scheme consolidation
- The Prescribed Persons (Reports on Disclosures of Information) Regulations 2017 - Annual Report 2018/19
- Regulated fees and levies: Rates proposals 2019/20
- Regulatory capital instruments: update to Pre-Issuance Notification (PIN) requirements
- Resolution assessment and public disclosure by firms
- Results of the firm feedback survey 2018/19
- Solvency II: Adjusting for the reduction of loss absorbency where own fund instruments are taxed on conversion
- Solvency II: Equity release mortgages – Part 2
- Solvency II: Group availability of subordinated liabilities and preference shares
- Solvency II: Income producing real estate loans and internal credit assessments for illiquid, unrated assets
- Solvency II: Longevity risk transfers - simplification of pre-notification expectations
- Solvency II: Maintenance of the transitional measure on technical provisions
- Solvency II: Prudent Person Principle
- Solvency II: Supervisory disclosures, PRA’s supervisory approach and insurance regulations applicable in the UK year-end 2018
- Statement on ACPR response to EIOPA Recommendations for the Insurance Sector in light of the United Kingdom’s withdrawing from the European Union
- Statement on the delegated regulation changes published by the European Commission
- Strengthening individual accountability: Resolution assessments and reporting amendments
- Supervising international banks: Revision of the Branch Return
- Systemic Risk Buffer rates for ring-fenced banks and large building societies
- UK withdrawal from the EU: Changes following extension of Article 50
- 2020
- Banking supervisory disclosures: rules and guidance, options and discretions, SREP and aggregate statistical data
- Your inputs and views on open PRA consultations and other requests
- PRA Annual Report and Business Plan
- PRA’s approach to supervision of the banking and insurance sectors
- regulatory-digest
- 2014
- 2015
- PRA Regulatory Digest - April 2015
- PRA Regulatory Digest - August 2015
- PRA Regulatory Digest - December 2015
- PRA Regulatory Digest - February 2015
- PRA Regulatory Digest - January 2015
- PRA Regulatory Digest - July 2015
- PRA Regulatory Digest - June 2015
- PRA Regulatory Digest - March 2015
- PRA Regulatory Digest - May 2015
- PRA Regulatory Digest - November 2015
- PRA Regulatory Digest - October 2015
- PRA Regulatory Digest - September 2015
- 2016
- PRA Regulatory Digest - April 2016
- PRA Regulatory Digest - August 2016
- PRA Regulatory Digest - December 2016
- PRA Regulatory Digest - February 2016
- PRA Regulatory Digest - January 2016
- PRA Regulatory Digest - July 2016
- PRA Regulatory Digest - June 2016
- PRA Regulatory Digest - March 2016
- PRA Regulatory Digest - May 2016
- PRA Regulatory Digest - November 2016
- PRA Regulatory Digest - October 2016
- PRA Regulatory Digest - September 2016
- 2017
- PRA Regulatory Digest - April 2017
- PRA Regulatory Digest - August 2017
- PRA Regulatory Digest - December 2017
- PRA Regulatory Digest - February 2017
- PRA Regulatory Digest - January 2017
- PRA Regulatory Digest - July 2017
- PRA Regulatory Digest - June 2017
- PRA Regulatory Digest - March 2017
- PRA Regulatory Digest - May 2017
- PRA Regulatory Digest - November 2017
- PRA Regulatory Digest - October 2017
- PRA Regulatory Digest - September 2017
- 2018
- PRA Regulatory Digest - April 2018
- PRA Regulatory Digest - August 2018
- PRA Regulatory Digest - December 2018
- PRA Regulatory Digest - February 2018
- PRA Regulatory Digest - January 2018
- PRA Regulatory Digest - July 2018
- PRA Regulatory Digest - June 2018
- PRA Regulatory Digest - March 2018
- PRA Regulatory Digest - May 2018
- PRA Regulatory Digest - November 2018
- PRA Regulatory Digest - October 2018
- PRA Regulatory Digest - September 2018
- 2019
- PRA Regulatory Digest - April 2019
- PRA Regulatory Digest - August 2019
- PRA Regulatory Digest - December 2019
- PRA Regulatory Digest - February 2019
- PRA Regulatory Digest - January 2019
- PRA Regulatory Digest - July 2019
- PRA Regulatory Digest - June 2019
- PRA Regulatory Digest - March 2019
- PRA Regulatory Digest - May 2019
- PRA Regulatory Digest - November 2019
- PRA Regulatory Digest - October 2019
- PRA Regulatory Digest - September 2019
- 2020
- Regulatory reporting
- Our competition objective
- Supervision
- Upcoming prudential regulation communications
- Whistleblowing and the Prudential Regulation Authority
Documents
- prudential-regulation
- approach
- The PRA's approach to banking supervision 2012
- The PRA's approach to banking supervision 2013
- The PRA's approach to banking supervision 2014
- The PRA’s approach to banking supervision 2016
- The PRA’s approach to banking supervision 2018
- The PRA's approach to insurance supervision 2012
- The PRA's approach to insurance supervision 2013
- The PRA's approach to insurance supervision 2014
- The PRA's approach to insurance supervision 2016
- The PRA’s approach to insurance supervision 2018
- authorisations
- Authorisations perform 2016/2017
- cancellations
- capital-requirements-regulation-permissions
- CRR Permission 77/78 supplementary application form
- Approval of new Common Equity Tier 1 capital instruments under CRR Article 26(3)
- Calculation of the overall Net Foreign Exchange position: CRR Article 352(2)
- calculation of the overall net foreign exchange position guidance on completion of template
- Application to classify a new instrument as Common Equity Tier 1 (CET1): CRR Article 26(3)
- CRR Core UK Group template
- CRR Non-core criteria template
- CRR Core UK group template July 2018
- CRR non core large exposures group template July 2018
- CRR Permission application form
- CRR Permission - Application Form
- CRR Article 8.2 information requirements
- Delta Calculation, Applications of Standardised Approach: CRR Articles 329, 352(1) and 358
- Inclusion of interim or year-end profits in Common Equity Tier 1 capital under Article 26(2)
- Individual Consolidation Method application form
- Individual consolidation under CRR Article 9
- Interest Rate on Derivative Instruments: CRR Article 331
- Interest Rate Risk on Derivative Instrument - CRR Article 331 Template
- Internal Ratings Based Approach CRR Permission application pack
- Intragroup exposures applications: CRR Articles 113(6), 400(2)(c), 400(2)(g)-(h) and the leverage ratio Delegated Act Article 429(7)
- Intragroup exposures applications July 2018
- Liquidity sub-groups under CRR Article 8
- Own estimates for volatility adjustments guidance on completion of template
- Own Estimates for Volatility Adjustments: CRR Article 225
- PRA pre-issuance notification form for CRR firms
- Pro-forma for the notification of changes to IRB, IMM and IMA permissions under the CRR
- Self Assessment form
- change-in-control
- Change in control: frequently asked questions
- Change in control quick reference guide
- Corporate controllers form
- Corporate controllers form Jan 19
- Controllers appendices - Partnership
- Application for Authorisation - Controllers appendices - Corporate
- Fund manager form
- Fund manager form Jan 19
- Individual controllers form
- Individual controllers form Jan 19
- Intragroup transactions form
- Partnership controllers form
- Partnership controllers form Jan 19
- PRA Direction notice, 16 December 2015
- PRA Direction notice, 18 September 2015
- Trust controllers form
- Trust controllers form Jan 19
- insurance-special-purpose-vehicles
- ISPV FAQs
- Application form for insurance special purpose vehicles (ISPVs)
- ISPV VoP Application Form
- MISPV Group of Cells Notification Form
- MISPV group of cells notification form Jan 19
- MISPV New Risk Assumption Notification Form
- MISPV new risk assumption notification form Jan 19
- Application form for insurance special purpose vehicles (ISPVs) - notes
- intra-group-financial-support
- new-firm-authorisation
- Application form for Banks
- Application form for banks - notes
- BEEDS Portal User Guide New PRA Authorisations
- BEEDS Quick Start Guide
- New firm authorisation - supporting documents required for credit union applications
- Owners and influencers appendix
- PRA direction notice 16 December 2015
- PRA direction notice 18 September 2015
- Supplement for insurance companies
- Supplement for insurance companies - notes
- Supplement for Lloyd's managing agents
- Supplement for Lloyd's managing agents - notes
- Supplement for insurance special purpose vehicles (ISPVs)
- Supplement for insurance special purpose vehicles (ISPVs) - notes
- Supplement for Lloyd's managing agents
- Supplement for Lloyd's managing agents - July 2018
- Supplement for Lloyd's managing agents - notes
- passporting
- Branch Notification Form
- Branch Notification Form
- Branch notification form
- Branch notification form Jan 2019
- Cross-Border Services Notification Form
- Cross Border Services Notification Form
- Cross border service notification form
- Cross border services notification form Jan 19
- Passporting branches
- Passporting declaration January 19
- Passporting Declaration
- Passporting Declaration
- Passporting FAQs
- Passporting services
- senior-managers-and-senior-insurance-managers-regimes-approvals
- ESMA template
- Form B - December 2017
- Form B July 2018
- Form C July 2018
- Form D July 2018
- Form E December 2017
- Form E July 2018
- Form I December 2017
- Form I July 2018
- Form J December 2017
- Form J July 2018
- Form K December 2017
- Form K - Large non-directive firm - December 2017
- Form L July 2018
- Form M July 2018
- Form K December 2017
- Internal transfer of an approved person for large non-directive insurers only
- Form E - Internal transfer of an approved person (for large non-directive insurers only)
- Internal transfer of an approved person for large non directive insurers only
- Form E - Internal transfer of an approved person (small non-directive insurers only)
- Internal transfer of an approved person for small non-directive insurers only
- Internal transfer of an approved person (for Solvency II firms only)
- Long form A July 2018
- Long Form A – Large non-directive insurers only
- Long form A large non-directive insurers only
- Long Form A – UK Relevant Authorised Persons and Third Country Relevant Authorised Persons only
- Long Form A – Small non-directive insurers only
- Long Form A – Solvency II firms only
- MiFID Article 4 SMR information form
- Non-Handbook forms July 2018
- Insurers - Form B - Notice to withdraw an application to perform controlled functions
- Insurers - Form C - Notice of ceasing to perform controlled functions
- Insurers - Form D - Notification of changes in personal information or application details
- Insurers - Form M - Notification of non SIMF Appointment
- Large NDF - Form E - Internal transfer of an approved person
- Large NDF - Form A Long - Application to perform controlled functions
- Large NDF - Scope of Responsibilities
- Large NDF - Form A Short - Application to perform controlled functions
- Small NDF - Form E - Internal transfer of an approved person
- Small NDF - Form A Long - Application to perform controlled functions
- Small NDF - Scope of Responsibilities
- Small NDF -Form A Short - Application to perform controlled functions
- Solvency II - Form E - Internal transfer of an approved person
- Solvency II - Form A Long - Application to perform controlled functions
- Solvency II - Scope of Responsibilities
- Solvency II - Form A Short - Application to perform controlled functions
- RAPs - Form B - Notice to withdraw an application to perform controlled functions
- RAPs - Form C - Notice of ceasing to perform controlled functions
- RAPs - Form D - Changes to personal information/application details and conduct breaches/disciplinary action related to conduct
- RAPs - Form E - Internal transfer of an approved person
- RAPs - Form I - Application for the variation of a conditional approval for the performance of a Senior Management Function
- RAPs - Form J - Notification of significant changes in responsibilities of a Senior Management Function Manager
- RAPs - Form L - Notifications of disciplinary action in relation to an employee performing a certification function
- RAPs - Form M - Notification of NED & KFH
- RAPs - Form A Long - Application to perform controlled functions
- RAPs - Form A Short - Application to perform controlled functions
- RAPs - Statement of Responsibilities
- senior managers raps statement of responsibilities june 2018
- Third Country RAPs - Statement of Responsibilities
- senior managers third country raps statement of responsibilities june 2018
- Short form A July 2018
- Short Form A – Large non-directive insurers only
- Short Form A – UK Relevant Authorised Persons and Third Country Relevant Authorised Persons only
- Short Form A - relevant authorised persons
- Short Form A – Small non-directive insurers only
- Short Form A – Solvency II firms only
- SMR statement of responsibilities July 2018
- Senior Managers Regime: Statement of Responsibilities
- Statement of Responsibilities at grandfathering
- Statement of Responsibilities at grandfathering (Third Country Relevant Authorised Person only)
- Form C - Notice of ceasing to perform controlled functions
- Form B - Notice to withdraw an application to perform controlled functions under the approved persons regime.
