-
Prudential regulation
-
Authorisations
- Cancelling a firm's permissions
- Permissions (CRR firms)
- Change in control
- Financial Services Compensation Scheme
- Holding company approvals
- Insurance special purpose vehicles
- Intra-group financial support
- New firm authorisation
- Gibraltar passporting arrangements
- Senior Managers Regime: approvals
- Insurance rule permissions and notifications
- Structural reform approvals
- Variation of permission
- Waivers and modifications of rules
- Which firms does the PRA regulate?
- Banking Data Review
- Cost Benefit Analysis Panel
-
key-initiatives
- Capital Requirements Directive
- Ring-fencing
-
Solvency II
- Deep, liquid, and transparent (DLT) assessments for January 2022 implementation
- Deep, liquid, and transparent (DLT) assessments for January 2023 implementation
- Deep, liquid, and transparent (DLT) assessment for January 2024 implementation
- Deep, liquid, and transparent (DLT) assessment for January 2025 implementation
- Solvency II Effective Value Test parameters
- Review of Solvency II: 2022 Data Collection Exercise (DCE)
- Review of Solvency II: Liquidity reporting
- Review of Solvency II: Quantitative Impact Study (QIS)
- Solvency UK: PRA/ABI Insurer Engagement
- Technical information for Solvency II firms
- Strengthening accountability
- Key regulatory communications published in December 2020
-
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
- Letter from Mel Beaman ‘Building societies sourcebook – fixed rate lending guidelines’
- Letter from Sam Woods ‘Covid-19: IFRS 9, capital requirements and loan covenants’
- Letter from Sam Woods ‘Covid-19: IFRS 9 and capital requirements – Further guidance on initial and further payment deferrals’
- Letter from the PRA and FCA ‘Final preparations for the end of the transition period’
- Letter from the PRA and FCA ‘Final preparations for the end of the transition period’
- Letter from David Bailey and Rebecca Jackson ‘International Banks Supervision: 2021 Priorities’
- Letter from Sam Woods ‘Information request: Operational readiness for a zero or negative Bank Rate’
- Insurance Stress Test 2019: Feedback for general and life insurers
- Letter from Sam Woods to insurers on distribution of profits
- Letters from Sam Woods to UK deposit takers on dividend payments, share buybacks and cash bonuses
- Letter from Credit Union Supervision Team to Directors, Staff members and Volunteers of PRA-regulated credit unions
- Letter from Credit Union Supervision Team to Directors of PRA-regulated credit unions
- Letter from Sam Woods ‘Managing climate-related financial risk – thematic feedback from the PRA’s review of firms’ SS3/19 plans and clarifications of expectations’
- Next steps on LIBOR transition
- Letter from Anna Sweeney ‘Outstanding EU liabilities following the UK’s withdrawal from the European Union’
- Letter from Anna Sweeney and Charlotte Gerken ‘Insurance Supervision: 2021 Priorities’
- Letter to general insurance firms ‘Insights from PRA review work on reserving and exposure management’
- Letter from David Bailey, Anna Sweeney, Charlotte Gerken, and Sarah Breeden ‘PRA rules on board diversity’
- Letter from Sarah Breeden ‘Remediation of prudential treatment of legacy instruments’
- Letter from Sarah Breeden and David Bailey ‘Removal of bespoke liquidity risk appetite’
- Letter from Sam Woods ‘Temporary Permissions Regime – operational readiness’
- Letter from Sarah Breeden and Melanie Beaman ‘UK Deposit Takers Supervision: 2021 Priorities’
- Letter from Victoria Saporta ‘Thematic feedback from the 2019/2020 round of written auditor reporting’
-
2021
- April
- August
-
February
- Letter from Victoria Saporta ‘Disclosures about IFRS 9 expected credit losses accounting’
- Letter from Sid Malik on Feedback on the application of the Effective Value Test
- Virtual Meetings with the PRA’s Senior Advisors
- Letter from Sam Woods - Feedback: Operational readiness for a zero or negative Bank Rate
- Letter from the PRA and FCA ‘Transforming data collection – an update on progress and plans for 2021’
- july
- June
- March
- october
-
September
- Letter from the Bank, PRA, and FCA ‘2021 CBEST thematic findings’
- Letter from Andrew Bailey to the Chancellor responding to the recommendations from the Treasury
- Letter from David Bailey and Rebecca Jackson 'Thematic findings on the reliability of regulatory reporting'
- Letter from PRA and FCA on trade finance activity
- Letter from Victoria Saporta ‘Thematic feedback from the 2020/2021 round of written auditor reporting’
-
2022
-
January
- Letter from Nathanael Benjamin and Rebecca Jackson ‘International banks active in the UK: 2022 priorities’
- Insurance Stress Test 2022 – Request for technical input
- Letter from Anna Sweeney and Charlotte Gerken ‘Insurance Supervision: 2022 priorities’
- Letter from David Bailey and Melanie Beaman ‘UK Deposit Takers Supervision: 2022 priorities’
- July
- June
- March
- May
- november
-
October
- Letters to credit unions ‘PRA annual assessment of the credit union sector’ - 2022
- Letter from Nylesh Shah ‘Insights from PRA thematic review on general insurance reserving and capital modelling’
- Letter from Sam Woods ‘Thematic feedback on the PRA’s supervision of climate-related financial risk and the Bank of England’s Climate Biennial Exploratory Scenario exercise’
- Letter from Victoria Saporta ‘Thematic feedback from the 2021/2022 round of written auditor reporting’
-
January
-
2023
- Letter from the Bank, PRA, and FCA ‘2022 CBEST thematic findings’
- Letter from Nathanaël Benjamin and Rebecca Jackson ‘International banks active in the UK: 2023 priorities’
- Letters to credit unions: PRA annual assessment of the credit union sector – 2023
- Letter from the PRA on working with Deposit Aggregators
- Letter from Nathanaël Benjamin and David Bailey – Fixed income financing thematic review
- Letter from David Bailey, Nathanaël Benjamin and Vicky Saporta on ‘Innovations in the use by deposit-takers of deposits, e-money and regulated stablecoins’
- Letter from Charlotte Gerken and Shoib Khan ‘Insurance Supervision: 2023 priorities’
- Insurance Stress Test 2022 feedback
- june
- Letter from Victoria Saporta ‘Thematic feedback from the 2022/2023 round of written auditor reporting’
- Letter from David Bailey and Charles Woods ‘UK Deposit Takers Supervision: 2023 priorities’
- Letter from Dan Curtis: 2023 Thematic review of expected underwriting profit allowed for in Internal Models for General Insurance firms
-
2024
- The Bank and the PRA’s response to DSIT/HMT: update on our approach to AI
- Letter from Rebecca Jackson ‘International banks Supervision: 2024 priorities’
- Letter from Charlotte Gerken and Shoib Khan ‘Insurance Supervision: 2024 priorities’
- Letter from Rebecca Jackson and Charlotte Gerken: Thematic review of private equity related financing activities
- Letter from David Bailey ‘Thematic feedback on accounting for IFRS 9 ECL and climate risk’
- Letter from David Bailey and Laura Wallis ‘UK Deposit Takers Supervision: 2024 priorities’
-
2025
- Letter from Rebecca Jackson and Alison Scott ‘International banks Supervision: 2025 priorities’
- Letter from Gareth Truran and Shoib Khan – Insurance Supervision: 2025 priorities
- PRA letter to the Prime Minister
- Significant risk transfer financing: Prudential expectations
- Letter from Charlotte Gerken and Laura Wallis ‘UK Deposit Takers Supervision: 2025 priorities’
-
2014
- New Bank Start-up Unit
- New Insurer Start-up Unit
- Policy
- Practitioner Panel and Insurance Practitioner Panel
- PRA Rulebook website
- Rule Review
-
prudential-and-resolution-policy-index
-
Banking
- Accounting and Audit
- Calculation of RWA for counterparty credit risk
- Calculation of RWA for CVA risk
- Calculation of RWA for Operational Risk
- Capital Buffers
- Credit Unions
- Credit Risk Mitigation
- Credit Risk - Standardised Approach
- Definition of Capital
- Depositor Protection
- Disclosure
- Financial Conglomerates
- Governance and SMCR
- Groups and Level of Application
- Large Exposures
- Leverage ratio
- Liquidity
- Market Risk - Internal Models Approach
- Market Risk - Standardised Approach
- Minimum Capital Requirements
- Model Risk
- Operational Resilience
- Outsourcing and Third Party Risk Management
- Policies relating to specific types of entities
- Recovery
- Remuneration
- Resolvability
- Ring-Fenced Bodies
- Securitisation Capital framework
- Securitisation General Framework
- Third Country Branches of International Banks
-
Insurance
- Accounting and Audit
- Assets and liabilities other than Technical Provisions
- Capital Add-ons
- Correlation Matrices
- Counterparty default Credit risk
- Cross-cutting policies
- Disclosure
- Financial Conglomerates
- Friendly Societies
- Governance and SMCR
- Groups
- Insurance Special Purpose Vehicles
- Internal models
- Lloyd's
- Market Risk
- Operational Resilience
- Operational Risk and Loss Absorbing Capacity
- Outsourcing and Third Party Risk Management
- Own Funds
- Policyholder Protection
- Remuneration
- Reporting
- Risk Management and Controls
- Run Off and Undertakings in Difficulty
- Securitisation General Framework
- Technical Provisions
- Third Country Branches of International Insurers
- Undertaking specific parameters
- Underwriting Risk
- Other parties
- Publications issued by the Bank as Resolution Authority
-
Banking
-
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
- SS12/13 – Counterparty credit risk
- SS7/13 - Definition of capital (CRR firms)
- Credit risk: internal ratings based approaches
- Credit risk: internal ratings based approaches
- SS17/13 - Credit risk mitigation
- SS10/13 - Credit risk - standardised approach
- Designation of investment firms for prudential supervision by the Prudential Regulation Authority
- 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
- SS15/13 - Groups
- SS11/13 - Internal Ratings Based (IRB) approaches
- SS16/13 - Large Exposures
- Liquidity and capital regime for UK banks and building societies: adjustments in relation to FPC statement
- SS13/13 - 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
- SS31/15 - 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: Capital buffers
- Implementing the Bank Recovery and Resolution Directive