- Time Limited Approval For Angela Jane Darlington to perform Senior Manager Function 1 (Chief Executive) at Aviva Life & Pensions UK Limited and Friends Life (FPLMA) Limited
- Time Limited Approval For David Morris to perform Senior Manager Function 1 (Chief Executive) at Talbot Underwriting Limited
- Time Limited Approval For David Richardson to perform Senior Manager Function 1 (Chief Executive) at Just Retirement Limited and Partnership Life Assurance Company Ltd
- Time limited approvals for Dean Fensome to perform Senior Manager Function 1 (Chief Executive Officer) at Holmesdale Building Society
- Time limited approval for Larne Barlow to perform Senior Manager Function 2 at Hanley Economic Building Society
- Time limited approval for Robert Sharpe to perform Senior Manager Function 12 (Chair of the Remuneration Committee) at Bank of Ireland (UK) Plc
- Time limited approval for Timothy Tracy Brooke to perform Senior Manager Function 9 (Chairman) at Monzo Bank Ltd
- Time Limited Approval for Andrew Peter Conroy to perform Senior Manager Function 2 (Chief Finance Function) at Leeds Building Society
- solvency-ii-approvals
- Ancillary own funds
- Application form: Solvency II approval
- Exclusions verification
- Internal models including major change applications
- Joint approval for third country branches
- Matching adjustment
- Matching adjustment cash flow tests
- Notes for completion of application material for transitional measure on technical provisions
- Own funds items on the list
- Supervision of group solvency for groups with centralised risk management
- Supplementary information for applications for supervision of group solvency for groups with centralised risk management
- Supplementary information for applications to apply the matching adjustment
- Supplementary information for applications to apply the volatility adjustment
- Supplementary information for applications to use ancillary own fund items
- Supplementary information for applications to use undertaking specific parameters (for solos and groups)
- Supplementary information for applications to apply for the transitional measure on technical provisions
- Transitional measures - risk-free interest rate
- Transitional measures - technical provisions
- Undertaking specific parameters
- Volatility adjustment
- Standing data form Jan 19
- structural-reform-approvals
- variation-of-permissions
- waivers-and-modifications-of-rules
- Direction for Modification by Consent of PRA Rulebook Solvency II Transitional Measures 3.1
- Direction for modification by consent of final reporting rules in PS18/17
- Direction for modification by consent of 5 of Capital buffers part
- Direction for modification by consent of regulatory reporting rules
- Direction for Modification by Consent of SUP 16.12.5R (Note 5); SUP 16.12.11BR (Note 3); SUP 16.12.15BR (Note 3); SUP 16.12.22CR (Note 3); and SUP 16.12.25CR (Note 3)
- Direction for variation to previous Modifications by Consent to Leverage Ratio rule 1.2, Public Disclosure rule 1.1 and Reporting Leverage Ratio rule 1.2
- Entities excluded from the scope of group supervision
- FGD supplementary form
- Financial conglomerate waivers
- Group choice of SCR calculation method
- Group SCR or other measures for non-equivalent groups
- Modification by consent of Fitness and Propriety 2.7
- Direction for modification by consent of Fitness and Propriety 2.7
- Modification by consent of Solvency II
- Modification by consent of Solvency II direction
- Modification direction
- Modification Direction
- Modification by Consent of CRR Firms – Leverage Ratio rule 1.2, Public Disclosure rule 1.1 and Reporting Leverage Ratio rule 1.2
- Modification by consent of definition of capital rules 7.1 and 7.5
- Direction for modification by consent of definition of capital rules 7.1 and 7.5
- Modification by consent of final reporting rules in PS18/17
- Modification by Consent of Non-Solvency II firms - Senior Insurance Management Functions Part of the PRA Rulebook
- Modification by consent of regulatory reporting rules
- Modification by Consent of Solvency II Reporting Rules for National Specific Templates
- Modification by Consent of Solvency II Group Supervision Rules
- Modification by Consent of Solvency II Group Supervision Rule Direction
- Modification by Consent of SUP 16.12.5R (Note 5); SUP 16.12.11BR (Note 3); SUP 16.12.15BR (Note 3); SUP 16.12.22CR (Note 3); and SUP 16.12.25CR (Note 3)
- Modification direction
- Modification direction Jan 18
- Non-disclosure of information in solvency and financial condition report
- Quarterly reporting exemption
- Questionnaire on modification of rule relating to quarterly reporting and group supervision
- Single group own risk and solvency assessment report
- Single group solvency and financial condition report
- Waiver - Application Form
- Supplementary information for applications for a single own risk and solvency assessment report
- Supplementary information for applications for a single solvency and financial condition report
- Supplementary information for applications for non-disclosure of information in the solvency and financial condition report
- Supplementary information for applications relating to group solvency calculation method
- Supplementary information for applications to use exclusion from scope
- Variation to previous Modifications by Consent to Leverage Ratio rule 1.2, Public Disclosure rule 1.1 and Reporting Leverage Ratio rule 1.2
- VREQ Capital Buffers and Pillar 2A model requirements
- Waiver direction
- Direction for waiver by consent of the Continuity of Access rules – September 2019
- Waiver by consent of the Continuity of Access rules – September 2019
- Waiver Direction
- Waivers direction Dec 16
- which-firms-does-the-pra-regulate
- 2016
- 2017
- List of designated firms - December 2017
- List of authorised insurers
- List of Banks
- List of Building Societies
- 2018
- List of designated firms: December 2018
- List of authorised credit unions
- List of authorised insurers
- List of Banks
- List of Banks - June 2018
- List of Banks - August 2018
- List of Banks - July 2018
- List of Banks - January 2018
- List of Banks - February 2018
- List of Banks - March 2018
- List of Banks - September 2018
- List of Banks - October 2018
- List of Banks - November 2018
- List of PRA-regulated banks: December 2018
- List of Banks - April 2018
- List of Banks - May 2018
- List of Building Societies
- List of Building Societies - June 2018
- List of Building Societies - August 2018
- List of Building Societies - July 2018
- List of Building Societies - January 2018
- List of Building Societies - March 2018
- List of Building Societies - September 2018
- List of Building Societies - October 2018
- List of Building Societies - February 2018
- List of Building Societies - April 2018
- List of Building societies - May 2018
- List of Building Societies - November 2018
- List of PRA-regulated building societies: December 2018
- 2019
- List of designated firms: December 2019
- List of Banking Brands - December 2019
- List of Building Societies Brands - December 2019
- List of Banking Brands - September 2019
- List of Building Societies Brands - September 2019
- List of authorised credit unions
- List of authorised insurers
- List of EEA authorised insurers - January 2019
- List of EEA authorised insurers - April 2019
- List of EEA Authorised Insurers - July 2019
- List of EEA authorised insurers - October 2019
- List of UK Authorised Insurers - April 2019
- List of UK Authorised Insurers - July 2019
- List of UK authorised insurers - October 2019
- List of UK Authorised Insurers: January 2019
- List of Banks
- List of PRA-regulated banks: January 2019
- List of PRA-regulated banks: July 2019
- List of PRA-regulated banks: September 2019
- List of PRA-regulated banks: October 2019
- List of PRA-regulated banks: August 2019
- List of PRA-regulated Banks: December 2019
- List of PRA-regulated banks: February 2019
- List of PRA-regulated banks: March 2019
- List of PRA-regulated banks: April 2019
- List of PRA-regulated banks: May 2019
- List of PRA-regulated banks: June 2019
- List of Building Societies
- List of PRA-regulated building societies: January 2019
- List of PRA-regulated building societies: June 2019
- List of PRA-regulated building societies - July 2019
- List of PRA-regulated building societies: October 2019
- List of PRA-regulated building societies: September 2019
- List of PRA-regulated building societies: August 2019
- List of PRA-regulated building societies: December 2019
- List of PRA-regulated building societies: February 2019
- List of PRA-regulated building societies: March 2019
- List of PRA-regulated building societies: April 2019
- List of PRA-regulated building societies: May 2019
- Banks in scope of ring-fencing as at 1 January 2019
- 2020
- List of authorised credit unions
- List of authorised insurers
- List of Banks
- List of Building Societies
- Application to the PRA for confirmation of transfer of business to a company
- Decision by the Prudential Regulation Authority on the Application of Liverpool Victoria Friendly Society to convert to Liverpool Victoria Financial
- Form of application to the Authority for confirmation of an amalgamation
- Form of application to the Authority for confirmation of transfer of engagements (transferee society)
- Form of application to the Authority for confirmation of transfer of engagements (transferor society)
- Illustrative structure for a transfer document
- Nottingham Building Society - Shepshed Building Society merger confirmation decision
- Pro-forma
- Pro forma merger document
- Pro forma notice of, and applications for, confirmation of amalgamation
- Progressive Building Society - City of Derry Building Society merger confirmation decision
- Skipton Building Society – Holmesdale Building Society merger confirmation decision
- consultation-paper
- 2012
- 2013
- Prudential Regulation Authority fees and levies: policy proposals for 2014/15 - CP10/13
- Credit risk: internal ratings based approaches - CP4/13
- Strengthening capital standards: implementing CRD IV - CP5/13
- Schemes of arrangement by general insurance firms - CP6/13
- Capital extractions by run-off firms within the general insurance sector - CP7/13
- Occasional Consultation Paper - CP8/13
- Solvency II: EIOPA's preparatory guidelines to PRA-authorised firms - CP9/13
- Prudential Regulation Authority Regulated fees and levies: rates proposals 2013/14
- 2014
- Valuation risk for insurers - CP10/14
- Implementing the FPC's recommendation on loan to income ratios in mortgage lending - CP11/14
- Financial Services Compensation Scheme: management expenses levy limit 2014/15 - CP1/14
- CRD IV: updates for credit risk mitigation, credit risk, governance and market risk - CP12/14
- Implementing the Bank Recovery and Resolution Directive - CP13/14
- Strengthening accountability in banking: a new regulatory framework for individuals - CP14/14
- Cost Benefit Analysis of New Regime for Individual Accountability and Remuneration - Final Report
- Strengthening the alignment of risk and reward: new remuneration rules - CP15/14
- Transposition of Solvency II: Part 3 - CP16/14
- Transposition of Solvency II: Part 3 - CP16/14 Appendix 1
- Transposition of Solvency II: Part 3 - CP16/14 Appendix 2
- Transposition of Solvency II: Part 3 - CP16/14 Appendix 3
- CRD IV: data collection on remuneration practices - CP17/14
- CRD IV: compliance with the EBA's Guidelines on disclosure of encumbered and - CP18/14
- The implementation of ring-fencing: consultation on legal structure, governance and the - CP19/14
- Depositor Protection - CP20/14
- Policyholder Protection - CP21/14
- The PRA Rulebook - CP2/14
- The PRA's approach to with-profits insurance business - CP22/14
- Solvency II approvals - CP23/14
- Solvency II: further measures for implementation - CP24/14
- The PRA Rulebook: Part 2 - CP25/14
- The PRA Rulebook: Part 2 - CP25/14 Appendix 1a
- The PRA Rulebook: Part 2 - CP25/14 Appendix 1b
- The PRA Rulebook: Part 2 - CP25/14 Appendix 1c
- The PRA Rulebook: Part 2 - CP25/14 Appendix 1d
- The PRA Rulebook: Part 2 - CP25/14 Appendix 1e
- The PRA Rulebook: Part 2 - CP25/14 Appendix 1f
- The PRA Rulebook: Part 2 - CP25/14 Appendix 1g
- The PRA Rulebook: Part 2 - CP25/14 Appendix 2a
- The PRA Rulebook: Part 2 - CP25/14 Appendix 2b
- The PRA Rulebook: Part 2 - CP25/14 Appendix 2c
- The PRA Rulebook: Part 2 - CP25/14 Appendix 2d
- The PRA Rulebook: Part 2 - CP25/14 Appendix 2e
- The PRA Rulebook: Part 2 - CP25/14 Appendix 3
- Senior insurance managers regime: a new regulatory framework for individuals - CP26/14
- CRD IV: Liquidity - CP27/14
- Strengthening accountability in banking: forms, consequential and transitional aspects - CP28/14
- Solvency II: recognition of deferred tax - CP3/14
- Supervising International Banks: the PRA's approach to branch supervision - CP4/14
- Occasional Consultation Paper - CP5/14
- Clawback - CP6/14
- Solvency II: calculation of technical provisions and the use of internal models for - CP7/14
- Regulated fees and levies - CP8/14
- Subordinated guarantees and the quality of capital for insurers - CP9/14
- Ensuring operational continuity in resolution - DP1/14
- 2015
- PRA Rulebook: Administration Instrument (No. [2]) 2015 - CP32/15
- Handbook administration instrument (No. 1) 2015
- PRA rulebook: Administration instrument (No1) 2015
- PRA Rulebook: Administration Instrument (No. [2]) 2015
- Regulated fees and levies: rates proposals 2015/16 - CP10/15
- Solvency II: supervisory approval for the volatility adjustment - CP11/15
- Assessing capital adequacy under Pillar 2 - CP1/15
- Assessing capital adequacy under Pillar 2 - CP1/15 - Concentration Risk GN
- Assessing capital adequacy under Pillar 2 - CP1/15 - Credit Risk GN
- Assessing capital adequacy under Pillar 2 - CP1/15 - Credit Risk Internal Ratings Based Approach
- Assessing capital adequacy under Pillar 2 - CP1/15 - Firm information and summary assessment GN
- Assessing capital adequacy under Pillar 2 - CP1/15 - guidance on terms used
- Assessing capital adequacy under Pillar 2 - CP1/15 - Market Risk GN
- Assessing capital adequacy under Pillar 2 - CP1/15 - Operational Risk GN
- Assessing capital adequacy under Pillar 2 - CP1/15 - Pension Risk GN
- Assessing capital adequacy under Pillar 2 - CP1/15 - Pillar 2 Guidance Notes
- Assessing capital adequacy under Pillar 2 - CP1/15 - Reporting schedule
- Senior Insurance Managers Regime: a streamlined approach for non-Solvency II firms - CP12/15
- Changes to the Approved Persons Regime for Solvency II firms - FCA (CP15/16) and PRA (CP13/15)
- Solvency II: treatment of sovereign debt in internal models - CP14/15
- Depositor and dormant account protection - further amendments - CP15/15
- Solvency II: consistency of UK generally accepted accounting principles with the - CP16/15
- The PRA Rulebook: Part 3 - CP17/15
- PRA RULEBOOK: PASSPORTING INSTRUMENT [YEAR]
- PRA RULEBOOK: REGULATORY REPORTING INSTRUMENT [YEAR]
- PRA RULEBOOK: REGULATORY REPORTING AMENDMENT INSTRUMENT [YEAR]
- PRA RULEBOOK: CRR FIRMS: INTERNAL GOVERNANCE OF THIRD COUNTRY BRANCHES INSTRUMENT [YEAR]
- PRA RULEBOOK: CRR FIRMS: REVERSE STRESS TESTING (AMENDMENT TO ICAA) INSTRUMENT [YEAR]
- HANDBOOK (RULEBOOK CONSEQUENTIALS NO. 3) INSTRUMENT [YEAR]
- PRA RULEBOOK: GLOSSARY INSTRUMENT (No. 2) [YEAR]
- Draft Supervisory Statement | SS[x]/15 - Guidelines for completing regulatory reports
- Internal governance of third country branches
- The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review
- Internal governance
- Corporate governance: Board responsibilities - CP18/15
- Contractual Stays in Financial Contracts Governed by Third-Country Law - CP19/15
- Solvency II: internal model reporting codes and components and life product codes - CP20/15
- Depositor and policyholder protection - technical amendments - CP21/15
- Financial Services Compensation Scheme - management expenses levy limit 2015/16 - CP2/15
- Reform of the legacy Credit Unions sourcebook - CP22/15
- Key resources - CP22/15 'Reform of the legacy Credit Unions sourcebook'
- Depositor and dormant account protection - consequential amendments - CP23/15
- Implementing a UK leverage ratio framework - CP24/15
- Solvency II: Reporting and public disclosure - options provided to supervisory authorities - CP25/15
- The SIMR: implementation proposals for non-Solvency II firms - CP26/15
- The SIMR: implementation proposals for non-Solvency II firms - CP26/15 Appendix 2,3,4
- The SIMR: implementation proposals for non-Solvency II firms - CP26/15 Appendix 5
- The prudential regime for non-Solvency II insurance firms and consequential amendments - CP27/15
- The prudential regime for non-Solvency II insurance firms and consequential - CP27/15 Appendix 1,2,3
- The PRA Rulebook: Part 4 - CP28/15
- Occasional Consultation Paper - CP29/15
- Solvency II: applying EIOPA Set 2, System of Governance and ORSA Guidelines - CP30/15
- Solvency II: third-country insurance and pure reinsurance branches - CP31/15
- Solvency II: transitional measures and the treatment of participations - CP3/15
- The implementation of ring-fencing: the PRA?s approach to ring-fencing transfer schemes - CP33/15
- Implementing audit committee requirements under the revised Statutory Audit Directive - CP34/15
- Amendments to Various Forms - CP35/15
- Appendix 1: Forms amended with immediate effect under powers of direction - CP35/15
- Appendix 2: Draft Handbook text and PRA Rulebook text - proposed changes to forms made - CP35/15
- Strengthening accountability in banking and insurance: regulatory references - CP36/15
- The implementation of ring-fencing: prudential requirements, intragroup arrangements - CP37/15
- Ensuring operational continuity in resolution - CP38/15
- Addendum to Consultation Paper: Ensuring operational continuity in resolution - CP38/15
- The PRA's approach to identifying other systemically important institutions (O-SIIs) - CP39/15
- The PRA Rulebook: Fees - CP40/15
- Occasional Consultation Paper - CP41/15
- Depositor, dormant account and policyholder protection - amendments - CP4/15
- Capital extractions by run-off firms within the general insurance sector - CP42/15
- Solvency II: external audit of the public disclosure requirement - CP43/15
- The minimum requirement for own funds and eligible liabilities (MREL) - CP44/15
- Pillar 2: Update to reporting data items and instructions - CP45/15
- FSA071 - Instructions - CP45/15
- FSA072 - Instructions - CP45/15
- FSA073 - Instructions - CP45/15
- FSA074 - Instructions - CP45/15
- FSA075 - Instructions - CP45/15
- FSA076 - Instructions - CP45/15
- FSA077 - Instructions - CP45/15
- FSA078 - Instructions - CP45/15
- FSA079 - Instructions - CP45/15
- FSA080 - Instructions - CP45/15
- FSA081 - Instructions - CP45/15
- FSA082 - Instructions - CP45/15
- Solvency II: applying EIOPA's Set 1 Guidelines to PRA-authorised firms - CP5/15
- Whistleblowing in deposit-takers, PRA-designated investment firms and insurers - CP6/15
- Approach to non-executive directors in banking and Solvency II firms & Application of the - CP7/15
- Engagement between external auditors and supervisors and commencing the PRA's disciplinary - CP8/15
- Strengthening accountability in banking: UK branches of foreign banks - CP9/15
- 2016
- Regulated fees and levies: rates proposals 2016/17 – CP10/16
- Underwriting standards for buy-to-let mortgage contracts – CP11/16
- Underwriting standards for buy-to-let mortgage contracts - CP11/16
- Draft Supervisory Statement on Buy-to-let Underwriting Standards - presentation slides
- Strengthening individual accountability in banking: amendments to notification rules and forms – CP1/16
- Supervising building societies’ treasury and lending activities – CP12/16
- Solvency II: Remuneration requirements - CP13/16
- Proposed Implementation of the Enforcement Review and the Green Report – CP14/16
- Recalculation of the ‘transitional measure on technical provisions’ under Solvency II - CP15/16
- Solvency II: matching adjustment - CP16/16
- Regulatory reporting of financial statements, forecast capital data and IFRS 9 - CP17/16
- Definitions for forecast balance sheet templates (PRA104 - PRA106) - CP17/16
- Notes on filling in data-points in the Capital+ CP17/16 PRA101
- Notes on filling in data-points in the Capital+ - CP17/16 PRA102
- Notes on filling in data-points in the Capital+ - CP17/16 PRA103
- Definitions for forecast profit or loss template (PRA107) - CP17/16
- Memorandum items (PRA 108)
- Reporting requirements for non-Solvency II insurance firms - CP18/16
- PRA RULEBOOK: NON-SOLVENCY II FIRMS: FRIENDLY SOCIETY - REPORTING INSTRUMENT [YEAR]
- Statement of solvency - general insurance business
- PRA RULEBOOK: NON-SOLVENCY II FIRMS: FRIENDLY SOCIETY - REPORTING INSTRUMENT [YEAR]
- FSC 2 - Return
- PRA RULEBOOK: GLOSSARY AND INSURANCE CONSEQUENTIALS INSTRUMENT [YEAR]
- Solvency II: Changes to internal models used by UK insurance firms - CP19/16
- Solvency II: consolidation of Directors' letters - CP20/16
- Pillar 2 liquidity - CP21/16
- Buy-outs of variable remuneration - CP2/16
- Solvency II: Monitoring model drift and standard formula SCR reporting for firms with an - CP22/16
- Solvency II: external audit of the public disclosure requirement - CP23/16
- Credit union regulatory reporting - CP24/16
- The implementation of ring-fencing: reporting and residual matters - CP25/16
- PRA109 Intragroup exposures - CP25/16
- PRA110 Intragroup funding - CP25/16
- PRA111 and PRA112: Intragroup financial reporting - core and detailed breakdowns - CP25/16
- PRA113 Joint and several liability arising from taxes - CP25/16
- PRA114 Excluded activity entities - CP25/16
- PRA115 Use of financial market infrastructures - CP25/16
- PRA116 Excluded activities and prohibitions - CP25/16
- Occasional Consultation Paper - CP26/16
- The PRA's implementation of the systemic risk buffer - CP27/16
- Ensuring operational continuity in resolution: reporting requirements - CP28/16
- Residential mortgage risk weights - CP29/16
- PRA fees and FSCS levies for insurers: proposals for a transitional approach in 2017/18 - CP30/16
- Solvency II: updates to SS25/15 and SS26/15 - CP31/16
- Proposed amendments to internal model outputs (non-life) instructions - CP31/16
- Occasional consultation paper - CP3/16
- Dealing with a market turning event in the general insurance sector - CP32/16
- The PRA's expectations on remuneration - CP33/16
- Strengthening accountability in banking and insurance: amendments and optimisations - CP34/16
- Draft instrument PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS: SENIOR MANAGERS REGIME AMENDMENT - CP34/16
- Draft instrument PRA RULEBOOK: SOLVENCY II FIRMS, NON SOLVENCY II FIRMS: SENIOR INSURANCE - CP34/16
- Draft revised Supervisory Statement 28/15 - Strengthening individual accountability in - CP34/16
- Draft revised Supervisory Statement 35/15 - Strengthening individual accountability in - CP34/16
- Draft forms - CP34/16
- Strengthening accountability in banking and insurance: amendments and optimisations - CP34/16
- Whistleblowing in UK branches - CP35/16
- Occasional Consultation Paper - CP36/16
- Solvency II: group supervision - CP38/16
- Cyber insurance underwriting risk - CP39/16
- Solvency II: Reporting format of National Specific Templates and reporting clarifications - CP40/16
- National specific template Log NS.00 - Content of the submission & Basic Information
- National specific template Log NS.01 - with-profits value of bonus
- National specific template Log NS.02 - with-profits assets and liabilities
- National specific template Log NS.03 - material pooling arrangements
- National specific template Log NS.04 - assessable mutuals
- National specific template Log NS.05 - revenue account life
- National specific template Log NS.06 - business model analysis (life)
- Business model analysis non-life
- Business model analysis - financial guarantee insurers
- Best estimate assumptions for life insurance risks
- Projection of future cash flows (best estimate - non-life: liability claim types)
- Non-life claim development information (general liability sub-classes)
- The Society of Lloyd's solvency capital requirement
- The Society of Lloyd's minimum capital requirement
- Deposit protection limit - CP41/16
- Financial Services Compensation Scheme - management expenses levy limit 2016/17 - CP4/16
- Authorisation and supervision of insurance special purpose vehicles - CP42/16
- Implementation of MiFID II: Part 2 - CP43/16
- Amendments to the PRA's rules on loan to income ratios in mortgage lending - CP44/16
- Amendments to Notes for completion of the MLAR - CP45/16
- NOTES FOR COMPLETION OF THE MORTGAGE LENDERS & ADMINISTRATORS RETURN (MLAR)
- SUPERVISION MANUAL (REPORTING No [x])
- IFRS 9: changes to reporting requirements - CP46/16
- Maintenance of the 'transitional measure on technical provisions' under Solvency II - CP47/16
- Solvency II: Matching adjustment - illiquid unrated assets and equity release mortgages - CP48/16
- Complaints against the Regulators (the BoE , the FCA and the PRA) - CP5/16
- Amendments to the PRA's rule on loan to income ratios in mortgage lending - CP6/16
- Implementing risk-based levies for the Financial Services Compensation Scheme deposits - CP7/16
- The contractual recognition of bail-in: amendments to Prudential Regulation Authority rules - CP8/16
- Implementation of MiFID II: Part 1 - CP9/16
- Equity release mortgages - DP1/16
- 2017
- Compliance with the EBA’s Guidelines on disclosure – CP10/17
- Changes to the UK leverage ratio framework – CP11/17
- Financial Services Compensation Scheme - Management Expenses Levy Limit 2017/18 - CP1/17
- Pillar 2A capital requirements and disclosure – CP12/17
- Pillar 2 liquidity – CP13/17
- Pillar 2 liquidity instructions – CP13/17
- Strengthening individual accountability in insurance: extension of the Senior Managers and Certification Regime to insurers – CP14/17
- The minimum requirement for own funds and eligible liabilities (MREL) – buffers – CP15/17
- PRA fees and levies: model transaction fees, fees and FSCS levies for insurers and fees for designated investment firms – CP16/17
- Regulated fees and levies: Adjustment to rates for 2017/18 - CP17/17
- Occasional Consultation Paper – CP18/17
- Groups policy and double leverage - CP19/17
- Changes to the PRA’s large exposures framework
- Solvency II: Matching adjustment - CP21/17
- Occasional Consultation Paper - CP2/17
- Solvency II: Supervisory approval for the volatility adjustment
- Financial management and planning by insurers – CP23/17
- Solvency II: Internal models - modelling of the matching adjustment - CP24/17
- Pillar 2: Update to reporting requirements - CP25/17
- Model risk management principles for stress testing - CP26/17
- Solvency II: Internal models update - CP27/17
- Solvency II: Internal models update - CP27/17 - pdf log file
- Strengthening accountability: implementing the extension of the SM&CR to insurers and other amendments - CP28/17
- Strengthening accountability: implementing the extension of the SM&CR to insurers and other amendments - CP28/17 App 1
- Strengthening accountability: implementing the extension of the SM&CR to insurers and other amendments - CP28/17 App 2
- Strengthening accountability: implementing the extension of the SM&CR to insurers and other amendments - CP28/17 App 3
- Strengthening accountability: implementing the extension of the SM&CR to insurers and other amendments - CP28/17 split version
- International banks: the Prudential Regulation Authority’s approach to branch authorisation and supervision - CP29/17
- International insurers: the Prudential Regulation Authority’s approach to branch authorisation and supervision - CP30/17
- Refining the PRA's Pillar 2A capital framework - CP3/17
- Regulated fees and levies: rates proposals 2017/18 - CP4/17
- Internal Ratings Based (IRB) approach: clarifying PRA expectations - CP5/17
- Regulatory reporting: occasional consultation paper – CP6/17
- Solvency II: Data collection of market risk sensitivities – CP7/17
- Strengthening accountability in banking and insurance: optimisations to the SIMR, and changes to
- Draft instrument PRA RULEBOOK: SOLVENCY II FIRMS, NON-SOLVENCY II FIRMS: SENIOR INSURANCE MANAGERS REGIME (AMENDMENT) (NO.X) INSTRUMENT [DATE]
- Draft instrument PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS: SENIOR MANAGERS REGIME AMENDMENT (NO.Y) INSTRUMENT [DATE]
- Draft forms for the SIMR for insurers
- Draft forms to the SM&CR for relevant authorised persons (RAPs)
- Strengthening accountability in banking and insurance: optimisations to the SIMR, and changes to SMR forms – CP8/17 (split version)
- Recovery planning - CP9/17
- 2018
- Internal model counterparty risk – IM.02 LOG file - CP10/18 Appendix
- Solvency II: Updates to internal model output reporting - CP10/18
- Solvency II: Changes to reporting format - CP11/18
- Resolution planning: MREL reporting – CP1/18
- Guidance on reporting templates and definitions - CP1/18 appendix
- Securitisation: The new EU framework and Significant Risk Transfer - CP12/18
- Solvency II: Equity release mortgages - CP13/18
- UK leverage ratio: Applying the framework to systemic ring-fenced bodies and reflecting the systemic risk buffer – CP14/18
- Solvency II: Group own funds availability - CP15/18
- Regulatory reporting: occasional consultation paper - CP16/18
- Credit risk: the definition of default - CP17/18
- Strengthening accountability: implementing the extension of the SM&CR to insurers - CP18/18
- Regulatory reporting: EBA Taxonomy 2.9 - CP19/18
- cp2-18
- Strengthening accountability: implementing the extension of the SM&CR to insurers (Part 2)
- Regulatory transactions: Changes to notification and application forms - CP21/18
- Regulatory transactions: Changes to notification and application forms - CP21/18 Appendix 2
- Regulatory transactions: Changes to notification and application forms - CP21/18 split
- Changes in insurance reporting requirements – CP2/18
- cp218ns01log
- cp218ns02log
- cp218ns05log
- cp218ns06log
- cp218ns07log
- cp218ns09log
- cp218ns10log
- cp218ns11log
- Liquidity reporting: FSA047 and FSA048 - CP22/18
- Enhancing banks’ and insurers’ approaches to managing the financial risks from climate change’ - CP23/18
- Occasional Consultation Paper - CP24/18
- Draft PRA Rulebook: EU Exit Instrument - CP26/18 Appendix 4
- Draft BTS EU Exit Instruments and list of BTS in this consultation - CP26/18 Appendix 5
- UK withdrawal from the EU: Changes to PRA Rulebook and onshored Binding Technical Standards - CP26/18 - complete version
- UK withdrawal from the EU: Changes to PRA Rulebook and onshored Binding Technical Standards - CP26/18 - split version
- cp2718
- PRA fees and levies: Changes to periodic and transaction fees - CP28/18
- The systemic risk buffer: Updates to the Statement of Policy - CP29/18
- FCA and PRA changes to mortgage reporting requirements - CP30/18
- Resolution assessment and public disclosure by firms - CP31/18
- Financial Services Compensation Scheme – Management Expenses Levy Limit 2018/19
- cp3218-complete
- cp3218-split
- cp3218app2
- cp3218app3
- cp3218app4
- Insurance Distribution Directive: change to commencement date - CP4/18
- Algorithmic trading - CP5/18
- Credit risk mitigation: Eligibility of guarantees as unfunded credit protection - CP6/18
- Regulated fees and levies: rates proposals 2018/19 – CP7/18
- Solvency II: external audit of the public disclosure requirement - CP8/18
- Solvency II: Internal models – modelling of the volatility adjustment - CP9/18
- Internal model risk output (Life) – IM.01LOG file - CP10/18 Appendix
- Internal model outputs (Non-life) – IM.03 LOG file - CP10/18 Appendix
- 2019
- Building operational resilience: Impact tolerances for important business services
- CP10/19 - Enforcement: Changes to the PRA’s settlement policy
- CP11/19 - Solvency II: Maintenance of the transitional measure on technical provisions
- CP1/19 - Credit risk mitigation: Eligibility of financial collateral
- CP12/19 - Strengthening individual accountability: Resolution assessments and reporting amendments’
- CP13/19 - Occasional consultation paper
- Appendix 12: Draft updates to internal model output (IM.00) LOG file
- Appendix 14: Draft updates to internal model output (IM.03) LOG file
- CP14/19 - Pillar 2 liquidity: PRA110 reporting frequency threshold
- CP15/19 - Large exposures: Reciprocation of French measure
- CP16/19 - Solvency II: Group availability of subordinated liabilities and preference shares
- CP17/19 - Counterparty credit risk: Treatment of model limitations in banks’ internal models
- CP18/19 - UK withdrawal from the EU: Changes following extension of Article 50 - complete version
- CP18/19 - UK withdrawal from the EU: Changes following extension of Article 50 - split version
- CP18/19 - Draft PRA Transitional Direction - Appendix 1
- CP18/19 - Draft Bank Transitional Direction - Appendix 2
- CP18/19 - Draft PRA BTS EU Exit Instrument CRR No.4 (update to ITS 2016/1646) - Appendix 3
- CP18/19 - Draft Technical Standards (European Market Infrastructure) (EU Exit) (No.4) Instrument (update to BTS 2016/2251) - Appendix 4
- CP18/19 - Draft Technical Standards (Solvency II Directive) (EU Exit) (No.2) Instrument (update to BTS 2015/462) - Appendix 5
- CP18/19 - PRA RULEBOOK: (EU EXIT) (No. 2) INSTRUMENT - Appendix 6
- CP18/19 - Draft Technical Standards (Central Securities Depositories) (Amendment etc.) (EU Exit) (No.2) Instrument (update to BTS 2017/392 and 2017/394) - Appendix 7
- Insurance special purpose vehicles: Updates to authorisation and supervision - CP19/19
- CP20/19 - Regulatory capital instruments: update to Pre-Issuance Notification (PIN) requirements
- CP21/19 - Credit risk: Probability of Default and Loss Given Default estimation
- CP2/19 - Financial Services Compensation Scheme – Management Expenses Levy Limit 2019/20
- CP22/19 - Solvency II: Prudent Person Principle
- CP23/19 - Solvency II: Income producing real estate loans and internal credit assessments for illiquid, unrated assets
- CP24/19 - Asset encumbrance
- CP25/19 - Occasional Consultation Paper – October 2019
- CP26/19 - Solvency II: Adjusting for the reduction of loss absorbency where own fund instruments are taxed on conversion
- CP27/19 - Liquidity: The PRA’s approach to supervising liquidity and funding risks
- CP28/19 - Credit unions: Review of the capital regime
- CP29/19 - Operational resilience: Impact tolerances for important business services
- CP30/19 - Outsourcing and third party risk management
- CP3/19 - Solvency II: Longevity risk transfers - simplification of pre-notification expectations
- CP4/19 - Liquidity risk management for insurers
- CP5/19 - Pillar 2 capital: Updates to the framework
- CP6/19 - Pillar 2 liquidity: Updates to the framework
- CP7/19 - Solvency II: Equity release mortgages – Part 2
- CP8/19 - Supervising international banks: Revision of the Branch Return
- CP9/19 - Regulated fees and levies: Rates proposals 2019/20
- 2020
- crd-iv
- 2015 list of UK firms designated as other systemically important institutions (O-SIIs)
- 2016 list of UK firms designated as other systemically important institutions (O-SIIs)
- 2017 list of UK firms designated as other systemically important institutions (O-SIIs)
- 2018 list of UK firms designated as other systemically important institutions (O-SIIs)
- 2018 list of UK firms designated as other systemically important institutions (O-SIIs)
- Additional liquidity monitoring metrics (ALMM) - New data item
- Basis of preparation of regulatory returns for first-time adopters of FRS 102 or IFRS during the transition period for FRS 102
- Annex 1: Charts on lending
- Annex 2: The case for a more proportionate regulatory regime
- Bank of England's response to European Commission consultation on the possible impact of the CRR and CRD IV on bank financing of the economy
- Capital Buffers and Pillar 2 Model Requirements
- Capital Buffers and Pillar 2 Model Requirements for G-SIIs
- Clarification of procedures for completion of COREP Section C 04.00 (CA4) Row 820: Own funds requirements related to Pillar II adjustments
- Common Reporting Errors found in COR002 Large Exposures Templates and reporting of Eligible Capital for purposes of Large Exposures within COR001
- Credit Union quarterly return - Jan 2016
- Credit Union annual return - Jan 2016
- FSA019 - January 2016
- FSA038 - January 2016
- FSA042 - January 2016
- Interim LCR reporting notes
- Intraday liquidity monitoring reporting
- Liquidity coverage ratio: Reporting clarifications
- Notes for completion of the Mortgage Lenders & Administrators Return (MLAR)
- Notes for completion of the Mortgage Lenders & Administrators Return (MLAR) effective October 2020
- Mortgage lenders and administrators return - January 2016
- Mortgage Lenders & Administrators Return (MLAR) effective October 2020
- discussion-paper
- enforcement-notice
- Enforcement notice - 1 Feb 2016 Milburn
- Enforcement notice - 1 Feb 2016 Colin McIntosh
- Enforcement notice - 8 Apr 2016
- Enforcement notice - 9 Feb 2017
- Enforcement notice - 11 Aug 2015
- Enforcement notice - 15 Jan 2016 Barry Tootell
- Enforcement notice - 15 Jan 2016 Keith Alderson
- Enforcement notice - 20 Nov 2014
- Enforcement notice - 21 Nov 2014
- Enforcement notice - 27 Nov 2015
- Financial Incentives for Whistleblowers
- letter
- 2014
- Letter from Andrew Bailey, 19 June 2014
- Letter to the Chancellor from Andrew Bailey, 7 November 2014
- PRA Adaptation Reporting letter, June 2014
- Remuneration - PRA expectations - December 2014
- Reserving - letter to general insurers from Chris Moulder, 13 November 2014
- Letter from the PRA in response to the letter from Allen and Overy LLP regarding Lloyds
- Solvency II - An update on implementation - July 2014
- Solvency II directors update - August 2014
- Solvency II directors update - December 2014
- Solvency II directors update - June 2014
- Solvency II directors update - November 2014
- Solvency II directors update - October 2014
- Solvency II - Matching adjustment - October 2014
- Solvency II - Matching adjustment asset eligibility - June 2014
- Trial submission of materials to approve the application for a matching adjustment - June 2014
- 2015
- Letter from Allen and Overy LLP regarding Lloyds Banking Group Enhanced Capital Notes
- Change to the FSCS deposit protection limit letter to firms (banks and building societies)
- Change to the FSCS deposit protection limit letter to firms (wholesale-only)
- Continued soft market conditions in the UK general insurance sector
- Cyber Resilience Questionnaire for insurers
- Directors' letter 'Longevity risk transfers' ARCHIVED
- Further information regarding Lloyds Banking Group Enhanced Capital Notes (ECNs) enquiries
- Further information relating to the Lloyds Banking Group Enhanced Capital Notes and stress testing
- Information relating to the Lloyds Banking Group Enhanced Capital Notes and stress testing
- Internal model change policy
- Letter from Paul Fisher on Solvency II: equity release mortgages
- Letter from Sam Woods on the PRA's response to Defra on climate change adaptation reporting
- Letter from Sam Woods on the Senior Insurance Managers Regime
- Letter from Sam Woods, Executive Director Insurance Supervision, 24 September 2015
- Letter to small non-Solvency II insurance firms
- Observations of internal model validation
- PRA Solvency II Insurance Directors' update 12 February 2015
- Solvency II: feedback on firms: matching adjustment pre-application submissions
- Solvency II: matching adjustment update, 1 June 2015
- Solvency II directors update - July 2015
- Solvency II directors update - March 2015
- Solvency II directors update - May 2015
- Solvency II directors update - November 2015
- Solvency II internal model matching adjustment update - March 2015
- Solvency II Own risk and solvency assessment - June 2015
- Transfers of Insurance Business under Part VII FSMA - letter from PRA Insurance Directors
- Volatility adjustment in the modelling of market and credit risk stresses
- 2016
- Letter to firms from supervisors: Additional liquidity monitoring metrics (ALMM) - New data item
- Analysis and observations from regulatory returns and monitoring-the-market questionnaire
- Cyber underwriting risk
- General Insurance Stress Test 2015 Feedback
- Insurance firms in run-off: firm engagement with the PRA
- Letter from Sam Woods ‘Implementation of IFRS 9 Financial Instruments’
- Longevity Risk Transfers - February 2016
- Modification by Consent of Leverage Ratio rule 1.2, Public Disclosure rule 1.1 and Reporting
- PRA response to the letter from Mr Sanders regarding Lloyds Banking Group
- PRA rules on diversity within firms' management body
- PRA statement on adjustments to firms' PRA buffers
- Run-off letter 18 July 2016
- Sam Woods reflections on 2015 Solvency II model approved process - January 2016
- 2017
- Contingency planning for the UK's withdrawal from the European Union
- Firms’ preparations for the UK’s withdrawal from the European Union: planning assumptions
- Follow-up to PRA Statement on consumer credit
- General Insurance Stress Test 2017 (GIST 2017)
- General Insurance Stress Test 2017 Feedback
- Letter from David Rule: Analysis and observations from monitoring-the-market questionnaire
- Letter from Sam Woods on transitional arrangements for capital impact of IFRS 9 expected credit loss accounting
- Letter from Sam Woods ‘IFRS 9 Financial Instruments’
- Letter to firms on IFRS 9 transition disclosures - January 2018
- Stress test model management
- 2018
- An update on the Independent Review of Co-operative Bank Supervision
- Capital extractions by insurance firms in run-off
- Change to supervising remuneration compliance for level one firms
- Letter from Sam Woods: Existing or planned exposure to crypto-assets
- Firms’ preparations for the UK’s withdrawal from the European Union: update following March 2018 European Council
- Firms preparations for transition from LIBOR to risk-free rates banking
- Firms preparations for transition from LIBOR to risk-free rates insurance
- Letter to general insurance firms’ Chief Actuaries
- The adequacy of PRA resources and the independence of PRA functions
- Letter from Anna Sweeney: Market conditions facing specialist general insurers: Feedback from recent PRA review work
- Review of Actuarial Function Reports in general insurance firms
- Solvency II Risk Margin
- Solvency II: Two and a half years on
- Solvency II: Equity release mortgages
- Letter from David Rule: Solvency II: Equity release mortgages
- Update to firms on the Bank's regulatory approach, and firm preparations, for EU withdrawal
- 2019
- Cyber underwriting risk: follow-up survey results
- Letter from Victoria Saporta: Disclosures about IFRS 9 expected credit losses – January 2019
- General Insurance Stress Test 2019 – Scenario Specification, Guidelines and Instructions
- General Insurance Stress Test 2019 – Scenario Specification, Guidelines and Instructions (draft)
- Insurance Stress Test 2019
- Insurance Stress Test 2019: Request for technical input
- Letter from Gareth Truran - PRA current areas of focus for general insurance firms
- Letter from James Orr - Feedback from recent PRA reserving reviews
- Life Insurance Stress Test 2019 – Scenario Specification, Guidelines and Instructions
- Life Insurance Stress Test 2019 – Scenario Specification, Guidelines and Instructions (draft)
- Letter from Sid Malik: Observations from recent regulatory reviews
- Letter from Sid Malik ‘Proxy modelling survey: Best observed practice’
- Letter from Sam Woods - The prudential regulatory framework and Libor transition
- Letter from Sarah Breeden and David Bailey ‘Reliability of regulatory returns’
- Letter from David Rule: Remuneration requirements – PRA findings and expectations
- Letter from Melanie Beaman: Review and findings: Fast growing firms
- Letter from David Rule: Solvency II: Equity release mortgages – Part 2
- Letter from Victoria Saporta: Written auditor reporting – thematic feedback from the 2018/2019 reporting period
- Letter from Victoria Saporta: Written auditor reporting – update and main thematic findings
- 2020
- new-bank
- Alternatives to being a bank
- Conduct Risk Assessment
- Fundamental Rules and Principles
- How to start a Bank
- International Banks
- FAQs
- New Bank Start-up Unit
- New banks seminar, 19 February 2018 - slides
- New Banks seminar, 9 June 2017 - slides
- New Banks seminar, 10 October 2016 - slides
- New Banks seminar, 15 October 2019 - slides
- New Banks seminar, 22 March 2016 – slides
- Should I become a Bank?