- Implementing the Financial Policy Committee's recommendation on loan to income ratios in mortgage lending
- SS1/14 - 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
- SS7/14 - 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
- SS5/14 – 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
- SS2/14 - 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
- SS8/14 - 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
- SS18/15 Depositor 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
- SS34/15 - Guidelines for completing regulatory reports
- Implementing a UK leverage ratio framework
- Implementing audit committee requirements under the revised Statutory Audit Directive
- SS1/15 - 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
- SS41/15 - Solvency II: applying EIOPA Set 2, System of Governance and ORSA Guidelines
- SS22/15 - Solvency II: applying EIOPA's Set 1 guidelines to PRA-authorised firms
- Solvency II: approvals
- SS8/15 - Solvency II: composites
- SS16/15 - Solvency II: conditions governing business
- SS38/15 - Solvency II: consistency of UK generally accepted accounting principles with the Solvency II Directive
- SS9/15 – Solvency II: Group supervision
- Solvency II: internal model reporting codes and components
- Solvency II: life insurance product reporting codes
- SS12/15 – Solvency II: Lloyd’s
- Solvency II: ORSA and the ultimate time horizon - non-life firms
- SS2/15 – SS Solvency II: own funds
- SS11/15 – Solvency II: Regulatory Reporting and exemptions
- Solvency II: Regulatory reporting internal model outputs
- Solvency II: reporting and public disclosure - options provided to supervisory authorities
- SS40/15 - Solvency II: reporting and public disclosure options provided to supervisory authorities
- SS7/15 - Solvency II: supervision of firms in difficulty or run-off
- SS23/15 - Solvency II: supervisory approval for the volatility adjustment
- SS13/15 - Solvency II: surplus funds
- SS6/15 - Solvency II: the internal model treatment of participations
- SS3/15 - Solvency II: the quality of capital instruments
- SS4/15 - Solvency II: the solvency and minimum capital requirements
- SS5/15 - Solvency II: the treatment of pension scheme risk
- Solvency II: third-country branches
- SS44/15 - Solvency II: third-country insurance and pure reinsurance branches
- SS17/15 - Solvency II: transitional measures on risk-free interest rates and technical provisions
- SS30/15 - 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
- SS35/15 - 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
- SS24/15 - 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
- SS45/15 - 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
- SS14/15 - 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
- SS4/21 | SS9/16 – Ensuring operational continuity in resolution
- Equity release mortgages
- SS3/16 - 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
- SS6/16 – 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
- SS10/16 - 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
- SS11/16 - Solvency II: External audit of, and responsibilities of the governing body in relation to, the public disclosure requirement
- SS17/16 – Solvency II: internal models – assessment, model change and the role of non-executive directors
- SS18/16 - Solvency II: longevity risk transfers
- Solvency II: Monitoring model drift and standard formula SCR reporting for firms with an approved internal model
- SS19/16 - 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 O-SII 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
- SS1/16 - Written reports by external auditors to the PRA
-
2017
- Prudential Regulation Authority Annual Report and Accounts 2017
- SS8/17 - Authorisation and supervision of insurance special purpose vehicles
- Changes to the PRA’s large exposures framework
- SS6/17 - 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
- SS9/17 - 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
- SS7/17 - Solvency II: Data collection of market risk sensitivities
- SS3/17 - Solvency II: illiquid unrated assets
- 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
- PS6/21 | CP29/19 | DP1/18 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
- SS2/18 – 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
- 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
- SS10/18 - 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
- SS8/18 - Solvency II: Internal models – modelling of the matching adjustment
- SS7/18 - 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
- PS7/21 | CP30/19 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
- SS2/19 – 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
- SS4/19 - 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
- Bank Recovery and Resolution Directive II
- Q&A on the usability of liquidity and capital buffers
- Capital Requirements Directive V (CRD V)
- Capital Requirements Directive V (CRD V): Final policy
- The Bank of England’s climate-related financial disclosure 2020
- Complaints against the regulators (the Bank of England, the FCA and the PRA)
- Statement by the PRA on conversion of Pillar 2A capital requirements from RWA percentage to nominal amount
- Covid-19 regulatory reporting and disclosure amendments
- Covid-19 regulatory reporting amendments
- PS13/21 | CP16/20 - Credit risk: The approach to overseas Internal Ratings Based (IRB) models
- Q&A on Capital Requirements Regulation (CRR) requirements for property valuations
- Designation of firms within certain consolidation groups
- Enforcement Decision Making Committee: 2019/20 Report
- Evaluation of the Senior Managers and Certification Regime (SM&CR)
- Exercise by the Bank of England and Prudential Regulation Authority of sub-delegated powers under the European Union (Withdrawal) Act 2018
- Statement on exposure value for internal models method counterparty credit risk
- Extending policyholder protection for building guarantee policies
- Financial Services Compensation Scheme – Management Expenses Levy Limit 2020/21
- Follow-up note to insurers on the letter from Sam Woods 'Covid-19: IFRS 9, capital requirements and loan covenants'
- Financial Services Compensation Scheme – Temporary High Balance Coverage Extension
- Insurance data release: information and format: A call for feedback
- PS16/21| CP14/20 - Internal Rating Based UK mortgage risk weights: Managing deficiencies in model risk capture
- The PRA hosts IRB mortgage roundtable
- Joint Bank and PRA statement on the proposed use of temporary transitional powers at the end of the transition period
- Joint PRA and HMT statement on the delay to implementation of the Basel 3.1 standards
- Joint statement by the FCA, FRC and PRA
- Joint statement on the implementation of prudential reforms in the Financial Services Bill
- Market risk: Calculation of risks not in value at risk, and stressed value at risk
- Capital buffers and Pillar 2A: Modification by Consent and Model Requirements
- PS8/21 | CP9/20 Non-systemic UK banks: The Prudential Regulation Authority’s approach to new and growing banks
- Responses to CP3/20 ‘Occasional Consultation Paper’
- PS9/21 | CP20/20 – Operational continuity in resolution: Updates to the policy
- Pillar 2A: Reconciling capital requirements and macroprudential buffers
- Prudential Regulation Authority Annual Report 2019/20
- Prudential Regulation Authority Business Plan 2020/21
- PRA Annual Conference for CEOs of the Non-Systemic UK Banks and Building Societies
- PRA Annual Conference for Chairs of the Non-Systemic UK Banks and Building Societies
- PRA decision on Systemic Risk Buffer rates
- PRA decision on Systemic Risk Buffer Rates
- PS2/21 | CP11/20 Solvency II: The PRA’s expectations for the work of external auditors on the matching adjustment
- PS3/21 | CP 21/20 PRA fees and levies: Holding company regulatory transaction fees
- PRA statement on capital distributions by large UK banks
- Statement on credit risk mitigation eligibility and leverage ratio treatment of loans under the Bounce Back Loan scheme
- PRA statement on decision by insurance companies to pause dividends
- PRA statement on deposit takers’ approach to dividend payments, share buybacks and cash bonuses in response to Covid-19
- Statement by the Prudential Regulation Authority on prioritisation in light of Covid-19
- The Prescribed Persons (Reports on Disclosures of Information) Regulations 2017 - Annual Report 2019/20
- Proprietary Trading Review
- Regulated fees and levies: Rates proposals 2020/21
- PS10/21 | CP19/20 – Resolution assessments: Amendments to reporting and disclosure dates
- Response to the general insurance industry – A framework for assessing financial impacts of physical climate change
- Simplified Obligations for recovery planning
- Joint PRA and FCA Statement on ‘Senior Managers and Certification Regime and Coronavirus: Our expectations of firms’
- PS1/21 | CP7/20 Strengthening Accountability: SM&CR: Forms update
- PS11/21 | CP23/20 – Strengthening accountability: Temporary, long-term absences
- SS1/20 - Solvency II: Prudent Person Principle
- Solvency II technical information: The PRA’s proposed approach to the publication at the end of the transition period
- Joint statement by the Bank and PRA on the ESRB recommendations for the restriction of distributions during the Covid-19 pandemic
- Statement by the PRA accompanying measures announced by the Financial Policy Committee
- Statement by the PRA on bank, building society and credit union branches remaining open following updated Covid-19 guidance
- PRA Statement to insurers on the application of the matching adjustment during Covid-19
- PRA statement on Covid-19: IFRS 9 and capital requirements – Guidance as Covid-19 specific payment deferrals come to an end
- Statement by the PRA on Covid-19 regulatory reporting and disclosure amendments
- PRA statement on forthcoming CRD V Policy Statement
- Statement on the application of the temporary transitional power to CRD V and BRRD II derived legislation
- Statement by the PRA on regulatory capital and IFRS 9 requirements for payment holidays
- Statement by the PRA on EBA Guidelines on reporting and disclosure of exposures subject to measures applied in response to the Covid-19 outbreak
- Statement by the PRA on the Capital Requirements Regulation (CRR) ‘Quick Fix’ package