- Threshold Conditions
- Wholesale Depositor Definition
- Who we are?
- new-insurer
- policy
- PRA Rulebook instruments 2018
- PRA Rulebook instruments 2019
- PRA Rulebook instruments 2001
- PRA Rulebook instruments 2002
- PRA Rulebook instruments 2003
- PRA Rulebook instruments 2004
- PRA Rulebook instruments 2005
- PRA Rulebook instruments 2006
- PRA Rulebook instruments 2007
- PRA Rulebook instruments 2008
- PRA Rulebook instruments 2009
- PRA Rulebook instruments 2010
- PRA Rulebook instruments 2011
- PRA Rulebook instruments 2012
- PRA Rulebook instruments 2013
- PRA Rulebook instruments 2014
- PRA Rulebook instruments 2015
- PRA Rulebook instruments 2016
- PRA Rulebook instruments 2017
- policy-statement
- 2013
- Conducting statutory investigations
- Regulatory Reform: amendments to the Prudential Regulation Authority Handbook - PS 1/13
- PS1/13 Appendix 1: Approved Persons amendments
- PS1/13 Appendix 10: Transfer of Business amendments
- PS1/13 Appendix 11: Amendments to Forms
- PS1/13 Appendix 12: Amendments to Cross-references
- PS1/13 Appendix 13: Fees amendments
- PS1/13 Appendix 2: Status Disclosure, Transitional Provisions and Miscellaneous amendments
- PS1/13 Appendix 3: Skilled Persons amendments
- PS1/13 Appendix 4: Variation of Permission amendments
- PS1/13 Appendix 5: Waiver and Modification of Rules amendments
- PS1/13 Appendix 6: Controllers and Close Links amendments
- PS1/13 Appendix 7: Passporting amendments
- PS1/13 Appendix 8: Notifications amendments
- PS1/13 Appendix 9: Amendments to Reporting requirements
- Financial Services Compensation Scheme – management expenses levy limit 2013/14 - PS 2/13
- Financial Conglomerates Directive: Technical review amendments - PS3/13
- Prudential Regulation Authority - Regulated fees and levies: rates for 2013/14 - PS 4/13
- Special project fees - PS5/13
- Responses to CP8/13 - PS6/13
- Strengthening capital standards: implementing CRD IV, feedback and final rules - PS7/13
- Recovery and resolution plans - PS8/13
- 2014
- Responses to CP12/14 - PS10/14
- CRD IV: data collection on remuneration practices - PS11/14
- Responses to CP8/13 (No 2) - PS1/14
- Financial Services Compensation Scheme: management expenses levy limit 2014/15 - PS2/14
- Implementing CRD IV: capital buffers - PS3/14
- Responses to CP5/14 - PS4/14
- The PRA Rulebook - PS5/14
- Prudential Regulation Authority - Regulated fees and levies: rates for 2014/15 - PS 6/14
- Clawback - PS7/14
- Supervising international banks: the PRA?s approach to branch supervision- PS8/14
- Implementing the financial Policy Committee's recommendation on loan to income ratios - PS9/14
- 2015
- DEPOSITOR PROTECTION (AMENDMENT No. 2) INSTRUMENT 2015 - PRA 2015/56
- DEPOSITOR PROTECTION (AMENDMENT No. 3) INSTRUMENT 2015 - PRA 2015/57
- HANDBOOK (RULEBOOK CONSEQUENTIALS No. 2) INSTRUMENT 2015 - PRA 2015/58
- DEPOSITOR PROTECTION AND DORMANT ACCOUNT SCHEME (AMENDMENT No. 4) INSTRUMENT 2015 - PRA 2015/59
- DEPOSITOR PROTECTION (AMENDMENT No. 5) INSTRUMENT 2015 - PRA 2015/60
- Depositor Protection and Dormant Account Scheme (Amendment No. 6) Instrument 2015 (PRA 2015/62)
- The Pillar 2 framework - background (PS17/15)
- The implementation of ring-fencing: legal structure, governance and the continuity of - PS10/15
- CRD IV: Liquidity - PS11/15
- Implementing the Bank Recovery and Resolution Directive - response to CP13/14 - PS1/15
- Strengthening the alignment of risk and reward: new remuneration rules - PS12/15
- Regulated fees and levies: rates for 2015/16 - PS13/15
- Depositor and dormant account protection - the protection limit PS14/15
- Depositor and policyholder protection - technical amendments - PS15/15
- Strengthening individual accountability in banking: responses to CP14/14, CP28/14 & CP7/15 - PS16/15
- Assessing capital adequacy under Pillar 2 - PS17/15
- Assessing capital adequacy under Pillar 2 - PS17/15 UPDATE
- Depositor and dormant account protection - consequential amendments - PS18/15
- The PRA Rulebook: Part 3 - PS19/15
- Strengthening individual accountability in banking: UK branches of non-EEA banks - PS20/15
- Strengthening individual accountability in banking: UK branches of non-EEA banks - PS20/15 App 1
- Strengthening individual accountability in banking: UK branches of non-EEA banks - PS20/15 App 2
- The Senior Insurance Managers Regime: a streamlined approach for non-Solvency II firms - PS21/15
- PRA Rulebook: Non-Solvency II Firms: Senior Insurance Managers Regime Instrument 2015
- Solvency II: A new regime for insurers - PS2/15
- PS2/15 Appendix 1 - Rules Instruments PRA 2015/9 to PRA 2015/31
- Strengthening individual accountability in insurance:responses to CP26/14,CP7/15 & CP13/15 - PS22/15
- PRA Rulebook: Solvency II Firms: SIMR (No. 2) instrument 2015 - PS22/15 App 1
- PRA Rulebook: Solvency II Firms: SIMR - Solvency II (No.2) Instrument 2015 - PS22/15 App 2
- PRA Rulebook: Solvency II Firms: SIMR-Technical Rules Instrument 2015 - PS22/15 App 3
- Reporting rule amendments - PS23/15
- Handbook (Supervision: Late reporting) Instrument 2015 - PS23/15 Appendix 1
- Liquidity Standards Consequentials Instrument (No 2) 2015 - PS23/15 Appendix 2
- Whistleblowing in deposit-takers, PRA-designated investment firms and insurers - PS24/15
- HANDBOOK (WHISTLEBLOWING) INSTRUMENT 2015 - PS24/15 Appendix 1
- PRA RULEBOOK: CRR FIRMS: WHISTLEBLOWING INSTRUMENT 2015 - PS24/15 Appendix 2
- PRA RULEBOOK: SOLVENCY II FIRMS: WHISTLEBLOWING INSTRUMENT 2015 - PS24/15 Appendix 3
- Contractual stays in financial contracts governed by third-country law - PS25/15
- PRA RULEBOOK: CRR FIRMS AND NON-AUTHORISED PERSONS: STAY IN RESOLUTION INST 2015 - PS25/15 App 1
- The prudential regime, and implementation of the SIMR, for non-Solvency II firms - PS26/15
- PRA Rulebook: Non-Solvency II Firms: Senior Insurance Managers Regime - technical - PS26/15 App 1
- PRA Rulebook: Non-Solvency II Firms: Large Non-Solvency II Firms: SIMR - PS26/15 App 2
- PRA Rulebook: Non-Solvency II Firms: Large Non-Solvency II Firms: SIMR - Technical - PS26/15 App 3
- PRA Rulebook: Non-Solvency II Firms Regime Instrument 2015 - PS26/15 Appendix 4
- Handbook (Rulebook Consequentials) Instrument 2015 - PS26/15 Appendix 5
- PRA Rulebook: Glossary and Insurance Consequentials Instrument 2015 - PS26/15 Appendix 6
- Implementing a UK leverage ratio framework - PS27/15
- PRA Rulebook CRR Firms: Leverage Ratio (PRA2015/89) - PS27/15 Appendix 3
- PRA Rulebook CRR Firms: Reporting Leverage Ratio (PRA2015/90) - PS27/15 Appendix 2
- PRA Rulebook CRR Firms: Public Disclosure (Leverage Ratio Amendment) (PRA2015/91) - PS27/15 App 3
- The PRA Rulebook: Part 4 and response to Chapter 1 of CP41/15 - PS28/15
- PRA RULEBOOK: FINANCIAL CONGLOMERATES INSTRUMENT 2015 - PS28/15 Appendix 1
- PRA RULEBOOK: CRR FIRMS: GROUP RISK SYSTEMS INSTRUMENT 2015 - PS28/15 Appendix 2
- PRA RULEBOOK: REGULATORY REPORTING (AMENDMENT No.1) INSTRUMENT 2015 - PS28/15 Appendix 3
- HANDBOOK (RULEBOOK CONSEQUENTIALS) INSTRUMENT 2015 - PS28/15 Appendix 4
- PRA RULEBOOK: INTERPRETATION (AMENDMENT) INSTRUMENT 2015 - PS28/15 Appendix 5
- PRA RULEBOOK: SOLVENCY II FIRMS, NON SOLVENCY II FIRMS, NON-AUTHORISED PERSONS - PS28/15 App 6
- Strengthening individual accountability in banking: UK branches of non-EEA banks - PS29/15
- PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS: INDIVIDUAL ACCOUNTABILITY - PS29/15 App 1
- Amendments to Various Forms - PS30/15
- Strengthening individual accountability in banking & insurance-responses CP14/14 & CP26/14 - PS3/15
- Financial Services Compensation Scheme: management expenses levy limit 2015/16 - PS4/15
- Policyholder protection - PS5/15
- Depositor and dormant account protection - PS6/15
- The PRA Rulebook: Part 2 - PS7/15
- Supervising international banks: the branch return - PS8/15
- Depositor and dormant account protection - further amendments - PS9/15
- 2016
- PRA RULEBOOK: NON-AUTHORISED PERSONS: WRITTEN REPORTS BY AUDITORS TO THE PRA INSTRUMENT 2016
- PRA RULEBOOK: ADMINISTRATION INSTRUMENT (No. 1) 2016
- PRA RULEBOOK: CRR FIRMS: REPORTING PILLAR 2 AMENDMENT NO. 1 INSTRUMENT 2016
- The implementation of ring-fencing: the PRA's approach to ring-fencing transfer schemes - PS10/16
- Amendments to the PRA's rules on loan to income ratios in mortgage lending - PS11/16
- PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS: HOUSING INSTRUMENT 2016 - PS2013/23
- Engagement between external auditors and supervisors and commencing the PRA's disciplinary - PS1/16
- Financial Services Compensation Scheme - management expenses levy limit 2016/17 - PS12/16
- PRA RULEBOOK: NON AUTHORISED PERSONS: FSCS MANAGEMENT EXPENSES LEVY LIMIT AND - PS12/16 App 1
- Corporate governance: Board responsibilities - PS13/16
- Complaints against the Regulators (the BoE, the FCA and the PRA) - PS14/16
- Liquidity: switch from FSA returns to ALMM returns - PS15/16
- PRA RULEBOOK: ENACTING REGULATORY REPORTING AMENDMENT (DATE) INSTRUMENT 2016 - PS15/16 Appendix 1
- Implementing audit committee requirements under the revised Statutory Audit Directive - PS16/16
- PRA RULEBOOK: CRR FIRMS AND SOLVENCY II FIRMS: AUDIT COMMITTEE INSTRUMENT 2016 - PS16/16 Appendix 1
- The contractual recognition of bail-in: amendments to PRA rules - PS17/16
- PRA RULEBOOK: CRR FIRMS AND NON-AUTHORISED PERSONS: CONTRACTUAL RECOGNITION OF - PS17/16 App 1
- Regulated fees and levies 2016/17 - PS18/16
- PRA RULEBOOK: PRA PERIODIC FEES (2016/17) AND OTHER FEES INSTRUMENT 2016 - PS18/16 Appendix 1
- Reporting requirements for non-Solvency II insurance firms - PS19/16
- PRA RULEBOOK: NON-SOLVENCY II FIRMS: INSURANCE COMPANY - REPORTING INSTRUMENT 2016 - PS19/16 App 1
- PRA RULEBOOK: NON-SOLVENCY II FIRMS: FRIENDLY SOCIETY - REPORTING INSTRUMENT 2016 - PS19/16 App 3
- PRA RULEBOOK: GLOSSARY AND INSURANCE CONSEQUENTIALS INSTRUMENT 2016 - PS19/16 Appendix 5
- The implementation of ring-fencing: prudential requirements, intragroup arrangements and - PS20/16
- PRA RULEBOOK: CRR FIRMS AND NON-AUTHORISED PERSONS: RING-FENCED BODIES INSTRUMENT 2016
- Groups - SS15/13 - update July 2016
- Large exposures - SS16/13 update July 2016
- FSA078 Pillar 2 Concentration risk minimum data requirements
- The PRA's methodologies for setting Pillar 2 capital - July 2016
- Pillar 2 Reporting schedule
- Ensuring operational continuity in resolution - PS21/16
- PRA RULEBOOK: CRR FIRMS: OPERATIONAL CONTINUITY INSTRUMENT 2016 - PS21/16 Appendix 1
- Amendments to the Pre-Issuance Notification regime - PS2/16
- PRA RULEBOOK: CRR FIRMS: DEFINITION OF CAPITAL AMENDMENT INSTRUMENT 2016 - PS2/16 Appendix 4
- PRA RULEBOOK: NON SOLVENCY II FIRMS: INSURANCE COMPANY - CAPITAL RESOURCES - PS2/16 App 5
- PRA RULEBOOK: SOLVENCY II FIRMS: GROUP SUPERVISION (NOTIFICATION OF ISSUANCE - PS2/16 App 6
- PRA RULEBOOK: SOLVENCY II FIRMS: OWN FUNDS (NOTIFICATION OF ISSUANCE - AMENDMENTS) - PS2/16 App 7
- Solvency II: Remuneration requirements - PS22/16
- Responses to Chapter 5 of CP41/15 ? amendment to the definition of credit unions - PS23/16
- PRA RULEBOOK: NON-CRR FIRMS: DEFINITION OF CREDIT UNION INSTRUMENT 2016 - PS23/16 Appendix 1
- Solvency II: external audit of the public disclosure requirement - PS24/16
- PRA Rulebook: Solvency II firms and non-authorised persons: external audit - PS24/16 App 1
- Implementing risk-based levies for the FSCS deposits class - PS25/16
- PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS, NON-AUTHORISED PERSONS: DEPOSITOR PROTECTION - PS25/16 App 1
- Buy-outs of variable remuneration - PS26/16
- PRA RULEBOOK: CRR FIRMS: REMUNERATION BUY-OUT RULES 2016 - PS26/16 Appendix 1
- Strengthening accountability in banking and insurance: PRA requirements on - PS27/16
- PRA RULEBOOK: CRR FIRMS: NON-CRR FIRMS: FITNESS AND PROPRIETY AMENDMENT INSTRUMENT - PS27/16 App 1
- PRA RULEBOOK: SOLVENCY II FIRMS, NON-SOLVENCY II FIRMS: SENIOR INSURANCE MANAGERS - PS27/16 App 2
- Underwriting standards for buy-to-let mortgage contracts - PS28/16
- MiFID II: Response to CP9/16 - PS29/16
- PRA RULEBOOK: PASSPORTING INSTRUMENT 2016 - PS29/16 Appendix 1
- PRA RULEBOOK: CRR FIRMS: ALGORITHMIC TRADING INSTRUMENT 2016 - PS29/16 Appendix 2
- The minimum requirement for own funds and eligible liabilities (MREL) - buffers - PS30/16
- Credit union regulatory reporting - PS31/16
- PRA RULEBOOK: NON-CRR FIRMS: CREDIT UNIONS INSTRUMENT (NO. 2) 2016 - PS31/16 Appendix 1
- Pillar 2: Update to reporting data items and instructions - PS3/16
- Responses to Chapter 3 of CP17/16 - forecast capital data - PS32/16
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING AMENDMENT INSTRUMENT 2016 - PS32/16 Appendix 1
- Solvency II: consolidation of Directors' letters - PS33/16
- Supervising building societies - treasury and lending activities - PS34/16
- Responses to CP26/16 - PS35/16
- PRA RULEBOOK: CRR FIRMS: INTERNAL LIQUIDITY ADEQUACY ASSESSMENT (AMENDMENT) - PS35/16 App 1
- PRA RULEBOOK: SOLVENCY II FIRMS: CONDITIONS GOVERNING BUSINESS (NO. 2) INSTRUMENT - PS35/16 App 2
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING (AMENDMENT) (NO. 2) INSTRUMENT 2016 - PS35/16 App 3
- PRA RULEBOOK: CRR FIRMS: CAPITAL BUFFERS AND LEVERAGE (AMENDMENT) INSTRUMENT 2016 - PS35/16 App 4
- Financial statements - responses to Chapter 3 of CP17/16 - PS36/16
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING (AMENDMENT) (NO. 3) INSTRUMENT 2016 - PS36/16 App 1
- PRA fees & FSCS levies for insurers-transitional approach for 2017/18:responses to CP30/16 - PS37/16
- PRA RULEBOOK: SOLVENCY II FIRMS, NON SOLVENYCY II FIRMS, NON-AUTHORISED PERSONS - PS37/16 App 1
- PRA RULEBOOK: FEES (INSURANCE FIRMS TRANSITIONAL RULES) INSTRUMENT 2016 - PS37/16 Appendix 2
- Solvency II: Reporting format of National Specific Templates and reporting clarifications - PS38/16
- PRA RULEBOOK: SOLVENCY II FIRMS: REPORTING INSTRUMENT 2016 - PS38/16 Appendix 1
- Reform of the legacy Credit Unions sourcebook - PS4/16
- PRA RULEBOOK: NON-CRR FIRMS: CREDIT UNIONS INSTRUMENT 2016 - PS4/16 Appendix 2
- HANDBOOK (CREDIT UNIONS) CONSEQUENTIALS INSTRUMENT 2016 - PS4/16 Appendix 3
- Strengthening accountability in banking and insurance: Implementation of SM&CR and SIMR - PS5/16
- PRA RULEBOOK: CRR FIRMS, NON-CRR FIRMS, SOLVENCY II FIRMS, NON-SOLVENCY II FIRMS: REGULATORY REFERENCE Instrument 2016 - PS5/16 Appendix
- Strengthening accountability in banking and insurance: Implementation of SM&CR and SIMR; and PRA requirements on regulatory references – PS5/16 Appendices 2-7
- The PRA's approach to identifying other systemically important institutions (O-SIIs) - PS6/16
- PRA Rulebook: Fees Part and responses to CP40/15 - PS7/16
- PRA RULEBOOK: FEES INSTRUMENT 2016 - PS7/16 Appendix 2
- PRA HANDBOOK: RULEBOOK CONSEQUENTIALS (FEES) INSTRUMENT 2016 - PS7/16 Appendix 3
- PRA RULEBOOK: RULEBOOK CONSEQUENTIALS (FEES) INSTRUMENT 2016 - PS7/16 Appendix 4
- Internal governance of third country branches and response to CP3/16 - PS8/16
- PRA RULEBOOK: NON-CRR FIRMS: INTERNAL GOVERNANCE OF THIRD COUNTRY BRANCHES INSTRUMENT 2016
- HANDBOOK (RULEBOOK CONSEQUENTIALS NO. 2) INSTRUMENT 2016
- Strengthening individual accountability in banking: responses to CP1/16 - PS9/16
- PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS: INDIVIDUAL ACCOUNTABILITY (NO. 2) INSTRUMENT 2016
- 2017
- PRA RULEBOOK: ADMINISTRATION INSTRUMENT 2017
- PRA Rulebook: Administration Instrument (No.2) 2017
- PRA RULEBOOK: ADMINISTRATION INSTRUMENT (No. 3) 2017
- Ensuring operational continuity in resolution – PS10/17
- Operational Continuity Reporting Instrument - PS10/17 appendix
- Maintenance of the ‘transitional measure on technical provisions’ under Solvency II – PS11/17
- Deposit protection limit - PS1/17
- [PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS, NON-AUTHORISED PERSONS: DEPOSITOR PROTECTION - PS1/17 App 2
- Strengthening individual accountability in banking and insurance: amendments and optimisations
- Strengthening individual accountability in banking and insurance: amendments and optimisations App 1
- Strengthening individual accountability in banking and insurance: amendments and optimisations App 2
- Residential mortgage risk weights – PS13/17
- Stylised example of the application of the cyclicality cap
- Solvency II: matching adjustment - illiquid unrated assets and equity release mortgages – PS14/17
- Cyber insurance underwriting risk – PS15/17
- Dealing with a market turning event in the general insurance sector – PS16/17
- Regulated fees and levies: rates for 2017/18 – PS17/17
- PRA PERIODIC FEES (2017/18) AND OTHER FEES INSTRUMENT 2017
- IFRS 9: Changes to reporting requirements – PS18/17
- PRA Rulebook: CRR FIRMS: IFRS 9 REGULATORY REPORTING INSTRUMENT 2017
- Responses to CP2/17 'Occasional Consultation Paper' - PS19/17
- PRA RULEBOOK: CRR FIRMS, NON-CRR FIRMS, SOLVENCY II FIRMS, NON-SOLVENCY II FIRMS: SENIOR MANAGERS REGIME AMENDMENT INSTRUMENT 2017
- PRA RULEBOOK: NON-SOLVENCY II FIRMS: INSURANCE COMPANY – REPORTING (AMENDMENT) INSTRUMENT 2017
- PRA RULEBOOK: CRR FIRMS: REMUNERATION INSTRUMENT 2017
- PRA RULEBOOK: CRR FIRMS: RING-FENCING (AMENDMENT) INSTRUMENT 2017
- Regulatory reporting: Responses to CP6/17 – PS20/17
- PRA Rulebook: CRR Firms: Regulatory Reporting Amendment Instrument 2017
- UK Leverage Ratio treatment of claims on central banks – PS21/17
- PRA Rulebook: LEVERAGE RATIO AND REPORTING LEVERAGE RATIO (AMENDMENT) INSTRUMENT [2017] - PS21/17 appendix 1
- Implementation of the Enforcement Review and the Green Report - PS2/17
- Refining the PRA’s Pillar 2A capital framework – PS22/17
- PRA Rulebook CRR Firms: Reporting Pillar 2 Instrument (PRA 2017/32) - PS22/17 appendix 1
- Internal Ratings Based (IRB) approach: clarifying PRA expectations – PS23/17
- Strengthening individual accountability in banking: changes to SMR forms – PS24/17
- PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS: SENIOR MANAGERS REGIME AMENDMENT INSTRUMENT (No.2) 2017) - PS24/17 appendix 1
- Solvency II: Data collection of market risk sensitivities – PS25/17
- Authorisation and supervision of insurance special purpose vehicles – PS26/17
- PRA RULEBOOK: SOLVENCY II FIRMS: NON SOLVENCY II FIRMS: TRANSFORMER VEHICLES INSTRUMENT 2017 - PS26/17 App 2
- PRA RULEBOOK: SOLVENCY II FIRMS: NON SOLVENCY II FIRMS: TRANSFORMER VEHICLES INSTRUMENT 2017 - PS26/17 App 2 final
- Regulated fees and levies: Adjustment to rates for 2017/18 - PS27/17
- PRA RULEBOOK: PRA PERIODIC FEES (2017/18) CORRECTION INSTRUMENT 2017
- PRA fees and levies: model transaction fees, fees and FSCS levies for insurers and fees for designated investment firms - PS28/17
- PRA RULEBOOK: PRA FEES AMENDMENT INSTRUMENT 2017 - PS28/17 App 1
- PRA RULEBOOK: PRA FEES: MODEL TRANSACTION FEES, FEES FOR INSURERS AND DESIGNATED INVESTMENT FIRMS INSTRUMENT 2017 - PS28/17 App 2
- PRA RULEBOOK: SOLVENCY II FIRMS, NON SOLVENCY II FIRMS, NON AUTHORISED PERSONS: POLICYHOLDER PROTECTION INSTRUMENT 2017 - PS28/17 App 2
- Recovery planning - PS29/17
- Pillar 2A capital requirements and disclosure - PS30/17
- Responses to CP18/17 Occasional Consultation Paper – Chapters 7 and 8 - PS31/17
- PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS, SOLVENCY II FIRMS, NON SOLVENCY II FIRMS: MIFID II AND IDD CONSEQUENTIAL AMENDMENTS INSTRUMENT 2017
- PRA RULEBOOK: CRR FIRMS: MIFID II AMENDMENT (NO. 1) INSTRUMENT 2017
- PRA RULEBOOK: NON-CRR FIRMS: MiFID II AMENDMENT INSTRUMENT 2017
- Forms Directory
- PRA RULEBOOK: MIFID II PASSPORTING AMENDMENT INSTRUMENT 2017
- PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS, SOLVENCY II FIRMS, NON SOLVENCY II FIRMS: MIFID II PASSPORTING AND IDD CONSEQUENTIAL AMENDMENTS INSTRUMENT 2018
- PRA RULEBOOK: MIFID II PASSPORTING AMENDMENT INSTRUMENT 2018 - PS31/17 Appendix 7
- PRA RULEBOOK: CRR FIRMS: BENCHMARKING REGULATION INSTRUMENT 2018
- Responses to CP18/17 Occasional Consultation Paper – Chapters 7 and 8 - PS31/17 UPDATE
- Responses to CP18/17 Occasional Consultation Paper – Chapters 7 and 8 - PS31/17 UPDATE 2
- Responses to CP18/17 Occasional Consultation Paper - Chapters 7 and 8 - UPDATE June 2018
- The implementation of ring-fencing: reporting and residual matters - PS3/17
- PRA RULEBOOK: CRR FIRMS AND NON-AUTHORISED PERSONS: RING-FENCING INSTRUMENT 2017 - PS3/17 Appendix 1
- ps317app6
- Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082 - PS3/17 App 6
- Responses to CP36/16 and correction to PS2/16 PIN rules - PS4/17
- PRA RULEBOOK: CRR FIRMS: LIQUIDITY REGULATORY REPORTING (AMENDMENT) INSTRUMENT 2017 - PS4/17 App 1
- PRA RULEBOOK: SOLVENCY II FIRMS: GROUP SUPERVISION (NOTIFICATION OF ISSUANCE - PS4/17 App 10
- PRA RULEBOOK: SOLVENCY II FIRMS: OWN FUNDS (NOTIFICATION OF ISSUANCE - AMENDMENTS) - PS4/17 App 11
- PRA RULEBOOK: SOLVENCY II FIRMS: OWN FUNDS (NOTIFICATION OF ISSUANCE - AMENDMENTS) - PS4/17 App 3
- PRA RULEBOOK: SOLVENCY II FIRMS: GROUP SUPERVISION (NOTIFICATION OF ISSUANCE - PS4/17 App 4
- PRA RULEBOOK: NON-SOLVENCY II FIRMS: INSURANCE COMPANY - CAPITAL RESOURCES - PS4/17 App 5
- PRA RULEBOOK: NON CRR FIRMS: CREDIT UNIONS AMENDMENTS INSTRUMENT 2017 - PS4/17 Appendix 7
- PRA RULEBOOK: SOLVENCY II FIRMS AND NON-AUTHORISED PERSONS: EXTERNAL AUDIT - PS4/17 App 9
- Amendments to the PRA's rules on loan to income ratios in mortgage lending - PS5/17
- PRA RULEBOOK: CRR FIRMS, NON-CRR FIRMS: HOUSING INSTRUMENT 2017 - PS5/17 Appendix 1
- Financial Services Compensation Scheme - Management Expenses Levy Limit 2017/18 - PS6/17
- PRA RULEBOOK: NON AUTHORISED PERSONS: FSCS MANAGEMENT EXPENSES LEVY LIMIT AND - PS6/17 App 1
- The PRA’s expectations on remuneration - PS7/17
- Whistleblowing in non-EEA UK branches – PS8/17
- PRA RULEBOOK: CRR FIRMS, NON-CRR FIRMS: THIRD COUNTRY BRANCHES (WHISTLEBLOWING) INSTRUMENT 2017
- PRA RULEBOOK: SOLVENCY II FIRMS: THIRD COUNTRY BRANCHES (WHISTLEBLOWING) INSTRUMENT 2017
- Implementation of MiFID II: Part 2 – PS9/17
- PRA Rulebook: CRR firms: Internal governance instrument 2017 - PS9/17 Appendix 1
- PRA Rulebook: CRR firms: Notifications instrument 2017 - PS9/17 Appendix 2
- PRA Rulebook: CRR firms: Glossary instrument 2017 - PS9/17 Appendix 3
- PRA Rulebook: CRR firms: General provisions instrument 2017 - PS9/17 Appendix 4
- 2018
- february
- Strengthening individual accountability in insurance: optimisations to the SIMR
- PRA RULEBOOK: SOLVENCY II FIRMS, NON-SOLVENCY II FIRMS: SENIOR INSURANCE MANAGERS REGIME (AMENDMENT) INSTRUMENT 2018
- Pillar 2 liquidity - PS2/18
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING PRA110 AMENDMENT INSTRUMENT 2018
- Financial management and planning by insurers - PS10/18
- Resolution planning: MREL reporting – PS11/18
- Resolution planning: MREL reporting – PS11/18 Appendix 2 Guidance on reporting templates and definitions
- Algorithmic trading - PS12/18
- Regulated fees and levies: rates for 2018/19 - PS13/18
- PRA RULEBOOK: PRA PERIODIC FEES (2018/19) AND OTHER FEES INSTRUMENT 2018 - PS13/18 Appendix
- Changes to the PRA’s large exposures framework - PS14/18
- PRA RULEBOOK: CRR FIRMS: LARGE EXPOSURES AMENDMENT INSTRUMENT 2018 - PS14/18 Appendix
- Strengthening individual accountability in insurance: Extension of the Senior Managers and Certification Regime to insurers PS15/18
- PRA RULEBOOK: CRR FIRMS, NON-CRR FIRMS, SOLVENCY II FIRMS AND NON SOLVENCY II FIRMS: SENIOR MANAGERS REGIME AND SENIOR INSURANCE MANAGERS REGIME (AMENDMENT) (NO 1) INSTRUMENT 2018 - PS15/18 Appendix 1
- Directory of streamlined set of forms for the SM&CR, and amendments to Part 4A permissions forms - PS15/18 Appendix 4
- Changes in insurance reporting requirements - PS16/18
- PRA RULEBOOK: SOLVENCY II FIRMS: REPORTING AMENDMENTS (NO.1) INSTRUMENT 2018 - PS16/18 Appendix 1
- PRA RULEBOOK: CHANGE IN CONTROL AMENDMENTS (NO.1) INSTRUMENT 2018 - PS16/18 Appendix 4
- Solvency II: Group supervision - PS17/18
- Solvency II: Matching adjustment - PS18/18
- Solvency II: Internal models - modelling of the matching adjustment - PS19/18
- Solvency II: Internal models update - PS20/18
- Solvency II: Changes to reporting format - PS21/18
- PRA RULEBOOK: SOLVENCY II: REPORTING AMENDMENTS INSTRUMENT (NO.2) 2018 - PS21/18 App 1
- Solvency II: Supervisory approval for the volatility adjustment – PS22/18
- Solvency II: Internal models – modelling of the volatility adjustment – PS23/18
- Solvency II: Updates to internal model output reporting - PS24/18
- Solvency II: External audit of the public disclosure requirement – PS25/18
- PRA RULEBOOK: SOLVENCY II FIRMS AND NON-AUTHORISED PERSONS: EXTERNAL AUDIT AMENDMENTS INSTRUMENT - PS25/18 Appendix 1
- Strengthening accountability: Implementing the extension of the SM&CR to insurers - PS26/18
- PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS, SOLVENCY II FIRMS AND NON SOLVENCY II FIRMS: SENIOR MANAGERS REGIME AND SENIOR INSURANCE MANAGERS REGIME (AMENDMENT) (NO 2) INSTRUMENT 2018 - PS26/18 Appendix 1
- Strengthening accountability: Implementing the extension of the SM&CR to insurers (Part 2) - PS27/18
- PRA RULEBOOK: SOLVENCY II FIRMS AND NON SOLVENCY II FIRMS: SENIOR INSURANCE MANAGERS REGIME (AMENDMENT) (NO 3) INSTRUMENT 2018
- UK leverage ratio: Applying the framework to systemic ring-fenced bodies and reflecting the systemic risk buffer - PS28/18
- PRA RULEBOOK: CRR FIRMS: LEVERAGE RATIO (AMENDMENT) INSTRUMENT 2018 - PS28/18 Appendix 1
- Securitisation: The new EU framework and Significant Risk Transfer - PS29/18
- Regulatory Reporting: Responses to CP16/18 - PS30/18
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING (AMENDMENT) INSTRUMENT 2018 - PS30/18 Appendix 1
- Solvency II: Equity release mortgages – PS31/18
- International banks: the Prudential Regulation Authority’s approach to branch authorisation and supervision - PS3/18
- The systemic risk buffer: Updates to the Statement of Policy - PS32/18
- PRA RULEBOOK: CRR FIRMS; NON-CRR FIRMS: BRANCH RULES INSTRUMENT 2018 - PS33/18
- International insurers: the Prudential Regulation Authority’s approach to branch authorisation and supervision - PS4/18
- Financial Services Compensation Scheme - Management Expenses Levy Limit 2018/19 - PS5/18
- PRA RULEBOOK: NON AUTHORISED PERSONS: FSCS MANAGEMENT EXPENSES LEVY LIMIT AND BASE COSTS INSTRUMENT 2018 - PS5/18 APPENDIX
- Responses to CP18/17 Occasional Consultation Paper – Chapters 2 to 6, 9 and 10 - PS6/18
- PRA RULEBOOK: SOLVENCY II FIRMS: CONDITIONS GOVERNING BUSINESS INSTRUMENT (AMENDMENT) 2018 - PS6/18 Appendix 1
- PRA RULEBOOK: CRR FIRMS: INTERNAL CAPITAL ADEQUACY ASSESSMENT (AMENDMENT) INSTRUMENT 2018 - PS6/18 Appendix 2
- PRA RULEBOOK: SOLVENCY II FIRMS: TRANSITIONAL MEASURES: REPORT ON FINANCIAL AND SOLVENCY CONDITIONS INSTRUMENT 2018 - PS6/18 Appendix 3
- PRA RULEBOOK: CRR FIRMS: GROUPS (LEVEL OF APPLICATION) INSTRUMENT 2018 - PS6/18 Appendix 4
- PRA RULEBOOK: CRR FIRMS: WHISTLEBLOWING AMENDMENT INSTRUMENT 2018 - PS6/18 Appendix 5
- Model risk management principles for stress testing – PS7/18
- Pillar 2: Update to reporting requirements - PS8/18
- PRA RULEBOOK: CRR FIRMS: REPORTING PILLAR 2 AMENDMENT NO. 1 INSTRUMENT 2018 - PS8/18 Appendix 1
- Groups policy and double leverage - PS9/18
- Rules instrument - PS9/18
- 2019
- PRA RULEBOOK: NON AUTHORISED PERSONS: FSCS MANAGEMENT EXPENSES LEVY LIMIT AND BASE COSTS INSTRUMENT 2019
- Enhancing banks’ and insurers’ approaches to managing the financial risks from climate change - PS11/19
- Liquidity reporting: FSA047, FSA048, and PRA110 - PS1/19
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING (REPEAL OF PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING PRA110 AMENDMENT INSTRUMENT 2018) INSTRUMENT 2019 - PS1/19 Appendix 1
- PRA RULEBOOK: CRR FIRMS: LIQUIDITY REGULATORY REPORTING (AMENDMENT) INSTRUMENT 2019 - PS1/19 Appendix 2
- Regulated fees and levies: Rates proposals 2019/20 - PS12/19
- PRA RULEBOOK: PRA PERIODIC FEES (2019/20) AND OTHER FEES INSTRUMENT 2019 - PS12/19 Appendix 1
- Pillar 2 liquidity: Updates to the framework - PS13/19
- PRA RULEBOOK: CRR FIRMS: LIQUIDITY REGULATORY REPORTING (AMENDMENT) (NO. 2) INSTRUMENT 2019 - Appendix 1
- Credit risk mitigation: Eligibility of financial collateral – PS14/19
- Resolution assessment and public disclosure by firms - PS15/19
- PRA RULEBOOK: CRR FIRMS: RESOLUTION ASSESSMENT INSTRUMENT 2019 - PS15/19 Appendix 1
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING (RING FENCE BODIES, CAPITAL + AND FINREP) AMENDMENT INSTRUMENT 2019 - PS15/19
- Supervising international banks: Revision of the Branch Return - PS17/19
- PRA RULEBOOK: CRR FIRMS; NON-CRR FIRMS: BRANCH RULES INSTRUMENT 2019 - PS17/19 Appendix1
- Liquidity risk management for insurers - PS18/19
- Solvency II: Equity release mortgages – Part 2 - PS19/19
- Strengthening individual accountability: Resolution assessments and reporting amendments - PS20/19
- Strengthening individual accountability: Resolution assessments and reporting amendments app1 - PS20/19
- Responses to CP13/19 Occasional Consultation Paper - PS21/19
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING (AMENDMENT) (NO. 2) INSTRUMENT 2019 - PS21/19 Appendix 4
- PRA RULEBOOK: SOLVENCY II: REPORTING AMENDMENTS INSTRUMENT 2019 - PS21/19 Appendix 6
- Regulatory transactions: changes to notification and application forms - PS2/19
- PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS, SOLVENCY II FIRMS, NON SOLVENCY II FIRMS: FORMS AMENDMENT INSTRUMENT 2019 - PS2/19 Appendix 1
- FCA and PRA changes to mortgage reporting requirements - PS22/19
- PRA RULEBOOK: REGULATORY REPORTING (MORTGAGE REPORTING) AMENDMENT INSTRUMENT 2019
- PRA RULEBOOK: CRR FIRMS: LARGE EXPOSURES AMENDMENT INSTRUMENT 2019 - PS24/19 Appendix 1
- Solvency II: Maintenance of the transitional measure on technical provisions - PS25/19
- Pillar 2 liquidity: PRA110 reporting frequency threshold - PS26/19
- PRA RULEBOOK: CRR FIRMS: LIQUIDITY REGULATORY REPORTING (AMENDMENT) (NO. 3) INSTRUMENT 2019
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING (RING FENCE BODIES, CAPITAL+ AND FINREP) AMENDMENT INSTRUMENT (NO. 2) 2019 - PS27/19 Appendix 1
- PRA fees and levies: Changes to periodic and transaction fees - PS3/19
- PRA RULEBOOK FEES AMENDMENT INSTRUMENT 2018
- Solvency II: Adjusting for the reduction of loss absorbency where own fund instruments are taxed on write down - PS4/19
- PRA RULEBOOK: EU EXIT (AMENDMENT) INSTRUMENT 2019 - PS5/19
- Responses to Chapters 3-7 of CP24/18 ‘Occasional Consultation Paper’ – PS6/19