- PRA statement on dividend payments and share buybacks beyond 2020
- Statement by the PRA on implementation of the EBA Guidelines to address gaps in reporting data and public information in the context of Covid-19
- PRA Statement on the use of electronic signatures to evidence forms and other documents
- PRA statement on Libor transition and PRA resolution-related rules
- Statement on the regulatory treatment of the UK Coronavirus Business Interruption Loan Scheme (CBILS) and the UK Coronavirus Large Business Interruption Loan Scheme (CLBILS)
- PRA statement on the EU requirement on prudential treatment of software assets
- Statement regarding supervisory cooperation on operational resilience
- The PRA’s approach to the publication of Solvency II technical information
- The Bank of England’s amendments under the European Union (Withdrawal) Act 2018: Changes before the end of the transition period
- Update to the temporary approach to VAR back-testing exceptions to mitigate the possibility of excessively pro-cyclical market risk capital requirements
- Statement on VAR back-testing exceptions temporary approach
- Additional Leverage Ratio Buffer Model Requirements
-
2021
-
april
- PS23/21 | CP7/21 - Credit risk: The identification of the nature, severity, and duration of an economic downturn for the purposes of Internal Ratings Based (IRB) models
- Joint PRA and FCA Statement on the FSB Peer Review on remuneration
- SS3/21 - Non-systemic UK banks: The Prudential Regulation Authority’s approach to new and growing banks
- PRA statement on the disclosure of exposures subject to measures applied in response to Covid
- PRA statement on the regulatory treatment of retail residential mortgage loans under the Mortgage Guarantee Scheme
- PRA statement on Remuneration Benchmarking and Remuneration High Earners reporting templates
- PS15/21 | CP8/21 - Regulated fees and levies: Rates proposals 2021/22
- PS18/21 | CP9/21 - Remuneration: Correction to the definition of ‘higher paid material risk taker’
- Solvency II: Supervisory disclosures, PRA’s supervisory approach and insurance regulations applicable in the UK year-end 2019
- FS1/21 – ‘Responses to DP1/21 ‘A strong and simple prudential framework for non-systemic banks and building societies’
- august
-
december
- Prudential Regulation Authority statement on the 2022 cyber stress test: Retail payment system
- Guidance on changes to banking reporting requirements
- PRA statement on returning to setting Pillar 2A requirements as Risk Weighted Asset percentage
- Joint letter to banks operating in the UK: Supervisory review of global equity finance businesses following the default of Archegos Capital Management
-
february
- PS17/21 | CP5/21 – Implementation of Basel standards
- PRA statement on the definition of ‘higher paid material risk taker’
- PRA Statement on Covid-19 regulatory reporting amendments
- PRA statement on EBA Guidelines and EU Regulatory Technical Standards relating to approaches to credit risk following the end of the transition period
- PRA statement on supervisory benchmarking exercise relating to capital internal models
-
january
- PS4/21 | CP3/21 Depositor Protection: Identity verification
- PS5/21 | CP4/21 Financial Services Compensation Scheme – Management Expenses Levy Limit 2021/22
- PS19/21 | CP2/21- International banks: The PRA’s approach to branch and subsidiary supervision
- UK Deposit Takers Supervision Annual Conference for CEOs of the Non-Systemic UK Banks and Building Societies
- PS12/21 | CP1/21 – Solvency II: Deep, liquid and transparent assessments, and GBP transition to SONIA
-
july
- PS27/21 | CP15/21 – Designating investment firms
- DP2/21 – Diversity and inclusion in the financial sector – working together to drive change
- PS1/22 | CP16/21 – Insurance business transfers
- Liquidity and funding permissions
- SS5/21 - International banks: The PRA’s approach to branch and subsidiary supervision
- The Prescribed Persons (Reports on Disclosures of Information) Regulations 2017 - Annual Report 2020/21
- PRA statement on the recalculation of the Transitional Measure on Technical Provisions (TMTP)
- PS29/21 | CP11/21 – Review of Solvency II: Reporting (Phase 1)
- PRA statement: Update on shareholder distributions by large UK banks
-
june
- PS21/21 | CP14/21- The UK leverage ratio framework
- The Bank of England's climate-related financial disclosure 2021
- Deep, liquid, and transparent (DLT) assessment of the Sterling Overnight Index Average (SONIA) Overnight Index Swap (OIS) market - June 2021
- Enforcement Decision Making Committee: 2020/21 Report
- PS20/21 | CP12/21 - Financial holding companies: Further implementation
- PRA statement on firm authorisation under the Temporary Permissions Regime
- PS24/21 | CP10/21 - Implementation of Basel standards: Non-performing loan securitisations
- PS25/21 | CP13/21 – Responses to CP13/21 ‘Occasional Consultation Paper’
- Prudential Regulation Authority Annual Report 2021
- PRA Practitioner Panel and Insurance Sub-committee – Annual Report 2020/21
- march
- may
- november
- october
-
september
- PS26/21 | CP19/21 – Domestic Liquidity Sub-Groups
- Exercise by the Bank of England and Prudential Regulation Authority of sub-delegated powers under the European Union (Withdrawal) Act 2018
- PS28/21 | CP18/21 – Remuneration: Identification of material risk takers
- PS6/22 | CP17/21 - Solvency II: Definition of an insurance holding company
- PRA statement on Remuneration Benchmarking and High Earners 2020 submissions
- Supervisory measures and penalties in relation to financial holding companies
-
april
-
2022
-
april
- PRA statement on capital arbitrage transactions
- CP5/22 - The Strong and Simple Framework: a definition of a Simpler-regime Firm
- DP2/22 – Potential Reforms to Risk Margin and Matching Adjustment within Solvency II
- Prudential Regulation Authority Business Plan 2022/23
- The PRA’s statement on the ‘Review of Solvency II’ consultation published by HM Treasury
- PS5/22 | CP4/22 – Regulated fees and levies: Rates proposals 2022/23
- Trading activity wind-down
- SS1/22 – Trading activity wind-down
- august
-
december
- PS12/22 – Insurance special purpose vehicles: Further updates to authorisation and supervision
- PS11/22 – Margin requirements for non-centrally cleared derivatives: Amendments to BTS 2016/2251
- CP15/22 - Remuneration: Ratio between fixed and variable components of total remuneration (‘bonus cap’)
- Update on the sixth edition of the Regulatory Initiatives Grid
- february
- january
-
july
- CP10/22 – Insurance special purpose vehicles: Further updates to authorisation and supervision
- CP11/22 - Margin requirements for non-centrally cleared derivatives: Amendments to BTS 2016/2251
- DP3/22 – Operational resilience: Critical third parties to the UK financial sector
- CP13/22 - Amendments to the PRA's approach to identifying other systemically important institutions (O-SIIs)
- Publication of a new Prudential and Resolution Policy Index
- PRA statement on the recalculation of the Transitional Measure on Technical Provisions (TMTP)
- CP8/22 - Remuneration: Unvested pay, Material Risk Takers and public appointments
-
june
- Changes to FCA Firm Reference Numbers (FRNs) and Product Reference Numbers (PRNs)
- Enforcement Decision Making Committee: 2021/22 Report
- Exercise by the Bank of England of sub-delegated powers under the European Union (Withdrawal) Act 2018
- CP6/22 – Model risk management principles for banks
- Prudential Regulation Authority Annual Report 2022
- The Prescribed Persons (Reports on Disclosures of Information) Regulations 2017 - Annual Report 2021/22
- PRA statement on removing the PRA buffer adjustment in PS15/20
- The Bank of England's climate-related financial disclosure 2022
- march
- may
-
november
- 2022 list of UK firms designated as other systemically important institutions (O-SIIs)
- 2022 list of UK headquartered global systemically important institutions (G-SII)
- FS1/22 – Potential Reforms to Risk Margin and Matching Adjustment within Solvency II
-
CP16/22 – Implementation of the Basel 3.1 standards
- Chapter 4 – Credit risk – internal ratings based approach
- Chapter 5 – Credit risk mitigation
- Chapter 3 – Credit risk – standardised approach
- Chapter 7 – Credit valuation adjustment and counterparty credit risk
- Chapter 13 – Currency redenomination
- Chapter 11 – Disclosure (Pillar 3)
- Chapter 10 – Interactions with the PRA’s Pillar 2 framework
- Chapter 6 – Market risk
- Chapter 8 – Operational risk
- Chapter 9 – Output floor
- Chapter 12 – Reporting
- Chapter 2 – Scope and levels of application
- PS9/22 - Amendments to the PRA's approach to identifying other systemically important institutions (O-SIIs)
- PS10/22 – Depositor Protection
- CP14/22 - Review of Solvency II: Reporting phase 2
- PRA statement on freezing O-SII buffer rates
-
october
- DP5/22 - Artificial Intelligence and Machine Learning
- Regulatory treatment of retail residential mortgages provided under private mortgage insurance schemes with similar contractual features to MGS
- Results of the firm feedback survey 2021
- CP12/22 – Risks from contingent leverage
- PRA statement on CRM eligibility, risk-based capital treatment, and leverage ratio treatment of guarantees under the EMFS
- september
-
april
-
2023
- april
-
december
- PS17/23 – Implementation of the Basel 3.1 standards near-final part 1
- CP28/23 – Leverage ratio treatment of omnibus account reserves and minor amendments to the leverage ratio framework
- PS18/23 – Margin requirements for non-centrally cleared derivatives: Amendments to BTS 2016/2251
- Operating the Interim Capital Regime
- CP26/23 - Operational resilience: Critical third parties to the UK financial sector
- CP27/23 – The Prudential Regulation Authority’s approach to policy
- PS16/23 – Remuneration: Enhancing proportionality for small firms
- PS19/23 – Responses to proposed minor amendments in CP8/23, Chapter 11 of CP12/23 and CP22/23
- Operating the Small Domestic Deposit Taker (SDDT) regime
- Solvency II Review – considerations for year-end 2023
- CP23/23 – Identification and management of step-in risk, shadow banking entities and groups of connected clients
- PS15/23 – The Strong and Simple Framework: Scope Criteria, Liquidity and Disclosure Requirements