- Amendments to the Auditors Part of the PRA Rulebook - PS6/19 Appendix 2
- Amendments to the Depositor Protection Part of the PRA Rulebook - PS6/19 Appendix 4
- Amendments to the Policyholder Protection Part of the PRA Rulebook - PS6/19 Appendix 5
- Credit risk: the definition of default - PS7/19
- Credit risk: the definition of default - PS7/19 Appendix 1
- Credit risk mitigation: Eligibility of guarantees as unfunded credit protection - PS8/19
- Solvency II: Group own fund availability - PS9/19
- 2020
- pra-statutory-powers
- practitioner-panel
- publication
- 2019
- A framework for assessing financial impacts of physical climate change: A practitioner’s aide for the general insurance sector
- Firms’ preparations for transition from London InterBank Offered Rate (LIBOR) to risk-free rates (RFRs): Key themes, good practice, and next steps
- Joint statement on climate change
- PRA Authorisations Performance Report 2018/19
- PRA Practitioner Panel and Insurance Sub-committee – Annual Report
- Systemic Risk Buffer rates for ring-fenced banks and large building societies – applicable from 1 August 2019
- A review of requirements for firms entering into or expanding in the banking sector 26 march 2013
- A review of requirements for firms entering into or expanding in the banking sector 7 July 2014
- Annex to individual liquidity guidance letters
- PRA Conference for Chairs of Non-Systemic UK Banks and Building Societies
- PRA - Directors' certificates for 2015/2016 PRA regulatory returns for insurers - February 2016
- Handbook Administration Instrument (No 1) 2013
- PRA 2013/25 Handbook Administration Instrument (No 2) 2013
- Handbook Administration Instrument (No 3) 2014
- Handbook Administration Instrument (No 1) 2014
- Handbook Administration Instrument (No 2) 2014
- PRA Rulebook: Administration Instrument (No 1) 2014
- PRA 2015/32 PRA Rulebook: Administration Instrument (No 1) 2015
- PRA 2015/33 Handbook Administration Instrument (No1) 2015
- HBOS Andrew Bailey Remarks 2015
- HBOS Andrew Green report 2015
- HBOS Complete Report - 2015
- HBOS Press Conference Transcript 2015
- HBOS Executive Summary and Recommendations 2015
- STATEMENT ON THE REGULATORY TREATMENT OF RETAIL RESIDENTIAL MORTGAGE LOANS UNDER THE HELP TO BUY
- PRA SII internal model and partial internal model approved firms - December 2015
- The impact of climate change on the UK insurance sector - September 2015
- Insurance data release
- Update on insurance special purpose vehicles following HMT release Risk Transformation Regs July 2017
- Note following conference for CEOs of UK banks and building societies December 2016
- Note following the PRA IRB seminar for small and mid-tier banks and building societies February 2017
- Note following PRA seminar for Chairs of UK banks and building societies July 2017
- Outsourcing functions to the Cloud 1
- PRA note - Regulatory references: update February 2016
- PRA Annual Competition Report July 2017
- PRA Annual Competition Report June 2016
- PRA Authorisations Performance Report 2017/18
- Prudential Regulation Authority Business Plan 2018/19
- Prudential Regulation Authority Business Plan 2019/20
- PRA note - Outsourcing functions to the Cloud July 2016
- PRA response to DWP consultation paper: Defined benefit pension scheme consolidation
- PRA Seminar for Chief Executives of Non-Systemic UK Banks and Building Societies
- PRA Senior Managers Regime (Treasury Select Committee) March 2016
- PRA statement on consumer credit July 2017
- PRA statement on feedback received during the consultation period for CP21/16 Pillar 2 liquidity
- The PRA's statement on the interaction between the PRA buffer and the CRD IV combined buffer
- PRA statement on adjustments to firms' PRA buffers
- PRA statement on housing tools - July 2015
- PRA statement on the concept of 'durable link' october 2016
- PRA statement on the leverage ratio August 2016
- Solvency II: PRA review of model change related processes, policies and reporting
- Practitioner Panel Annual Report 2014
- Practitioner Panel Annual Report 2015
- Practitioner Panel Annual Report 2016
- PRA Practitioner Panel Annual Report 2017
- Practitioner Panel Annual Report 2018
- PRA response to the Independent Evaluation Office evaluation of the PRA approach to its insurance objective March 2017
- The PRA's response to the Independent Evaluation Office's evaluation of the PRA's approach to it secondary competition objective
- Senior Managers Regime (response to the Treasury Select Committee recommendation) update July 2016
- Solvency II: Solvency and Financial Condition Report roundtables
- Solvency II: internal model approval process data review findings February 2016
- Solvency II: Supervisory disclosures PRA supervisory approach insurance regulations August 2018
- Solvency II: Supervisory disclosures, the PRA's supervisory approach and insurance regulations applicable in the UK
- Solvency II: Supervisory disclosures, PRA’s supervisory approach and insurance regulations applicable in the UK year-end 2018
- Definition of Core Tier 1 Capital
- The PRA and Bank's response to the Independent Review of the Co-operative Bank - 27 March 2019
- uk-mortgage-irb-round-table-slides
- regulatory-action
- Final notice from the PRA to Mr Akira KAMIYA
- Approval of Change in Control subject to conditions - EFG Private Bank Limited
- Final notice to Spa Credit Union Limited
- Final Notice from the PRA to Mr Staley
- Final notice from PRA to R. Raphael & Sons plc
- Final notice from the PRA to Mr Takami Onodera
- Written Notice from the PRA to Barclays Bank PLC
- Written Notice from the PRA to Barclays Bank UK PLC
- Written Notice from the PRA to the Society of Lloyd's
- regulatory-digest
- 2014
- 2015
- PRA Regulatory Digest - April 2015
- PRA Regulatory Digest - August 2015
- PRA Regulatory Digest - December 2015
- PRA Regulatory Digest - February 2015
- PRA Regulatory Digest - January 2015
- PRA Regulatory Digest - July 2015
- PRA Regulatory Digest - June 2015
- PRA Regulatory Digest - March 2015
- PRA Regulatory Digest - May 2015
- PRA Regulatory Digest - November 2015
- PRA Regulatory Digest - October 2015
- PRA Regulatory Digest - September 2015
- 2016
- PRA Regulatory Digest - April 2016
- PRA Regulatory Digest - August 2016
- PRA Regulatory Digest - December 2016
- PRA Regulatory Digest - February 2016
- PRA Regulatory Digest - January 2016
- PRA Regulatory Digest - July 2016
- PRA Regulatory Digest - June 2016
- PRA Regulatory Digest - March 2016
- PRA Regulatory Digest - May 2016
- PRA Regulatory Digest - November 2016
- PRA Regulatory Digest - October 2016
- PRA Regulatory Digest - September 2016
- 2017
- PRA Regulatory Digest - April 2017
- PRA Regulatory Digest - August 2017
- PRA Regulatory Digest - December 2017
- PRA Regulatory Digest - February 2017
- PRA Regulatory Digest - January 2017
- PRA Regulatory Digest - July 2017
- PRA Regulatory Digest - June 2017
- PRA Regulatory Digest - March 2017
- PRA Regulatory Digest - May 2017
- PRA Regulatory Digest - November 2017
- PRA Regulatory Digest - October 2017
- PRA Regulatory Digest - September 2017
- 2018
- PRA Regulatory Digest - April 2018
- PRA Regulatory Digest - August 2018
- PRA Regulatory Digest - February 2018
- PRA Regulatory Digest - January 2018
- PRA Regulatory Digest - July 2018
- PRA Regulatory Digest - June 2018
- PRA Regulatory Digest - March 2018
- PRA Regulatory Digest - May 2018
- PRA Regulatory Digest - September 2018
- regulatory-reporting
- banking
- Bank of England taxonomy release note v3.2.1 and v3.3.0 PWD
- Bank of England taxonomy release note v3.1.1
- Bank of England taxonomy release note v3.3.0
- Release notes for BoE Banking XBRL Taxonomy v2.0.0
- BEEDS portal contact card - credit unions
- BEEDS user guide - credit unions
- Branch return guidance - September 2019
- Capital+ timeline of BEEDS onboarding
- Release notes for Capital Plus XBRL Utility v1.1.0
- Notes on completing the quarterly and annual returns (‘CQ’ and ‘CY’) for credit unions
- Credit union reporting - clarifications
- EBA regulatory reporting: FINREP reporting taxonomy implications
- Financial statements XBRL v1.0.0 release notes
- fsa-data-items
- FSA001 Balance sheet - template
- FSA001 Balance sheet - instructions
- FSA002 Income statement - template
- FSA002 Income statement - instructions
- FSA005 Market risk - template
- FSA005 Market risk - instructions
- FSA006 Market risk - supplementary data - template
- FSA006 Market risk - supplementary data - instructions
- FSA011 Building society liquidity - template
- FSA011 Building society liquidity - instructions
- FSA014 Forecast data from firms - template
- FSA014 Forecast data from firms - instructions
- FSA015 Sectoral information - template
- FSA015 Sectoral information - instructions
- FSA016 Solo consolidated data - template
- FSA016 Solo consolidated data - instructions
- FSA017 Interest rate gap report - template
- FSA017 Interest rate gap report - instructions
- FSA018 UK integrated group - large exposures - template
- FSA018 UK integrated group - large exposures - instructions
- FSA019 Data Item
- FSA019 Instructions
- FSA038 - Volumes and Type of Business - Data Item
- FSA038 - Volumes and Type of Business - Instructions
- FSA042 - UCITS - Data Item
- FSA042 - UCITS - Instructions
- FSA045 IRB portfolio risk - template
- FSA045 IRB portfolio risk - instructions
- FSA047 Daily flows - template
- FSA047 Daily flows - instructions
- FSA048 Enhanced mismatch report - template
- FSA048 Enhanced mismatch report - instructions
- FSA071 firm information and Pillar 2A summary and instructions December 2018
- FSA071 Firm information and Pillar 2A summary instructions - ring-fencing January 2019
- FSA071 firm information and Pillar 2A summary - template rinf-fencing January 2019
- FSA071 Firm information and Pillar 2A summary - instructions
- FSA072 Pillar 2 Operational risk historical losses - instructions
- FSA072 data instructions December 2018
- FSA073 Pillar 2 Operational risk historical loss details - instructions
- FSA073 data instructions December 2018
- FSA074 Pillar 2 Operational risk forecast losses - instructions
- FSA074 data instructions December 2018
- FSA075 Pillar 2 Operational risk scenario data - instructions
- FSA075 data instructions December 2018
- FSA076 Pillar 2 Credit risk standardised approach wholesale - instructions
- FSA076 Instructions October 2017
- FSA076 data instructions December 2018
- FSA077 Pillar 2 Credit risk standardised approach retail - instructions
- FSA077 instructions October 2017
- FSA077 data instructions December 2018
- FSA078 Pillar 2 Concentration risk minimum data requirements - instructions
- FSA078 data instructions December 2018
- FSA079 Pillar 2 Concentration risk additional data requirements - instructions
- FSA079 data instructions December 2018
- FSA080 Pillar 2 Market risk - instructions
- FSA080 data instructions December 2018
- FSA081 Pillar 2 Pension risk - instructions
- FSA081 data instructions December 2018
- FSA082 Pillar 2 Credit risk IRB retail - instructions
- FSA082 data instructions December 2018
- FSA083 Leverage Ratio template - instructions
- FSA083 – Leverage Ratio template instructions November 2018
- FSA084 Leverage Ratio transitional template - instructions
- Guidance on terms used in data items FSA071 to FSA082
- Guidance on terms used in data items FSA071 to FSA082
- guidanceontermsusedindataitemsfsa071tofsa082
- Pillar 2 reporting schedule July 2015
- Pillar 2 reporting schedule April 2018
- Pillar 2 reporting schedule July 2016
- Pillar 2 reporting schedule October 2017
- PV001 Prudent Valuation - template
- PV001 Prudent Valuation - instructions
- Notes on submitting leverage ratio data
- Mapping for Pillar 2 credit risk data items
- PRA101 Capital+ actuals and forecasts - instructions
- PRA101 instructions
- PRA101 Capital+ actuals and forecasts
- PRA101 Capital+ actuals and forecasts March 2020
- PRA101 template March 2020
- PRA102 Capital+ forecast semi-annual - instructions
- PRA102 instructions
- PRA102 Capital+ forecast semi-annual
- PRA102 Capital+ forecast semi-annual - template March 2020
- PRA102 template March 2020
- PRA103 Capital+ forecast annual - instructions
- PRA103 instructions
- PRA103 Capital+ forecast annual
- PRA103 Capital+ forecast annual - March 2020
- PRA104-106 instructions
- PRA104 Balance sheet - forecast data (Assets)
- PRA105 Balance sheet - forecast data (Liabilities)
- PRA106 Balance sheet - forecast data (Equity)
- PRA107 Statement of profit or loss - forecast data
- PRA107 Statement of profit or loss - forecast data - instructions
- PRA108 Memorandum items
- PRA108 Memorandum items - instructions
- PRA109 Operational continuity
- PRA109 Operational continuity - instructions
- PRA110 reporting templates and instructions Q&As
- PRA110 - Cashflow mismatch risk - instructions
- PRA110 instructions - January 2020
- PRA110 instructions
- PRA110 reporting template and instructions Q and As - Version 4
- PRA220 reporting template and instructions Q and As - Version 5
- PRA220 reporting template and instructions Q and As - Version 6
- PRA110 reporting template and instructions: Q&A
- REP001 close links report - annual - instructions
- REP001a close links report - monthly - instructions
- REP001a template December 2018
- REP001 template December 2018
- REP002 - controllers report - instructions
- RFB001 instructions
- RFB001 instructions December 2018
- RFB001 Intragroup exposures
- RFB001 template
- RFB002 instructions
- RFB002 Intragroup funding
- RFB002 template
- RFB003 and RFB004 instructions
- RFB003 to RFB004 instructions December 2018
- RFB003 and RFB004: Intragroup financial reporting - core and detailed breakdowns
- RFB003 and RFB004 Instructions - June 2020
- RFB003 template
- RFB003 template - June 2020
- RFB004 template
- RFB004 template - June 2020
- RFB004 template June 2020
- RFB004 template December 2018
- RFB005 instructions
- RFB005 Joint and several liability arising from taxes
- RFB005 template
- RFB006 instructions
- RFB006 Excluded activity entities
- RFB006 template
- RFB007 instructions
- RFB007 Use of financial market infrastructures
- RFB007 template
- RFB008 instructions
- RFB008 Excluded activities and prohibitions
- RFB008 template
- RFB 008 template - June 2020
- Notes on submitting the Pillar 2 data items: FSA071 to FSA082
- Template CA3 - Capital ratios and Pillar II adjustments
- Template CA4 - Clarification of reporting instructions
- Templates C28 and C29 - Interim clarifications
- Templates CA1 and CA5.1 - Deductions for significant investments
- insurance
- Basis of preparation look through reporting - S0603
- BEEDS portal quick start guide
- BEEDS portal user guide
- Release notes for the Bank of England Insurance DPM and XBRL taxonomy v1.0.0 hotfix release
- Business line reporting for employers' liability insurance and motor insurance, May 2016
- Euro-Sterling value for insurance regulatory purposes
- Feedback to life insurers to improve data quality for 2017 YE QRTs and NSTs
- FSA data items
- Internal model output .00 - log - 30/09/2019
- IM.01 - Internal model risk outputs (life) - LOG file
- IM.01 - Internal model risk outputs (life) - LOG file 31-12-18
- IM.02 - Internal model counterparty risk - LOG file
- IM.02 - Internal model risk outputs (life) - LOG file 31-12-18
- Internal model output 03 - log - 30/09/2019
- IM.03 - Internal model risk outputs (life) - LOG file 31-12-18
- IM.03.01 - IM.03.11 - Internal model outputs (non-life) - LOG file
- Industry working group meeting notes: April 2016
- Industry working group meeting notes: December 2016
- Industry working group meeting notes: January 2016
- Industry working group meeting notes: January 2018
- Industry working group meeting notes: July 2017
- Industry working group meeting notes: March 2017
- Industry working group meeting notes: May 2019
- Industry working group meeting notes: November 2018
- Industry working group meeting notes: September 2016
- Market risk sensitivities instructions
- Non-Solvency II Firm (except friendly societies) reporting templates
- Non-Solvency II Firm (friendly society) reporting templates
- NSTs
- Interpretation of the National Specific Template NS.07 LOG file for year-end 2018 reporting
- NST00 - log file
- NST01 - log file
- ns01-log-file
- NST02 - log file
- ns02-log-file
- NST03 - log file
- NST04 - log file
- NST05 - log file
- NST05 - log file - 31.12.18
- NST06 - log file
- NST06 - log file
- NST07 - log file
- NS07 - Log file - 30/09/2019
- ns07-log-file
- NS07 - template - 30/09/2019
- NST08 - log file
- NS08 - log file - 30/09/2019
- NST09 - log file
- ns09-log-file
- NST10 - log file
- NS10 - log file - 30/09/2019
- ns10-log-file
- NST11 - log file
- NS11 - log file - 30/09/2019
- ns11-log-file
- NST12 - log file
- NST13 - log file
- Updates to NST firms submission workbook and LOG files
- QMC
- Reporting the reduction in loss-absorbing capacity of own fund instruments that are taxed on write down
- PRA Solvency II Regulatory Reporting schedule - 20 February year end (2019)
- PRA Solvency II Regulatory Reporting schedule - 30 April year end (2019)
- PRA Solvency II Regulatory Reporting schedule - 30 June year end (2019)
- PRA Solvency II Regulatory Reporting schedule - 30 November year end (2019)
- PRA Solvency II Regulatory Reporting schedule - 30 September year end (2019)
- PRA Solvency II Regulatory reporting schedule - 31 August year end (2019)
- PRA Solvency II Regulatory Reporting schedule - 31 January year end (2019)
- PRA Solvency II Regulatory Reporting schedule - 31 July year end (2019)
- PRA Solvency II Regulatory Reporting schedule - 31 March year end (2019)
- PRA Solvency II Regulatory Reporting schedule - 31 May year end (2019)
- PRA Solvency II Regulatory Reporting schedule - 31 October year end (2019)
- PRA Solvency II regulatory reporting schedule - 20 February year end
- PRA Solvency II regulatory reporting schedule - 30 April year end
- PRA Solvency II regulatory reporting schedule - 30 June year end
- PRA Solvency II regulatory reporting schedule - 30 November year end
- PRA Solvency II regulatory reporting schedule - 30 September year end
- PRA Solvency II regulatory reporting schedule - 30 August year end
- PRA Solvency II regulatory reporting schedule - 31 January year end
- PRA Solvency II regulatory reporting schedule - 30 July year end
- PRA Solvency II regulatory reporting schedule - 31 March year end
- PRA Solvency II regulatory reporting schedule - 30 May year end
- PRA Solvency II regulatory reporting schedule - 30 October year end
- PRA Solvency II regulatory reporting schedule - annual
- PRA Solvency II regulatory reporting schedule - Day 1
- PRA Solvency II regulatory reporting schedule - quarterly
- Solvency II non-December year end reporting schedules
- Solvency II regulatory reporting FAQs
- Solvency II reporting schedule 31 December year end
- Bank of England Solvency II XBRL filing manual
- report
- A review of requirements for firms entering into or expanding in the banking sector: one year on
- Application of the Senior Managers and Certification Regime to firms in the temporary permissions regime: clarification of the PRA’s and FCA’s proposals
- Getting ready for IFRS 9 – a note for non-executive directors
- Note following PRA seminar for relevant UK banks and building societies
- PRA response to complaints commissioner report 17 July 2018
- PRA statement on the concept of 'durable link'
- PRA statement on feedback received during the consultation period for CP21/16 'Pillar 2 liquidity'
- The adequacy of PRA resources and the independence of PRA functions
- PRA response to the Treasury Committee’s inquiry into Solvency II
- PRA response to the Treasury Committee’s inquiry into Solvency II - 02.08.2018
- Securitisation Regulation: PRA and FCA joint statement on reporting of private securitisations
- Securitisation Regulation: PRA and FCA joint statement on reporting of private securitisations - Jan 19
- Systemic Risk Buffers and Pillar 2A in stress test hurdle rates
- Transition in thinking: The impact of climate change on the UK banking sector
- Solvency II
- Review of Solvency II Effective Value Test parameters
- Feedback on data quality and expectations for YE2017
- Potential changes to data collection YE2018
- Solvency II: Supervisory disclosures, the PRA’s supervisory approach and insurance regulations applicable in the United Kingdom
- Solvency II: Template A for the disclosure of aggregate statistical data with regard to insurance and reinsurance undertakings supervised under Directive 2009/138/EC
- Solvency II template A disclosure statistical data year-end 2018
- Solvency II: Template B for the disclosure of aggregate statistical data with regard to insurance and reinsurance undertakings supervised under Directive 2009/138/EC
- Solvency II template B disclosure statistical data year-end 2018
- Solvency II template C disclosure statistical data year-end 2018
- Solvency II template D disclosure statistical data year-end 2018
- Solvency II: Template C for the disclosure of quantitative aggregate statistical data on the supervisory authority August 2018
- Solvency II: Template D for the disclosure of quantitative aggregate statistical data on the supervisory authority August 2018
- Solvency II: Template C for the disclosure of quantitative aggregate statistical data on the supervisory authority
- Solvency II: Template D for the disclosure of quantitative aggregate statistical data on the supervisory authority
- Solvency II: Template for the disclosure of information
- statement-of-policy
- 2013
- 2014
- 2015
- Conditions, time limits and variations - Statement of Policy
- Deposit Guarantee Scheme - Statement of Policy
- Deposit Guarantee Scheme - Statement of Policy UPDATE
- Dormant Account Scheme - Statement of Policy
- Policyholder protection - Statement of Policy
- The Prudential Regulation Authority's approach to insurance business transfers - Statement of Policy
- the-pras-methodologies-for-setting-pillar-2-capital-sop
- 2016
- Calculating risk-based levies for the Financial Services Compensation Scheme deposits class - SoP
- The implementation of ring-fencing: the PRA's approach to ring-fencing transfer schemes - SoP
- The PRA's approach to enforcement: statutory statements of policy and procedure - SoP
- The PRA's approach to identifying other systemically important institutions (O-SIIs) - SoP
- The PRA's approach to the implementation of the systemic risk buffer - Statement of Policy
- 2017
- Calculating risk-based levies for the FSCS deposits class - SoP UPDATE
- Statement of Policy UPDATE - Conditions, time limits and variations of approval
- The PRA's methodologies for setting Pillar 2 capital - Statement of Policy UPDATE
- The PRA's methodologies for setting Pillar 2 capital - Statement of Policy UPDATE 2
- The PRA’s methodologies for setting Pillar 2 capital - Statement of Policy - December 2017
- 2018
- Conditions, time limits and variations - Statement of Policy UPDATE July 2018
- Pillar 2 liquidity - Statement of Policy
- The Prudential Regulation Authority’s approach to enforcement: statutory statements of policy and procedure August 2018
- The PRA's approach to the implementation of the systemic risk buffer - Statement of Policy UPDATE December 2018
- The PRA’s methodologies for setting Pillar 2 capital - Statement of Policy April 2018 (effective January 2019)
- The PRA’s methodologies for setting Pillar 2 capital - Statement of Policy April 2018 (effective October 2018)
- 2019
- Calculating risk-based levies for the Financial Services Compensation Scheme deposits class - SoP UPDATE March 2019
- Pillar 2 liquidity - SoP UPDATE June 2019
- The PRA's approach to enforcement: statutory statements of policy and procedure - SoP UPDATE October 2019
- The PRA’s approach to enforcement: statutory statements of policy and procedure - SoP UPDATE March 2019
- 2020
- strengthening-accountability
- Instructions to assist the completion of the benchmarking report
- Instructions to assist the completion of the high earners report
- Redesignation of Senior Insurance Management Functions to Senior Management Functions
- Remuneration policy statement for Category 1 and 2 firms
- Remuneration Policy Statement (RPS) reporting template for PRA Category 1 and 2 firms - 2018
- RPS Annex 1 - Malus
- Template - level 1 firms
- Template - level 2 firms
- Template - level 3 firms
- Template A
- Template B
- Template C
- structural-reform
- supervision
- capital-instruments-pre-issuance-notification
- co-operative-bank-supervision-review
- credit-unions
- 2018 Assessment of Category 5 credit unions under £15m
- 2018 Assessment of Category 5 growth credit unions
- 2018 Assessment of Category 5 plus credit unions above £15m
- 2019 Assessment of Category 5 credit unions under £15m
- 2019 Assessment of Category 5 plus credit unions above £15m
- Assessment of Category 4 credit unions
- Assessment of Category 5 credit unions under £15 million
- Assessment of Category 5 growth credit unions
- Assessment of Category 5 credit unions above £15 million
- Firm Feedback Survey for Category 1-2 firms
- Firm Feedback Survey small and medium firms
- firm-feedback-2016
- The Prudential Regulation Authority's approach to enforcement: statutory statements of policy and procedure
- Firm-feedback-survey-2016-2017
- Firm feedback survey 2017/18
- Firm feedback survey 2018/19
- skilled-persons
- List of Skilled Person Panel Suppliers
- Skilled Persons Report Commissioned in Q4 2017/18
- Skilled Persons Report commissioned in Q1 2018/19
- Skilled Persons Reports commissioned in Q4 2018/19
- skilled-person-201718-q1
- Skilled Persons Reports commissioned in Q2 2017/18
- Skilled Persons Reports commissioned in Q3 2017/18
- Skilled Persons Reports Commissioned in Q2 2018/19
- Skilled Persons Reports Commissioned in Q3 2018/19
- Skilled Person Panel Lot descriptions
- Skilled persons reports commissioned in Q1 2019/20
- Skilled Persons Report commissioned in Q2 2019/20
- Skilled Persons Reports Commissioned in Q3 2019/20
- supervisory-statement
- 2013
- Asset and liability management: suggestions for greater effectiveness
- Collateral upgrade transactions and significant asset encumbrance: expectations in relation to firms
- Counterparty credit risk advanced model approaches: process for post approval changes
- Liquidity and capital regime for UK banks and building societies: adjustments in relation to
- Pension obligation risk: treatment in the ICAAP for banks and building societies
- Pension obligation risk: treatment under the ICAS for insurers
- Remuneration standards: the application of proportionality
- Securitisations: high cost credit protection in synthetic transactions
- Securitisations: originators' use of the Supervisory Formula Method
- Securitisations: significant risk transfer waivers and notifications
- Settlement bank exposures to customer banks: management of the risks
- Standardised approach - SS10/13
- Credit risk - Internal ratings based (IRB) approaches - SS11/13
- Credit risk: internal ratings based approaches - SS1/13
- Counterparty credit risk - SS12/13
- Market risk - SS13/13
- Operational risk - SS14/13
- Groups - SS15/13
- Large Exposures - SS16/13
- Credit risk mitigation - SS17/13
- Recovery planning - SS18/13
- Resolution planning - SS19/13
- Third country equivalence aspects of the credit risk provisions in the CRR - SS20/13
- Capital and leverage ratios for major UK banks and building societies - SS3/13
- Solvency II: applying EIOPA's preparatory guidelines to PRA-authorised firms - SS4/13
- The Internal Capital Adequacy Assessment Process (ICAAP) and the SREP - SS5/13
- Stress testing, scenario analysis and capital planning - SS6/13
- CRD IV and capital - SS7/13
- The Basel I floor - SS8/13
- Securitisation - SS9/13
- The Internal Capital Adequacy Assessment Process and SREP SS Update
- The relationship between the external auditor and the supervisor: a code of practice
- 2014
- Supervising international banks: the PRA's approach to branch supervision - SS10/14
- CRD IV: compliance with EBA's Guidelines on disclosure of encumbered & unencumbered assets - SS11/14 - SUPERSEDED
- Mutuality and with-profits: a way forward - SS1/14
- Market risk - SS13/13 UPDATED
- Solvency II: recognition of deferred tax - SS2/14
- PRA's approach to Schemes of arrangement proposed by PRA-authorised insurers under Part 26 - SS3/14
- Capital extractions by run-off firms within the general insurance sector - SS4/14
- Solvency II: calculation of technical provisions and the use of internal models - SS5/14
- Implementing CRD IV: capital buffers - SS6/14
- Reports by skilled persons - SS7/14
- Subordinated guarantees and the quality of capital - SS8/14
- Valuation risk for insurers - SS9/14
- 2015
- Remuneration standards: the application of proportionality - LSS8/13 UPDATE
- Solvency II: third-country branches - SS10/15
- Internal Ratings Based (IRB) approaches - SS11/13
- Solvency II: regulatory reporting and exemptions - SS11/15
- Mutuality and with-profits funds: a way forward - SS1/14 UPDATE
- Insurance - General application - SS1/15
- Solvency II: Lloyd's - SS12/15
- Solvency II: surplus funds - SS13/15
- With-profits - SS14/15
- Solvency II: approvals - SS15/15
- Solvency II: conditions governing business - SS16/15
- Solvency II: transitional measures on risk-free interest rates and technical provisions - SS17/15
- Recovery planning - SS18/13 UPDATE
- Depositor protection - SS18/15
- Depositor and dormant account protection - SS18/15 UPDATE
- Depositor and dormant account protection - SS18/15 UPDATE 2
- Depositor and dormant account protection - SS18/15 UPDATE 3
- Depositor and dormant account protection - SS18/15 UPDATE 4
- Resolution planning - SS19/13 - UPDATE
- Exercising certain functions under the Building Societies Act 1986 - SS19/15
- Third country equivalence aspects of the credit risk provisions in the CRR - SS20/13 UPDATE
- Supervising building societies' treasury and lending activities - SS20/15
- Internal governance - SS21/15
- Internal governance - SS21/15 UPDATE
- PRA expectations regarding the application of malus to variable remuneration - SS2/13 UPDATE
- Recognition of deferred tax - SS2/14 UPDATE
- Solvency II: Own funds - SS2/15
- Solvency II: applying EIOPA?s Set 1 Guidelines to PRA-authorised firms - SS22/15