-
february
- CP3/23 – Dealing with insurers in financial difficulties
- CP5/23 – Remuneration: Enhancing proportionality for small firms
- PS1/23 – Remuneration: Unvested pay, Material Risk Takers and public appointments
- CP4/23 - The Strong and Simple Framework: Liquidity and Disclosure requirements for Simpler-regime Firms
- january
-
july
- Changes to FCA Firm Reference Numbers (FRNs) and Product Reference Numbers (PRNs)
- PS10/23 – Complaints against the regulators (the Bank of England, the FCA, and the PRA)
- PS11/23 – Credit Unions: Changes to the regulatory regime
- Enforcement Decision Making Committee: 2022/23 Report
- CP13/23 – Margin requirements for non-centrally cleared derivatives: Amendments to BTS 2016/2251
- CP14/23 – Pillar 3 remuneration disclosure
- Prudential Regulation Authority Annual Report 2022/23
- The Prescribed Persons (Reports on Disclosures of Information) Regulations 2017 - Annual Report 2022/23
- PRA statement on the recalculation of the Transitional Measure on Technical Provisions (TMTP)
- CP15/23 – Securitisation: General requirements
- SS2/23 – Supervising credit unions
- CP16/23 – Updating UK Technical Standards on the identification of global systemically important institutions (G-SIIs)
-
june
- PS7/23 – Depositor Protection
- PS8/23 – Regulated fees and levies: Rates proposals 2023/24
- Results of the firm feedback survey 2022
- CP11/23 – PRA statement on the review of rules
- CP12/23 - Review of Solvency II: Adapting to the UK insurance market
- CP10/23 – Solvent exit planning for non-systemic banks and building societies
- march
-
may
- CP9/23 – The Bank of England’s approach to enforcement: proposed changes and clarifications
- PS6/23 – Model risk management principles for banks
- SS1/23 – Model risk management principles for banks
- PS4/23 - Moving Senior Managers Regime forms from the PRA Rulebook
- Prudential Regulation Authority Business Plan 2023/24
- PS5/23 – Risks from contingent leverage
-
november
- 2023 list of UK firms designated as other systemically important institutions (O-SIIs)
- 2023 list of UK headquartered global systemically important institutions (G-SII)
- DP2/23 – FSCS general insurance limit
- CP24/23 – Funded reinsurance
- Other systemically important institutions (O-SII) buffer rates for ring-fenced banks and large building societies
- CP25/23 – Supervisory statement – Prudential assessment of acquisitions and increases in control
- PRA statement on the recalculation of the Transitional Measure on Technical Provisions (TMTP) as at year-end 2023
- PS14/23 – The non-performing exposures capital deduction
-
october
- CP21/23 – The PRA’s approach to the authorisation and supervision of insurance branches
- FS2/23 – Artificial Intelligence and Machine Learning
- PRA statement on the dynamic general insurance stress test in 2025
- CP22/23 – Occasional consultation paper – October 2023
- PS9/23 – Remuneration: Ratio between fixed and variable components of total remuneration (‘bonus cap’)
- DP3/23 – Securitisation: capital requirements
- PS13/23 – Updating UK Technical Standards on the identification of global systemically important institutions (G-SIIs)
- Bank of England report on climate-related risks and the regulatory capital frameworks
-
september
- CP17/23 – Capitalisation of foreign exchange positions for market risk
- CP20/23 – Ring-fenced bodies: managing risks from third-country subsidiaries and branches
- PS12/23 – Dealing with insurers in financial difficulties
- Dealing with insurers in financial difficulties
- CP18/23 – Diversity and inclusion in PRA-regulated firms
- PRA statement on the evaluation of the Written Auditor reporting policy
- CP19/23 – Review of Solvency II: Reform of the Matching Adjustment
-
2024
-
april
- CP6/24 – Occasional consultation paper: April 2024
- Prudential Regulation Authority Business Plan 2024/25
- CP4/24 – Regulated fees and levies: Rates proposals for 2024/25
- CP5/24 – Review of Solvency II: Restatement of assimilated law
- PS7/24 – Securitisation: General requirements
- Solvency II Review – Matching adjustment reform implementation considerations for 30 June 2024
- Update on the Bank of England and Financial Conduct Authority Memorandum of Understanding
-
december
- Annual Assessment of the Credit Union Sector
- CP19/24 – Closing liquidity reporting gaps and streamlining Standard Formula reporting
- Data collection on firms’ exposures to tokenised assets, stablecoins and other cryptoassets
- CP17/24 – Operational resilience: Operational incident and outsourcing and third-party reporting
- The Prudential Regulation Authority’s approach to cost benefit analysis
- PRA statement on Indexed Long-Term Repo (ILTR) facility
- Restatement of Solvency II assimilated law: correction to standard formula mass lapse life underwriting risk rule in PS15/24
- PS20/24 – Solvent exit planning for insurers
- SS11/24 – Solvent exit planning for insurers
-
february
- SS1/24 – Expectations for meeting the PRA's internal model requirements for insurers under Solvency II
- Permissions for transitional measures on technical provisions and risk-free interest rates
- PS4/24 – PRA statement on the review of rules
- PS2/24 – Review of Solvency II: Adapting to the UK insurance market
- PS3/24 – Review of Solvency II: Reporting and disclosure phase 2 near-final
- Solvency II: Capital add-ons
- Solvency II internal models: Permissions and ongoing monitoring
- Solvency II regulatory reporting waivers
- The PRA’s approach to insurance group supervision
-
january
- CP1/24 – Financial Services Compensation Scheme – Management Expenses Levy Limit (MELL) 2024/25
- CP3/24 – The Prudential Regulation Authority’s approach to rule permissions and waivers
- Procedures – The Enforcement Decision Making Committee
- Review of ring-fencing rules
- CP2/24 – Solvent exit planning for insurers
- The Bank’s approach to enforcement: statutory statements of policy and procedure
- PS1/24 – The Bank of England's approach to enforcement
- The Prudential Regulation Authority’s allocation of decision making and approach to supervisory decisions
-
july
- Enforcement Decision Making Committee Report 2023/24
- SS5/24 – Funded reinsurance
- PS13/24 – Funded reinsurance
- Prudential Regulation Authority (PRA) statement on the design of the dynamic general insurance stress test (DyGIST) 2025
- Dear CEO letter: Supervisory statement (SS) 5/24 – Funded reinsurance: Implementation approach
- PS14/24 – Leverage ratio treatment of omnibus account reserves and minor amendments to the leverage ratio framework
- Life Insurance Stress Test (LIST) 2025
- Prudential Regulation Authority Annual Report 2023/24
- PS12/24 – The Prudential Regulation Authority’s approach to rule permissions and waivers
- The Prudential Regulation Authority’s approach to rule permissions and waivers
- PRA Insurance Practitioner Panel: Annual Report 2023/24
- PRA Practitioner Panel: Annual Report 2023/24
- Competitiveness and growth: embedding the PRA’s new secondary objective
- The Prescribed Persons (Reports on Disclosures of Information) Regulations 2017 – Annual Report 2023/24
- PS11/24 – Regulated fees and levies: Rates proposals 2024/25
- Results of the firm feedback survey 2023
- The PRA holds IRB wholesale roundtable
- CP11/24 – International firms: Updates to SS5/21 and branch reporting
- june
- march
- may
-
november
- 2024 list of UK firms designated as other systemically important institutions (O-SIIs)
- 2024 list of UK headquartered global systemically important institutions (G-SII)
- Joint foreword: Critical third parties to the UK financial sector
- Other systemically important institutions (O-SII) buffer rates for ring-fenced banks and large building societies
- PS16/24 – Operational resilience: Critical third parties to the UK financial sector
- SS6/24 – Critical third parties to the UK financial sector
- PRA statement in relation to the MiFID Org Reg
- PS18/24 – Supervisory statement – Prudential assessment of acquisitions and increases in control
- SS10/24 – Prudential assessment of acquisitions and increases in control
- CP16/24 – Remuneration reform
- SS7/24 – Reports by skilled persons: Critical third parties
- PS15/24 – Review of Solvency II: Restatement of assimilated law
- Solvency II: The PRA’s approach to insurance own funds permissions
- Solvency II: The PRA’s approach to Standard Formula adaptations
- Solvency II: The PRA’s approach to the permissible recovery period for insurers to restore full cover for their SCR
- SS8/24 – Solvency II: Calculation of technical provisions
- Solvency II: Volatility adjustment permissions
- PS19/24 – Strong and Simple Framework: The definition of an Interim Capital Regime (ICR) firm
- CP15/24 – Proposed changes to the UK Insurance Special Purpose Vehicles (UK ISPV) regulatory framework
-
october
- CP14/24 – Large Exposures Framework
- CP13/24 – Remainder of CRR: Restatement of assimilated law
- CP12/24 – Resolution assessments: Amendments to reporting and disclosure dates
- PS17/24 – Responses to CP6/24: OCP policy statement
- Review of Solvency II – PRA statement on proposed permission requirement for the calculation of loss-absorbing capacity of deferred taxes under the standard formula
-
september
- SS3/24 – Credit risk definition of default
- SS4/24 – Credit risk internal ratings based approach
- CP8/24 – Definition of Capital: restatement of CRR requirements in PRA Rulebook
- PS9/24 – Implementation of the Basel 3.1 standards near-final part 2
- Thematic findings of Internal Audit Review of the Credit Risk Management Framework – non-systemic UK Deposit Takers (UKDT)
- Prudential Regulation Authority announces review of the leverage ratio requirement thresholds
- Review of Solvency II – PRA statement on existing Solvency II rule waivers and modifications
- Review of Solvency II – planned PRA publication of final package of rules
- CP9/24 – Streamlining the Pillar 2A capital framework and the capital communications process
- CP7/24 – The Strong and Simple Framework: The simplified capital regime for Small Domestic Deposit Takers (SDDTs)
- The PRA holds IRB mortgage roundtable
- CP10/24 – Updates to the UK policy framework for capital buffers
-
april
-
2025
-
april
- CP6/25 – Proposed amendments to PRA Rulebook and FCA Guidance on the de minimis threshold for the Loan to Income flow limit in mortgage lending
- CP10/25 – Enhancing banks’ and insurers’ approaches to managing climate-related risks – Update to SS3/19
- CP9/25 – Markets in Financial Instruments Directive Organisational Regulation
- CP7/25 – Matching Adjustment Investment Accelerator
- Prudential Regulation Authority’s (PRA) approach to Credit Union Service Organisations (CUSOs) and intention to consult on rule changes
- Prudential Regulation Authority Business Plan 2025/26
- CP8/25 – Regulated fees and levies: Rates proposals for 2025/26
- PS5/25 – Identification and management of step-in risk
- SS1/25 – Step-in Risk
- february
- january
- july
-
june
- PS10/25 – PRA annual fees consultation for 2025/26 – final policy statement
- Prudential Regulation Authority’s (PRA) Cost Benefit Analysis Panel Annual Report 2024/25
- CP13/25 – Credit Union Service Organisations
- Enforcement Decision Making Committee Report 2024/25
- Prudential Regulation Authority Annual Report 2024/25
- PRA Insurance Practitioner Panel: Annual Report 2024/25
- PRA Practitioner Panel – Annual Report 2024/25
- Competitiveness and growth: the PRA’s second report
- Prescribed Persons (Reports on Disclosures of Information) Regulations 2017 – Annual Report 2024/25
- Results of the firm feedback survey 2024
-
march
- CP4/25 – Depositor protection
- PS4/25 – Financial Services Compensation Scheme (FSCS) Management Expenses Levy Limit (MELL) 2025/26
- CP2/25 – Leverage Ratio: changes to the retail deposits threshold for application of the requirement
- CP5/25 – Margin requirements for non-centrally cleared derivatives: Amendments to BTS 2016/2251
- CP3/25 – Recognised exchanges policy and transfer of main indices
- may
-
april
- Approach to the oversight of critical third parties
- Banking supervisory disclosures: rules and guidance, options and discretions, SREP and aggregate statistical data
- Banking supervisory disclosures: rules and guidance, options and discretions, SREP, and aggregate statistical data
- Open PRA consultations and other requests for your feedback
- Panel appointments: Statement by the PRA and the Bank of England
- PRA Annual Report and Business Plan
- PRA’s approach to supervision of the banking and insurance sectors
- Resolution assessment: Expected reporting and disclosure dates
-
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
- PRA Regulatory Digest - April 2020
- PRA Regulatory Digest - August 2020
- PRA Regulatory Digest - December 2020
- PRA Regulatory Digest - February 2020
- PRA Regulatory Digest - January 2020
- PRA Regulatory Digest - July 2020
- PRA Regulatory Digest - June 2020
- PRA Regulatory Digest - March 2020
- PRA Regulatory Digest - May 2020
- PRA Regulatory Digest - November 2020
- PRA Regulatory Digest - October 2020
- PRA Regulatory Digest - September 2020
-
2021
- PRA Regulatory Digest - April 2021
- PRA Regulatory Digest - August 2021
- PRA Regulatory Digest - December 2021
- PRA Regulatory Digest - February 2021
- PRA Regulatory Digest - January 2021
- PRA Regulatory Digest - July 2021
- PRA Regulatory Digest - June 2021
- PRA Regulatory Digest - March 2021
- PRA Regulatory Digest - May 2021
- PRA Regulatory Digest - November 2021
- PRA Regulatory Digest - October 2021
- PRA Regulatory Digest - September 2021
-
2022
- PRA Regulatory Digest - April 2022
- PRA Regulatory Digest - August 2022
- PRA Regulatory Digest - December 2022
- PRA Regulatory Digest - February 2022
- PRA Regulatory Digest - January 2022
- PRA Regulatory Digest - July 2022
- PRA Regulatory Digest - June 2022
- PRA Regulatory Digest - March 2022
- PRA Regulatory Digest - May 2022
- PRA Regulatory Digest - November 2022
- PRA Regulatory Digest - October 2022
- PRA Regulatory Digest - September 2022
-
2023
- PRA Regulatory Digest - April 2023
- PRA Regulatory Digest - August 2023
- PRA Regulatory Digest - December 2023
- PRA Regulatory Digest - February 2023
- PRA Regulatory Digest - January 2023
- PRA Regulatory Digest - July 2023
- PRA Regulatory Digest - June 2023
- PRA Regulatory Digest - March 2023
- PRA Regulatory Digest - May 2023
- PRA Regulatory Digest - November 2023
- PRA Regulatory Digest - October 2023
- PRA Regulatory Digest - September 2023
-
2024
- PRA Regulatory Digest - April 2024
- PRA Regulatory Digest - November 2024
- PRA Regulatory Digest - December 2024
- PRA Regulatory Digest - February 2024
- PRA Regulatory Digest - January 2024
- PRA Regulatory Digest - July 2024
- PRA Regulatory Digest - March 2024
- PRA Regulatory Digest - October 2024
- PRA Regulatory Digest - September 2024
- 2025
- Regulatory reporting
- Our secondary objectives
- Strong and Simple
- Supervision
- The Bank of England’s approach to enforcement
- Transforming data collection
- Upcoming prudential regulation communications
-
Authorisations
Documents
-
prudential-regulation
-
approach
- The PRA's approach to banking supervision 2012 (pdf 1.9MB)
- The PRA's approach to banking supervision 2013 (pdf 1.7MB)
- The PRA's approach to banking supervision 2014 (pdf 2.3MB)
- The PRA’s approach to banking supervision 2016 (pdf 3.7MB)
- The PRA’s approach to banking supervision 2018 (pdf 2.6MB)
- The PRA’s approach to banking supervision 2023 (pdf 0.8MB)
- Approach to the oversight of critical third parties (pdf 0.5MB)
- The PRA's approach to insurance supervision 2012 (pdf 2MB)
- The PRA's approach to insurance supervision 2013 (pdf 1.9MB)
- The PRA's approach to insurance supervision 2014 (pdf 2.2MB)
- The PRA's approach to insurance supervision 2016 (pdf 3.3MB)
- The PRA’s approach to insurance supervision 2018 (pdf 2.7MB)
- The PRA’s approach to insurance supervision 2023 (pdf 0.7MB)
- Panel appointments: Statement by the PRA and the Bank of England – October 2023 (pdf 0.3MB)
-
authorisations
- PRA Authorisations Performance Report 2016/17 (pdf 0.1MB)
- cancellations
-
capital-requirements-regulation-permissions
-
2024
- Internal ratings based approach CRR permission application pack (use when applying under the near-final Basel 3.1 rules) (docx 0.3MB)
- Pro-forma for the notification of changes to IRB, IMM and IMA permissions under the near-final Basel 3.1 rules (docx 0.1MB)
- Supplementary information form for permission under article 122(6) (docx 0.1MB)
- Supplementary application form: CRR Article 77/78 (pdf 0.2MB)
- Allowances for consolidated requirements (market risk): CRR Article 325 (pdf 0.1MB)
- Standardised approach for credit valuation adjustment risk SACVA data template (xlsx 0.1MB)
- Approval of new Common Equity Tier 1 capital instruments under CRR Article 26(3) (pdf 0.1MB)
- Calculation of the overall net foreign exchange position: CRR Article 352(2) (pdf 0.1MB)
- calculation of the overall net foreign exchange position guidance on completion of template (pdf 0.1MB)
- CET1 application - 1 April 2020 (pdf 0.1MB)
- Standardised approach for credit valuation adjustment risk SACVA application questionnaire (pdf 0.2MB)
- CRR Core UK Group template (pdf 0.8MB)
- CRR Non-core criteria template (pdf 0.8MB)
- CRR Core UK group template July 2018 (pdf 0.2MB)
- CRR non core large exposures group template July 2018 (pdf 0.3MB)
- CRR Permission application form (pdf 0.2MB)
- CRR Permission application form (word) (doc 0.2MB)
- CRR Permission - Application Form (pdf 0.8MB)
- CRR Article 8.2 information requirements (pdf 0.2MB)
- Delta Calculation, applications of standardised approach: CRR Articles 329, 352(1) and 358 (pdf 0.1MB)
- Inclusion of interim or year-end profits in Common Equity Tier 1 capital under Article 26(2) (pdf 0.2MB)
- Individual Consolidation Method application form (pdf 0.3MB)
- Individual consolidation under CRR Article 9 (pdf 0.1MB)
- Interest rate on derivative instruments: CRR Article 331 (pdf 0.2MB)
- Interest Rate Risk on Derivative Instrument - CRR Article 331 Template (pdf 0.1MB)
- Market risk internal model approach IMA application questionnaire (pdf 0.4MB)
- Market risk internal model approach IMA data template (xlsx 0.2MB)
- Internal ratings based approach CRR permission application pack (pdf 0.6MB)
- Intragroup exposures applications: CRR Articles 113(6), 400(2)(c), 400(2)(g)-(h) and the leverage ratio Delegated Act Article 429(7) (pdf 0.2MB)
- Own estimates for volatility adjustments guidance on completion of template (pdf 0.1MB)
- Own estimates for volatility adjustments: CRR Article 225 (pdf 0.2MB)
- PRA pre-issuance notification form for CRR firms (pdf 0.1MB)
- Pro-forma for the notification of changes to IRB, IMM and IMA permissions under the CRR (pdf 0.7MB)
- self-assessment-form (docx 0.1MB)
- Market risk advanced standardised approach ASA application questionnaire (pdf 0.2MB)
- Market risk advanced standardised approach ASA data template (xlsx 0.1MB)
-
2024
-
change-in-control
- Change in control: frequently asked questions (pdf 0.3MB)
- Change in control quick reference guide (pdf 0.3MB)
- Form used by a limited company or limited liability partnership (docx 0.1MB)
- Form to be used by a person in their capacity as an investment manager (docx 0.1MB)
- Form to be used by an individual (other than in that individual's capacity) as a trustee, settlor or beneficiary of a trust (docx 0.1MB)
- Form for a firm undertaking an internal reorganisation (docx 0.1MB)
- Form to be used by a partnership (docx 0.1MB)
- Form to be used by a person in their capacity as a trustee, settlor or beneficiary of a trust (docx 0.2MB)
- fscs
- holding-company-approvals
-
insurance-special-purpose-vehicles
- ISPV FAQs (pdf 0.2MB)
- Application form for insurance special purpose vehicles (ISPVs) (docx 0.1MB)
- ISPV VoP Application Form (doc 0.3MB)
- MISPV Group of Cells Notification Form (pdf 0.8MB)
- MISPV group of cells notification form Jan 19 (docx 0.1MB)
- MISPV New Risk Assumption Notification Form (pdf 1.4MB)
- MISPV new risk assumption notification form Jan 19 (pdf 0.9MB)
- MISPV new risk assumption notification form May 2020 (docx 0.1MB)
- Application form for insurance special purpose vehicles (ISPVs) - notes (docx 0.1MB)
- PRA Subject Expert Group on ISPVs - minutes 13 December 2023 (pdf 0.1MB)
- intra-group-financial-support
-
new-firm-authorisation
- Application authorisation bank branch (docx 0.2MB)
- Application authorisation insurer branch (docx 0.2MB)