- Solvency II: applying EIOPA's Set 1 Guidelines to PRA-authorised firms - SS22/15 UPDATE
- Solvency II: supervisory approval for the volatility adjustment - SS23/15
- The PRA's approach to supervising liquidity and funding risks - SS24/15
- Solvency II: regulatory reporting, internal model outputs - SS25/15
- Solvency II: ORSA and the ultimate time horizon - non-life firms - SS26/15
- Remuneration - SS27/15
- Strengthening individual accountability - SS28/15
- Strengthening individual accountability in banking - SS28/15 UPDATE
- CRD IV: Interim LCR reporting - SS29/15
- Solvency II: treatment of sovereign risk in the internal model - SS30/15
- The Internal Capital Adequacy Assessment Process (ICAAP) and the SREP - SS31/15
- The Internal Capital Adequacy Assessment Process (ICAAP) and the SREP - SS31/15 UPDATE
- Capital requirements for major UK banks and building societies - SS3/13 UPDATE
- Solvency II: the quality of capital instruments - SS3/15
- Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082 - SS32/15
- Aggregation of holdings for the purpose of prudential assessment of controllers - SS33/15
- Guidelines for completing regulatory reports - SS34/15
- Strengthening individual accountability in insurance - SS35/15
- Solvency II: life insurance product reporting codes - SS36/15
- Solvency II: internal model reporting codes and components - SS37/15
- Solvency II: consistency of UK generally accepted accounting principles with the - SS38/15
- Whistleblowing in deposit-takers, PRA-designated investment firms and insurers - SS39/15
- Solvency II: reporting and public disclosure -options provided to supervisory authorities-SS40/15
- Solvency II: applying EIOPA's Set 2, System of Governance and ORSA Guidelines - SS41/15
- Solvency II: the solvency and minimum capital requirements - SS4/15
- Contractual stays in financial contracts governed by third-country law - SS42/15
- Non-Solvency II insurance companies - Capital assessments - SS43/15
- Solvency II: third-country insurance and pure reinsurance branches - SS44/15
- The UK leverage ratio framework - SS45/15
- Additional Leverage Ratio Buffer Model Requirements for G-SIIs - CP45/15
- UK leverage ratio: instructions for completing data items FAS083 and FSA084 - SS46/15
- Solvency II: the treatment of pension scheme risk - SS5/15
- Solvency II: the internal model treatment of participations - SS6/15
- Reports by skilled persons - SS7/14 UPDATE
- Solvency II: supervision of firms in difficulty or run-off - SS7/15
- Solvency II: composites - SS8/15
- Valuation risk for insurers - SS9/14 UPDATE
- Solvency II: group supervision - SS9/15
- 2016
- Solvency II: Remuneration requirements - SS10/16
- Solvency II: Regulatory Reporting and exemptions - SS11/15 UPDATE
- Solvency II: external audit of the public disclosure requirement - SS11/16
- Written reports by external auditors to the PRA - SS1/16
- Counterparty credit risk - SS12/13 UPDATE
- Solvency II: Changes to internal models used by UK insurance firms - SS12/16
- Market risk - SS13/13 UPDATE
- Underwriting standards for buy-to-let mortgage contracts - SS13/16
- Reporting instructions for non-Solvency II firms (except friendly societies) - SS14/16
- Solvency II: Monitoring model drift and standard formula SCR reporting for firms with an - SS15/16
- The minimum requirement for own funds and eligible liabilities (MREL) - SS16/16
- Solvency II: transitional measures on risk-free interest rates and technical - SS17/15 UPDATE
- Solvency II: internal models - assessment, model change and the role of non-executive - SS17/16
- Solvency II: longevity risk transfers - SS18/16
- Solvency II: ORSA - SS19/16
- Supervising building societies: treasury and lending activities - SS20/15 UPDATE
- Solvency II: reinsurance - counterparty credit risk - SS20/16
- Internal governance - SS21/15 UPDATE
- Solvency II: recognition of deferred tax - SS2/14 UPDATE
- The prudential regulation of credit unions - SS2/16
- The PRA's approach to supervising liquidity and funding risks - SS24/15 UPDATE
- Strengthening individual accountability in banking - SS28/15 UPDATE
- Strengthening individual accountability in banking - SS28/15 UPDATE
- Fees: PRA approach and application - SS3/16
- ss3215-update
- Pillar 2 reporting, including instructions for completing data FSA071 to FSA082 - SS34/15 UPDATE
- Guidelines for completing regulatory reports - SS34/15 UPDATED
- Guidelines for completing regulatory reports - SS34/15 UPDATED
- Guidelines for completing regulatory reports - SS34/15
- Strengthening individual accountability in insurance - SS35/15 UPDATE
- Solvency II: internal model reporting codes and components - SS37/15 UPDATE
- Solvency II: reporting and public disclosure - options provided to supervisory - SS40/15 UPDATE
- Capital extractions by run-off firms within the general insurance sector - SS4/14 UPDATE
- Internal governance of third country branches - SS4/16
- Solvency II: the treatment of pension scheme risk - SS5/15 UPDATE
- Corporate governance: Board responsibilities - SS5/16
- Recalculation of the 'transitional measure on technical provisions' under Solvency II - SS6/16
- The Contractual Recognition of Bail-In - Impracticability - SS7/16
- Ring-fenced bodies (RFBs) - SS8/16
- Ensuring operational continuity in resolution - SS9/16
- 2017
- Internal Ratings Based (IRB) approaches – SS11/13 UPDATE
- Internal Ratings Based (IRB) approaches – SS11/13 UPDATE 2
- Supervising international banks: the PRA's approach to branch supervision - liquidity reporting - SS1/17
- Market risk - SS13/13 UPDATE
- The minimum requirement for own funds and eligible liabilities (MREL) – buffers and Threshold Conditions – SS16/16 UPDATE
- Credit risk mitigation - SS17/13 UPDATE
- Depositor and dormant account protection - SS18/15 UPDATE
- Depositor and dormant account protection - SS18/15 UPDATE September 2017
- Third country equivalence aspects of the credit risk provisions in the CRR, and recognised exchanges SS20/13 UPDATE
- Supervising building societies: treasury and lending activities - SS20/15 UPDATE
- Internal governance - SS21/15 UPDATE
- The prudential regulation of credit unions - SS2/16 UPDATE
- Remuneration – SS2/17
- Solvency II: regulatory reporting, internal model outputs - SS25/15 UPDATE
- Solvency II: ORSA and the ultimate time horizon - non-life firms - SS26/15 UPDATE
- Strengthening individual accountability in banking – SS28/15 UPDATE
- The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) - SS31/15 UPDATE December 2017
- The Internal Capital Adequacy Assessment Process (ICAAP) and the SREP - SS31/15 UPDATE
- The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) – SS31/15 UPDATE October 2017
- Fees: PRA approach and application - SS3/16 UPDATE
- Solvency II: matching adjustment - illiquid unrated assets and equity release mortgages – SS3/17
- Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082 - SS32/15
- Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082 – SS32/15 UPDATE
- Guidelines for completing regulatory reports - SS34/15 UPDATED
- Guidelines for completing regulatory reports – SS34/15 UPDATED
- Guidelines for completing regulatory reports – SS34/15 UPDATED
- Guidelines for completing regulatory reports – SS34/15 UPDATED
- Guidelines for completing regulatory reports – SS34/15 UPDATE
- Strengthening individual accountability in insurance – SS35/15 UPDATE
- Cyber insurance underwriting risk – SS4/17
- UK leverage ratio: instructions for completing data items FAS083 and FSA084 - SS46/15 UPDATE
- Dealing with a market turning event in the general insurance sector
- Maintenance of the ‘transitional measure on technical provisions’ under Solvency II – SS6/16 UPDATE
- Compliance with the EBA's Guidelines on disclosure - SS6/17
- Solvency II: Data collection of market risk sensitivities – SS7/17
- Ring-fenced bodies (RFBs) - SS8/16 UPDATE
- Ring-fenced bodies (RFBs) - SS8/16 UPDATE 2
- Authorisation and supervision of insurance special purpose vehicles – SS8/17
- Authorisation and supervision of insurance special purpose vehicles - SS8/17 UPDATE
- Securitisation – SS9/13 UPDATE
- Recovery planning - SS9/17
- 2018
- Solvency II: Remuneration requirements -SS10/16 UPDATE July 2018
- Securitisation: General requirements and capital framework - SS10/18
- Solvency II: Regulatory Reporting and exemptions - SS11/15 UPDATE July 2018
- Solvency II: External audit of, and responsibilities of the governing body in relation to, the public disclosure requirement - SS11/16 UPDATE October 2018
- International banks: the Prudential Regulation Authority’s approach to branch authorisation and supervision - SS1/18
- Solvency II: Changes to internal models used by UK insurance firms - SS12/16 UPDATE
- Market Risk - SS13/13 UPDATE
- Solvency II: Monitoring model drift and standard formula SCR reporting for firms with an approved internal model - SS15/16 UPDATE July 2018
- Large exposures - SS16/13 June 2018 updating July 2016
- Large exposures - SS16/13 UPDATE June 2018
- Solvency II: internal models - assessment, model change and the role of non-executive directors - SS17/16 UPDATE
- Solvency II: internal models - assessment, model change and the role of non-executive directors - SS17/16 UPDATE October 2018
- Resolution planning - SS19/13 UPDATE June 2018
- International insurers: the Prudential Regulation Authority’s approach to branch authorisation and supervision - SS2/18
- Solvency II: Supervisory approval for the volatility adjustment - SS23/15 UPDATE
- The PRA’s approach to supervising liquidity and funding risks - SS24/15 UPDATE
- The PRA’s approach to supervising liquidity and funding risks - SS24/15 UPDATE April 2018
- Solvency II: regulatory reporting, internal model outputs - SS25/15 UPDATE July 2018
- Solvency II: Regulatory reporting, internal model outputs - SS25/15 UPDATE October 2018
- Solvency II: ORSA and the ultimate time horizon – non-life firms - SS26/15 UPDATE July 2018
- Solvency II: ORSA and the ultimate time horizon - non-life firms - SS26/15 UPDATE October 2018
- Strengthening individual accountability in banking - SS28/15 UPDATE July 2018
- The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) - SS31/15 UPDATE April 2018
- The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) - SS31/15 UPDATE November 2018
- Solvency II: Matching adjustment - illiquid unrated assets and equity release mortgages - SS3/17 UPDATE July 2018
- Supervisory Statement 3/17 UPDATE - December 2018
- Model risk management principles for stress testing - SS3/18
- Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082, and PRA111 - SS32/15 UPDATE April 2018
- Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082, and PRA111 - SS32/15 UPDATE December 2018
- Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082, and PRA111 - SS32/15 UPDATE April 2018 (Effective 1 Jan 2019)
- Guidelines for completing regulatory reports - SS34/15 UPDATE
- Guidelines for completing regulatory reports - SS34/15 UPDATE December 2018
- Guidelines for completing regulatory reports - SS34/15 UPDATE June 2018
- Strengthening individual accountability in insurance - SS35/15 UPDATE
- Strengthening individual accountability in insurance - SS35/15 UPDATE July 2018
- Solvency II: life insurance product reporting codes - SS36/15 UPDATE
- Whistleblowing in deposit-takers, PRA-designated investment firms and insurers - SS39/15 UPDATE July 2018
- Financial management and planning by insurers - SS4/18
- The UK leverage ratio framework - SS45/15 UPDATE
- Additional Leverage Ratio Buffer Model Requirements - Definitions (SS45/15)
- UK leverage ratio: instructions for completing data items FSA083 and FSA084 - SS46/15 UPDATE
- Corporate governance: Board responsibilities - SS5/16 UPDATE July 2018
- Algorithmic trading - SS5/18
- Solvency II: National Specific Templates LOG files – SS6/18
- Solvency II: Data collection of market risk sensitivities - SS7/17 UPDATE July 2018
- Solvency II: Matching adjustment - ss7/18
- Solvency II: Internal models – modelling of the matching adjustment - ss8/18
- Securitisation: Significant Risk Transfer - SS9/13 UPDATE November 2018
- Securitisation: Significant Risk Transfer - SS9/13 UPDATE November 2018 (effective 1 Jan 2019)
- Solvency II: Group supervision - SS9/15 UPDATE
- Solvency II: Internal models – modelling of the volatility adjustment - SS9/18
- 2019
- Internal Ratings Based (IRB) approaches - SS11/13 UPDATE March 2019
- Written reports by external auditors to the PRA SS1/16 UPDATE - March 2019
- Non-binding PRA materials: The PRA’s approach after the UK’s withdrawal from the EU - SS1/19
- Non-binding PRA materials: The PRA’s approach after the UK’s withdrawal from the EU - SS1/19 UPDATE April 2019
- Credit risk mitigation - SS17/13 - March 2019
- Credit risk mitigation - SS17/13 UPDATE July 2019
- Credit risk mitigation - SS17/13 UPDATE2 July 2019
- Depositor and dormant account protection - SS18/15 UPDATE April 2019
- Depositor and dormant account protection - SS18/15 UPDATE February 2019
- Solvency II: Own funds - SS2/15 UPDATE September 2019
- PRA approach to interpreting reporting and disclosure requirements and regulatory transactions forms after the UK’s withdrawal from the EU - SS2/19
- PRA approach to interpreting reporting and disclosure requirements and regulatory transactions forms after the UK’s withdrawal from the EU - SS2/19 UPDATE April 2019
- The PRA’s approach to supervising liquidity and funding risks - SS24/15 December 2019 update
- The PRA’s approach to supervising liquidity and funding risks - Supervisory Statement 24/15 UPDATE June 2019
- Solvency II: Regulatory reporting, internal model outputs - SS25/15 UPDATE - September 2019
- Strengthening individual accountability in banking - SS28/15 update
- The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) - SS31/15 UPDATE
- Supervisory Statement 3/15 – February 2019
- Supervisory Statement 3/15 - September 2019
- Fees: PRA approach and application - Supervisory Statement 3/16 UPDATE February 2019
- Fees: PRA approach and application - SS3/16 UPDATE June 2019
- Solvency II: Matching adjustment - illiquid unrated assets and equity release mortgages - SS3/17 UPDATE September 2019
- Enhancing banks’ and insurers’ approaches to managing the financial risks from climate change- SS3/19
- Guidelines for completing regulatory reports - Supervisory Statement 34/15 UPDATE December 2019
- Guidelines for completing regulatory reports - Supervisory Statement 34/15 UPDATE August 2019
- Supervisory Statement 34/15 UPDATE – January 2019
- Guidelines for completing regulatory reports - Supervisory Statement 34/15 UPDATE June 2019
- Guidelines for completing regulatory reports - Supervisory Statement 34/15 UPDATE September 2019
- Guidelines for completing regulatory reports - Supervisory Statement 34/15 UPDATE2 September 2019
- Resolution assessment and public disclosure by firms - SS4/19
- Liquidity risk management for insurers - SS5/19
- Maintenance of the ‘transitional measure on technical provisions’ under Solvency II - SS6/16 UPDATE November 2019
- Subordinated guarantees and the quality of capital - SS8/14 UPDATE September 2019
- Supervisory Statement 9/15 - March 2019
- 2020