- Application authorisation insurer branch notes (docx 0.1MB)
- Application form for banks (For subsidiaries and start-ups only) (doc 0.7MB)
- BEEDS portal user guide (pdf 0.4MB)
- BEEDS quick reference guide (pdf 0.1MB)
- Checklist declaration insurers (doc 0.2MB)
- Controllers Appendices Corporate (docx 0.1MB)
- Controllers appendices individual (docx 0.1MB)
- Controllers appendices partnership (docx 0.1MB)
- Controllers appendices trust (doc 0.1MB)
- Core details form (doc 0.3MB)
- Core details form notes (doc 0.2MB)
- Credit union application (docx 0.2MB)
- Credit union application notes (doc 0.2MB)
- Credit union application scv requirements exemption (doc 0.1MB)
- Credit union application scv requirements exemption notes (doc 0.2MB)
- Credit union registration appendix (doc 0.2MB)
- Disclosure of significant events appendix (doc 0.1MB)
- New firm authorisation - supporting documents required for credit union applications (pdf 0.2MB)
- Owners and influencers application appendix form (doc 0.2MB)
- Owners and influencers appendix notes (doc 0.3MB)
- PRA direction notice 16 December 2015 (pdf 0.4MB)
- PRA direction notice 18 September 2015 (pdf 0.3MB)
- Supplement insurance companies (doc 0.4MB)
- Supplement insurance companies notes (doc 0.3MB)
- Supplement for Lloyd's managing agents (doc 0.2MB)
- Supplement for Lloyd's managing agents - notes (doc 0.2MB)
- passporting
- permissions
-
senior-managers-and-senior-insurance-managers-regimes-approvals
- Time Limited Approval Decision Notice for Stephen Andrew Gould to perform Senior Management Function 7 (Group Entity Senior Manager function) at Aviva Life & Pensions UK Limited, Aviva Insurance Limited, and Aviva International Insurance Limited (pdf 0.2MB)
- Time Limited Approval Decision Notice for Matthew James Ward to Perform Senior Management Function 4 (Chief Risk) at Aviva Insurance Limited (pdf 0.2MB)
- Time Limited Approval Decision Notice for Andrew Otto Stevenson to perform Senior Management Function 4 (Chief Risk Function) at State Street Bank and Trust Company (pdf 0.1MB)
- Time Limited Approval Decision Notice for Sophie Jane O’Connor to perform Senior Manager Function 9 (Chair of the Governing Body) at Scottish Widows Limited, Lloyds Bank General Insurance and St. Andrew’s Insurance Plc. (pdf 0.5MB)
- Time Limited Approval Decision Notice for Stuart Logue to perform Senior Management Function 1 (Chief Executive) and Senior Management Function 23 (Chief Underwriting Officer) at Flood Re Limited (pdf 0.2MB)
- Time Limited Approval Decision Notice for Robert James Moorehead-Lane to Perform Senior Management Function 4 (Chief Risk at AmTrust Speciality Limited (pdf 0.2MB)
- ESMA template (pdf 0.1MB)
- Extension to Time Limited Approval for Christopher Walker to perform Senior Manager 2 (Chief Finance) at Liverpool Victoria Financial Services Limited, LV Protection Limited, Teachers Assurance Company Limited and Liverpool Victoria Life Company Limited (pdf 0.1MB)
- Time Limited Approval Final Notice for Stephen Andrew Gould to perform Senior Management Function 7 (Group Entity Senior Manager function) at Aviva Life & Pensions UK Limited, Aviva Insurance Limited, and Aviva International Insurance Limited (pdf 0.1MB)
- Time Limited Approval Final Notice for Matthew James Ward to Perform Senior Management Function 4 (Chief Risk) at Aviva Insurance Limited (pdf 0.2MB)
- Time Limited Approval Final Notice for Andrew Otto Stevenson to perform Senior Management Function 4 (Chief Risk Function) at State Street Bank and Trust Company (pdf 0.1MB)
- Time Limited Approval Final Notice for Sophie Jane O’Connor to perform Senior Manager Function 9 (Chair of the Governing Body) at Scottish Widows Limited, Lloyds Bank General Insurance and St. Andrew’s Insurance Plc. (pdf 0.5MB)
- Time Limited Approval Final Notice for Stuart Logue to perform Senior Management Function 1 (Chief Executive) and Senior Management Function 23 (Chief Underwriting Officer) at Flood Re Limited (pdf 0.2MB)
- Time Limited Approval Final Notice for Robert James Moorehead-Lane to Perform Senior Management Function 4 (Chief Risk Function) at Am Trust Speciality Limited (pdf 0.2MB)
- ps2020form-b (pdf 0.3MB)
- Form C - Notice of ceasing to perform controlled functions including senior management functions - December 2023 (pdf 0.5MB)
- ps2020form-c (pdf 0.7MB)
- Form D Notification - Changes to personal information/application details and conduct breaches/disciplinary action related to conduct - December 2023 (pdf 0.5MB)
- ps2020form-d (pdf 1MB)
- ps2020form-e (pdf 0.8MB)
- Form I July 2018 (pdf 0.8MB)
- Form J July 2018 (pdf 0.6MB)
- Form L - January 2021 (pdf 0.5MB)
- Form M July 2018 (pdf 0.8MB)
- Application to perform controlled functions (long form A) (pdf 1.6MB)
- MiFID Article 4 SMR information form (pdf 0.3MB)
- RAPs - Statement of Responsibilities (pdf 0.9MB)
- senior managers raps statement of responsibilities june 2018 (pdf 1MB)
- Third Country RAPs - Statement of Responsibilities (pdf 0.8MB)
- senior managers third country raps statement of responsibilities june 2018 (pdf 1.1MB)
- Application to perform controlled functions (short form A) (pdf 1.3MB)
- Short Form A – UK Relevant Authorised Persons and Third Country Relevant Authorised Persons only (pdf 1.2MB)
- Short Form A - relevant authorised persons (pdf 0.6MB)
- SMR statement of responsibilities July 2018 (pdf 1.2MB)
- Senior Managers Regime: Statement of Responsibilities form - October 2020 (pdf 0.9MB)
- Time Limited Approval for Andrew Julian Holmes to perform Senior Management Function 10 (Chair of Risk Committee) at Birmingham Bank Limited (pdf 0.2MB)
- Time Limited Approval for Christopher Walker to perform Senior Manager Function 2 (Chief Finance) at Liverpool Victoria Financial Services Limited, LV Protection Limited, Teachers Assurance Company Limited and Liverpool Victoria Life Company Limited (pdf 0.4MB)
- Time Limited Approval Decision Notice and Final Notice for Latinka Pilipovic to perform Senior Manager Function 1 (Chief Executive) at Forester Life Limited (pdf 0.4MB)
- Temporary Permissions Regime and Supervised Run-Off – Application to perform a Senior Management Function (pdf 0.3MB)
- Senior Managers Regime: Statement of Responsibilities for individuals performing (or applying to perform) Senior Management Functions under the Temporary Permissions Regime or Supervised Run-Off (pdf 0.4MB)
-
solvency-ii-approvals
- Ancillary own funds (SI Reg 44) (pdf 0.1MB)
- Application form: Solvency II approval (pdf 0.3MB)
- Application Readiness Assessment Process (ARAP) Form (docx 0.1MB)
- Exclusions verification (SI Reg 41) (pdf 0.1MB)
- Internal Model application process Q&A (docx 0.1MB)
- Internal Model Application Template (IMAT)
- Joint approval for third country branches (SI Reg 50) (pdf 0.2MB)
- Matching adjustment (SI Reg 42) (pdf 0.3MB)
- Matching Adjustment (MA) Application Process Practitioner Q&A (docx 0.1MB)
- Matching adjustment calculation spreadsheet (xlsx 0.1MB)
- Matching adjustment cash flow tests (pdf 0.4MB)
- Notes for completion of application material for transitional measure on technical provisions (pdf 0.6MB)
- Own funds items on the list (SI Reg 46) (pdf 0.3MB)
- s138BA rule permission application form (docx 0.1MB)
- Supervision of group solvency for groups with centralised risk management (SI Reg 52) (pdf 0.2MB)
- Supplementary information for applications for supervision of group solvency for groups with centralised risk management (docx 0.1MB)
- Supplementary information for applications to apply the matching adjustment (pdf 0.6MB)
- Supplementary information for applications to apply the volatility adjustment (pdf 0.5MB)
- Supplementary information for applications to use ancillary own fund items (pdf 0.2MB)
- Supplementary information for applications to use undertaking specific parameters (for solos and groups) (pdf 0.4MB)
- Supplementary information for applications to apply for the transitional measure on technical provisions (pdf 0.5MB)
- Supplementary information for application to apply matching adjustment (docx 0.1MB)
- Supplementary information - internal model permission (docx 0.1MB)
- Transitional measures - risk-free interest rate (SI Reg 53) (pdf 0.4MB)
- Transitional measures - technical provisions (SI Reg 54) (pdf 0.2MB)
- Transitionals template (xlsx 0.1MB)
- Undertaking specific parameters (SI Reg 47) (pdf 0.1MB)
- Volatility adjustment (SI Reg 43) (pdf 0.1MB)
- Standing data form Jan 19 (pdf 0.8MB)
- structural-reform-approvals
- variation-of-permissions
-
waivers-and-modifications-of-rules
-
2024
- Direction for modification by consent for pure reinsurance branches (pdf 0.1MB)
- Direction for modification by consent of Solvency II Reporting 2.2(1) for solo insurance firms (pdf 0.2MB)
- Direction for modification by consent of Solvency II Reporting 2.2(1) for third country insurance branches (pdf 0.2MB)
- Direction for modification by consent on reverse or mixed branches (pdf 0.2MB)
- Direction US Parented Undertakings (pdf 0.2MB)
- ICR Direction Consolidation Entity (pdf 0.1MB)
- ICR Direction Firm (pdf 0.1MB)
- ICR MbC Consolidation (pdf 0.1MB)
- ICR MbC solo (pdf 0.1MB)
- Insolvent insurers MbC direction (pdf 0.3MB)
- Internal Model application process Q&A (docx 0.1MB)
- Internal Model application template
- LACDT Notification Form (docx 0.1MB)
- LACDT notifications form supplementary (docx 0.1MB)
- Modification by Consent for a CRR consolidation entity to participate in the Interim Capital Regime (ICR) (docx 0.1MB)
- Modification by Consent for a UK bank or building society to participate in the Interim Capital Regime (ICR) (docx 0.1MB)
- Modification by Consent of Loss Absorbing Capacity of Deferred Taxes – Written Notice (pdf 0.3MB)
- Modification by consent of Rule 6.3 of Chapter 6 of the Credit Union Part of the PRA Rulebook (pdf 0.1MB)
- Standard formula notifications form (docx 0.1MB)
- Supplementary information- for prior permissions for repayment and redemption between five and ten years for RT1 (docx 0.1MB)
- Supplementary information for application to apply ancillary own funds (docx 0.1MB)
- Supplementary information for application to classification of own funds permssions (docx 0.1MB)
- Supplementary information for own funds permissions when not in compliance with the SCR (docx 0.1MB)
- Supplementary information for prior permission for LACDT (docx 0.1MB)
- Supplementary information for prior permission for repayment or redemption of an own fund item (docx 0.1MB)
- Supplementary information for prior permissions for early repayment or redemption supplementary form (docx 0.1MB)
- Supplementary information form multiple calculation approaches (docx 0.1MB)
- Supplementary information form third country sub-group (docx 0.1MB)
- TMTP post reform supplementary information form (docx 0.1MB)
- VA post reform supplementary information form (docx 0.1MB)
- Additional Leverage Ratio Buffer Model Requirements - December 2021 (pdf 0.4MB)
- Direction for modification by consent of 5.1 to 5.5 of the Capital Buffers Part of the PRA Rulebook (pdf 0.2MB)
- Direction for Modification by Consent of PRA Rulebook Solvency II Transitional Measures 3.1 (pdf 0.1MB)
- Direction for modification by consent of final reporting rules in PS18/17 (pdf 0.6MB)
- Direction for modification by consent of 5 of Capital buffers part (pdf 0.8MB)
- Direction for modification by consent of regulatory reporting rules (pdf 0.8MB)
- Modification by Consent for a CRR consolidation entity to become an SDDT Consolidation entity (pdf 0.1MB)
- Direction for modification by consent of SDDT firm (pdf 0.1MB)
- Direction for modification by consent of Solvency II Reporting 2.2(1) (pdf 0.8MB)
- Wednesday 16 March 2022 Direction for modification by consent of Solvency II Reporting 2.2(1) (pdf 0.2MB)
- 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) (pdf 0.7MB)
- Direction for modification by consent of the leverage ratio (pdf 0.4MB)
- Direction for modification of 5.3 and 5.5 of the Capital Buffers Part of the PRA Rulebook (pdf 0.4MB)
- Direction for modification by consent for pure reinsurance branches - December 2023 (pdf 0.1MB)
- Direction for modification by consent for pure reinsurance branches (pdf 0.5MB)
- Direction for modification by consent of the Solvency II Group Supervision rules 20.1 and 20.2 with reference to US-parented undertakings (pdf 0.2MB)
- Direction for modification by consent for the treatment of assets representing claims on EEA central governments (pdf 1.2MB)
- Direction for modification by consent for the treatment of assets representing claims on EEA central governments - January 2022 update (pdf 0.7MB)
- 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 (pdf 0.7MB)
- Direction for modification by consent for Material Risk Takers (pdf 0.3MB)
- Direction for modification by consent of the Reporting Frequencies for Submission of Data Items Part of the PRA Rulebook (pdf 0.3MB)
- Entities excluded from the scope of group supervision (Group Supervision 2.2) (pdf 0.1MB)
- FGD supplementary form (pdf 0.2MB)
- Financial conglomerates waivers (Financial Conglomerates 2.1) (pdf 0.4MB)
- Group choice of SCR calculation method (Group Supervision 7.1) (pdf 0.1MB)
- Group SCR or other measures for non-equivalent groups (Group Supervision 20.1 - 2.04) (pdf 0.2MB)
- Guidelines for those applying (pdf 0.1MB)
- Direction for modification of 5.3 of the Capital Buffers Part of the PRA Rulebook (pdf 0.2MB)
- Modification by consent for Insolvent Insurers and Direction for modification by consent for Insolvent Insurers (pdf 0.3MB)
- Direction for modification by consent in relation to the Help to Buy Scheme (pdf 0.4MB)
- MBC in conjunction with Voluntary Requirements (pdf 0.9MB)
- MBC in conjunction with Voluntary Requirements - Jan 2022 (pdf 0.2MB)
- Modification by consent of Fitness and Propriety 2.7 (pdf 0.1MB)
- Direction for modification by consent of Fitness and Propriety 2.7 (pdf 0.1MB)
- Model Direction (pdf 0.1MB)
- Model direction modifying a PRA rule on minimum provisioning requirements (pdf 0.6MB)
- Modification by Consent on reverse or mixed branches (pdf 0.9MB)
- SHOWING NOT LINKED - Modification by consent of Solvency II (pdf 0.9MB)
- NOT SHOWING LINKED - Modification by consent of Solvency II direction (pdf 1.2MB)
- Modification direction (pdf 0.1MB)
- Modification Direction (pdf 0.7MB)
- Modification by Consent Direction on reverse or mixed branches (pdf 0.9MB)
- Modification by consent exclusion of bbls direction (pdf 0.4MB)
- Modification by consent of exclusion of bbls from calculation of total exposure measure leverage ratio (pdf 0.3MB)
- Modification by Consent for a UK bank or building society to become a Small Domestic Deposit Taker (SDDT) (docx 0.1MB)
- Direction for modification by consent of Article 428 da of the Liquidity Part of the PRA Rulebook (pdf 0.3MB)
- Modification by consent of the Leverage Ratio direction (pdf 0.4MB)
- Modification by Consent of CRR Firms – Leverage Ratio rule 1.2, Public Disclosure rule 1.1 and Reporting Leverage Ratio rule 1.2 (pdf 1.2MB)
- Modification by consent of definition of capital rules 7.1 and 7.5 (pdf 0.3MB)
- Direction for modification by consent of definition of capital rules 7.1 and 7.5 (pdf 0.3MB)
- Modification by consent of final reporting rules in PS18/17 (pdf 0.6MB)
- Modification by Consent of Non-Solvency II firms - Senior Insurance Management Functions Part of the PRA Rulebook (pdf 0.8MB)
- Modification by Consent of Regulatory Reporting Rule 21.2 (pdf 0.2MB)
- Modification by consent of regulatory reporting rules (pdf 0.7MB)
- Modification by Consent of Reporting CRR Rule 6.57 (pdf 0.1MB)
- Modification by consent of resolution assessment rule 2024 (pdf 0.1MB)
- Modification by Consent of Solvency II Reporting Rules for National Specific Templates (pdf 0.1MB)
- Modification by Consent of Solvency II Group Supervision Rules (pdf 0.2MB)
- Modification by Consent of Solvency II Group Supervision Rule Direction (pdf 0.1MB)
- 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) (pdf 0.6MB)
- PRA RULEBOOK: CRR FIRMS: RESOLUTION ASSESSMENT (pdf 0.1MB)
- Modification by consent of Rule 3.1 of the Securitisation – Recognition of Significant Risk Transfer Chapter (pdf 0.1MB)
- Direction for modification by consent to Rule 3.11 of the Credit Unions Part of the PRA Rulebook (pdf 0.6MB)
- Modification direction (pdf 0.1MB)
- Modification direction Jan 18 (pdf 0.2MB)
- Modification by consent of the calculation of the total exposure measure of the Leverage Ratio (pdf 0.4MB)
- Modification by Consent for a CRR consolidation entity to become an SDDT Consolidation entity (docx 0.1MB)
- Non-disclosure of information in solvency and financial condition report (Reporting 3.2) (pdf 0.1MB)
- Outputs (xlsx 0.1MB)
- Portfolios permanently exempted from the IRB approach for application of the standardised approach in accordance with Article 150 of CRR (xlsx 0.1MB)
- PPD (xlsb 0.1MB)
- Qualifying Parent Undertakings Additional Leverage Ratio Buffer Model Direction - December 2021 (pdf 0.4MB)
- Supplementary information for applications for quarterly reporting exemptions (pdf 0.1MB)
- Questionnaire on modification of rule relating to quarterly reporting and group supervision (pdf 0.1MB)
- Single group own risk and solvency assessment report (Group Supervision 17.2) (pdf 0.1MB)
- Single group solvency and financial condition report (Group Supervision 18.1) (pdf 0.2MB)
- Waiver - Application Form (pdf 0.8MB)
- Supplementary information for applications for a modification of the scope criteria for a firm that has a non-UK parent which wishes to become an SDDT as set out in paragraph 3.3 of the SoP (pdf 0.2MB)
- Supplementary information for applications for a single own risk and solvency assessment report (docx 0.1MB)
- Supplementary information for applications for a single own risk and solvency assessment report (Group Supervision 17.2) (pdf 0.1MB)
- Supplementary information for applications for a single solvency and financial condition report (docx 0.1MB)
- Supplementary information for applications for single solvency and financial condition report (Group Supervision 18.1) (pdf 0.1MB)
- Supplementary information for applications for non-disclosure of information in the solvency and financial condition report (docx 0.1MB)
- Supplementary information for applications relating to group solvency calculation method (docx 0.1MB)
- Supplementary information for applications to use exclusion from scope (docx 0.1MB)
- Supplementary information form for applications for s138BA rule permission where the PRA has not set out permission-specific assessment criteria (pdf 0.1MB)
- Variation to previous Modifications by Consent to Leverage Ratio rule 1.2, Public Disclosure rule 1.1 and Reporting Leverage Ratio rule 1.2 (pdf 0.7MB)
- VREQ Capital Buffers and Pillar 2A model requirements (pdf 0.4MB)
- Voluntary Requirement – Capital Buffers and Pillar 2A Model Requirements (pdf 1.2MB)
- Voluntary Requirement - Capital Buffer and Pillar 2A Model Requirements (pdf 0.2MB)
- Additional Leverage Ratio Buffer Model Requirements - December 2020 (pdf 0.9MB)
- Voluntary Requirement – Capital Buffers and Pillar 2A Model Requirements - January 2021 (pdf 0.9MB)
- Waiver direction (pdf 0.1MB)
- Direction for waiver by consent of the Continuity of Access rules – September 2019 (pdf 0.2MB)
- Waiver by consent of the Continuity of Access rules – September 2019 (pdf 0.3MB)
- Waiver Direction (pdf 0.1MB)
- Waivers direction Dec 16 (pdf 0.1MB)
-
2024
-
which-firms-does-the-pra-regulate
- 2024
-
2025
- List of designated firms: April 2025
- List of designated firms: June 2025
- List of authorised credit unions
- List of authorised insurers
- List of Banks
-
List of Building Societies
- List of PRA-regulated Building Societies: January 2025
- List of PRA-regulated Building Societies: February 2025
- List of PRA-regulated Building Societies: March 2025
- List of PRA-regulated Building Societies: April 2025
- List of PRA-regulated Building Societies: May 2025
- List of PRA-regulated Building Societies: June 2025
- List of ring-fenced bodies as at 1 April 2025 (pdf 0.3MB)
- List of ring-fenced bodies as at 1 January 2025 (pdf 0.1MB)
- List of ring-fenced bodies as at 4 February 2025 (pdf 0.1MB)
- Application to the PRA for confirmation of transfer of business to a company (pdf 0.2MB)
- Decision by the Prudential Regulation Authority on the Application of Liverpool Victoria Friendly Society to convert to Liverpool Victoria Financial (pdf 0.6MB)
- Decision by the PRA - Red Rose Friendly Society transfer decision (pdf 0.2MB)
- Decision by the Prudential Regulation Authority on the Application of Civil Service Healthcare Society Limited (pdf 0.4MB)
- Form of application to the Authority for confirmation of an amalgamation (pdf 0.2MB)
- Form of application to the Authority for confirmation of transfer of engagements (transferee society) (pdf 0.2MB)
- Form of application to the Authority for confirmation of transfer of engagements (transferor society) (pdf 0.2MB)
- Illustrative structure for a transfer document (pdf 0.2MB)
- Kensington Friendly Collecting Society decision (pdf 0.2MB)
- Kingston Unity Friendly Society transfer of engagements decision (pdf 0.4MB)
- Manchester Building Society - Newcastle Building Society merger confirmation decision (pdf 0.2MB)
- Nottingham Building Society - Shepshed Building Society merger confirmation decision (pdf 0.1MB)
- Police mutual transfer of engagements decision notice (pdf 0.4MB)
- Pro-forma (pdf 0.2MB)
- Pro forma merger document (pdf 0.4MB)
- Pro forma notice of, and applications for, confirmation of amalgamation (pdf 0.2MB)
- Progressive Building Society - City of Derry Building Society merger confirmation decision (pdf 0.2MB)
- Skipton Building Society – Holmesdale Building Society merger confirmation decision (pdf 0.2MB)
- banking-data-review
-
consultation-paper
-
2012
- Designation of investment firms for prudential supervision by the PRA - background paper (pdf 0.4MB)
- Designation of investment firms for prudential supervision by the PRA: consultation on a draft policy statement (pdf 0.1MB)
- Power of Direction Over Qualifying Parent Undertakings by the PRA: consultation on a draft policy (pdf 0.1MB)
-
2013
- Prudential Regulation Authority fees and levies: policy proposals for 2014/15 - CP10/13 (pdf 0.2MB)
- Credit risk: internal ratings based approaches - CP4/13 (pdf 0.2MB)
- Strengthening capital standards: implementing CRD IV - CP5/13 (pdf 2.2MB)
- Schemes of arrangement by general insurance firms - CP6/13 (pdf 0.1MB)
- Capital extractions by run-off firms within the general insurance sector - CP7/13 (pdf 0.1MB)
- Occasional Consultation Paper - CP8/13 (pdf 0.8MB)
- Solvency II: EIOPA's preparatory guidelines to PRA-authorised firms - CP9/13 (pdf 0.2MB)
- Prudential Regulation Authority Regulated fees and levies: rates proposals 2013/14 (pdf 0.2MB)
-
2014
- Valuation risk for insurers - CP10/14 (pdf 0.1MB)
- Implementing the FPC's recommendation on loan to income ratios in mortgage lending - CP11/14 (pdf 0.8MB)
- Financial Services Compensation Scheme: management expenses levy limit 2014/15 - CP1/14 (pdf 1.2MB)
- CRD IV: updates for credit risk mitigation, credit risk, governance and market risk - CP12/14 (pdf 1MB)
- Implementing the Bank Recovery and Resolution Directive - CP13/14 (pdf 0.8MB)
- Strengthening accountability in banking: a new regulatory framework for individuals - CP14/14 (pdf 2MB)
- Cost Benefit Analysis of New Regime for Individual Accountability and Remuneration - Final Report (pdf 1.4MB)
- Strengthening the alignment of risk and reward: new remuneration rules - CP15/14 (pdf 1.9MB)
- Transposition of Solvency II: Part 3 - CP16/14 (pdf 5.3MB)
- Transposition of Solvency II: Part 3 - CP16/14 Appendix 1 (pdf 3.9MB)
- Transposition of Solvency II: Part 3 - CP16/14 Appendix 2 (pdf 0.4MB)
- Transposition of Solvency II: Part 3 - CP16/14 Appendix 3 (pdf 0.1MB)
- CRD IV: data collection on remuneration practices - CP17/14 (pdf 0.6MB)
- CRD IV: compliance with the EBA's Guidelines on disclosure of encumbered and - CP18/14 (pdf 0.3MB)
- The implementation of ring-fencing: consultation on legal structure, governance and the - CP19/14 (pdf 0.5MB)
- Depositor Protection - CP20/14 (pdf 0.7MB)
- Policyholder Protection - CP21/14 (pdf 0.6MB)
- The PRA Rulebook - CP2/14 (pdf 1.8MB)
- The PRA's approach to with-profits insurance business - CP22/14 (pdf 0.4MB)
- Solvency II approvals - CP23/14 (pdf 1.5MB)
- Solvency II: further measures for implementation - CP24/14 (pdf 0.5MB)
- The PRA Rulebook: Part 2 - CP25/14 (pdf 2.1MB)
- The PRA Rulebook: Part 2 - CP25/14 Appendix 1a (pdf 0.1MB)
- The PRA Rulebook: Part 2 - CP25/14 Appendix 1b (pdf 0.1MB)
- The PRA Rulebook: Part 2 - CP25/14 Appendix 1c (pdf 0.1MB)
- The PRA Rulebook: Part 2 - CP25/14 Appendix 1d (pdf 0.1MB)
- The PRA Rulebook: Part 2 - CP25/14 Appendix 1e (pdf 0.1MB)
- The PRA Rulebook: Part 2 - CP25/14 Appendix 1f (pdf 0.1MB)
- The PRA Rulebook: Part 2 - CP25/14 Appendix 1g (pdf 0.1MB)
- The PRA Rulebook: Part 2 - CP25/14 Appendix 2a (pdf 0.1MB)
- The PRA Rulebook: Part 2 - CP25/14 Appendix 2b (pdf 0.1MB)
- The PRA Rulebook: Part 2 - CP25/14 Appendix 2c (pdf 0.6MB)
- The PRA Rulebook: Part 2 - CP25/14 Appendix 2d (pdf 0.4MB)
- The PRA Rulebook: Part 2 - CP25/14 Appendix 2e (pdf 0.2MB)
- The PRA Rulebook: Part 2 - CP25/14 Appendix 3 (pdf 0.2MB)
- Senior insurance managers regime: a new regulatory framework for individuals - CP26/14 (pdf 1.7MB)
- CRD IV: Liquidity - CP27/14 (pdf 1.1MB)
- Strengthening accountability in banking: forms, consequential and transitional aspects - CP28/14 (pdf 3.5MB)
- Solvency II: recognition of deferred tax - CP3/14 (pdf 0.2MB)
- Supervising International Banks: the PRA's approach to branch supervision - CP4/14 (pdf 0.5MB)
- Occasional Consultation Paper - CP5/14 (pdf 0.3MB)
- Clawback - CP6/14 (pdf 0.3MB)
- Solvency II: calculation of technical provisions and the use of internal models for - CP7/14 (pdf 0.2MB)
- Regulated fees and levies - CP8/14 (pdf 0.3MB)
- Subordinated guarantees and the quality of capital for insurers - CP9/14 (pdf 0.3MB)
- Ensuring operational continuity in resolution - DP1/14 (pdf 0.3MB)
-
2015
- PRA Rulebook: Administration Instrument (No. [2]) 2015 - CP32/15 (pdf 0.4MB)
- Handbook administration instrument (No. 1) 2015 (pdf 0.1MB)
- PRA rulebook: Administration instrument (No1) 2015 (pdf 0.4MB)
- PRA Rulebook: Administration Instrument (No. [2]) 2015 (pdf 0.4MB)
- Regulated fees and levies: rates proposals 2015/16 - CP10/15 (pdf 0.6MB)
- Solvency II: supervisory approval for the volatility adjustment - CP11/15 (pdf 0.6MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 (pdf 1.4MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - Concentration Risk (xlsx 0.1MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - Concentration Risk GN (pdf 0.1MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - Credit Risk Standardised Approach (xlsx 0.1MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - Credit Risk GN (pdf 0.1MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - Credit Risk Internal Ratings Based Approach (xlsx 0.1MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - Credit Risk Internal Ratings Based Approach (pdf 0.1MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - Firm information and summary assessment (xlsx 0.1MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - Firm information and summary assessment GN (pdf 0.1MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - guidance on terms used (pdf 0.1MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - Market Risk (xlsx 0.1MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - Market Risk GN (pdf 0.2MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - Operational Risk (xlsx 5.8MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - Operational Risk GN (pdf 0.1MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - Pension Risk Template (xlsx 0.1MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - Pension Risk GN (pdf 0.1MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - Pillar 2 Data Templates (xlsx 6MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - Pillar 2 Guidance Notes (pdf 0.4MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - Reporting schedule (pdf 0.1MB)
- Senior Insurance Managers Regime: a streamlined approach for non-Solvency II firms - CP12/15 (pdf 1.1MB)
- Changes to the Approved Persons Regime for Solvency II firms - FCA (CP15/16) and PRA (CP13/15) (pdf 3.6MB)
- Solvency II: treatment of sovereign debt in internal models - CP14/15 (pdf 0.4MB)
- Depositor and dormant account protection - further amendments - CP15/15 (pdf 0.9MB)
- Solvency II: consistency of UK generally accepted accounting principles with the - CP16/15 (pdf 1.5MB)
- The PRA Rulebook: Part 3 - CP17/15 (pdf 3MB)
- PRA RULEBOOK: PASSPORTING INSTRUMENT [YEAR] (pdf 0.4MB)
- PRA RULEBOOK: REGULATORY REPORTING INSTRUMENT [YEAR] (pdf 0.4MB)
- PRA RULEBOOK: REGULATORY REPORTING AMENDMENT INSTRUMENT [YEAR] (pdf 0.2MB)
- PRA RULEBOOK: CRR FIRMS: INTERNAL GOVERNANCE OF THIRD COUNTRY BRANCHES INSTRUMENT [YEAR] (pdf 0.1MB)
- PRA RULEBOOK: CRR FIRMS: REVERSE STRESS TESTING (AMENDMENT TO ICAA) INSTRUMENT [YEAR] (pdf 0.1MB)
- HANDBOOK (RULEBOOK CONSEQUENTIALS NO. 3) INSTRUMENT [YEAR] (pdf 0.1MB)
- PRA RULEBOOK: GLOSSARY INSTRUMENT (No. 2) [YEAR] (pdf 0.1MB)
- Draft Supervisory Statement | SS[x]/15 - Guidelines for completing regulatory reports (pdf 1.5MB)
- Internal governance of third country branches (pdf 0.1MB)
- The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review (pdf 0.1MB)
- Internal governance (pdf 0.1MB)
- Corporate governance: Board responsibilities - CP18/15 (pdf 0.3MB)
- Contractual Stays in Financial Contracts Governed by Third-Country Law - CP19/15 (pdf 0.6MB)
- Solvency II: internal model reporting codes and components and life product codes - CP20/15 (pdf 0.3MB)
- Depositor and policyholder protection - technical amendments - CP21/15 (pdf 1.1MB)
- Financial Services Compensation Scheme - management expenses levy limit 2015/16 - CP2/15 (pdf 0.9MB)
- Reform of the legacy Credit Unions sourcebook - CP22/15 (pdf 0.8MB)
- Key resources - CP22/15 'Reform of the legacy Credit Unions sourcebook' (pdf 0.1MB)
- Depositor and dormant account protection - consequential amendments - CP23/15 (pdf 1.5MB)
- Implementing a UK leverage ratio framework - CP24/15 (pdf 2.1MB)
- Solvency II: Reporting and public disclosure - options provided to supervisory authorities - CP25/15 (pdf 0.8MB)
- The SIMR: implementation proposals for non-Solvency II firms - CP26/15 (pdf 0.3MB)
- The SIMR: implementation proposals for non-Solvency II firms - CP26/15 Appendix 2,3,4 (pdf 1MB)
- The SIMR: implementation proposals for non-Solvency II firms - CP26/15 Appendix 5 (pdf 0.6MB)
- The prudential regime for non-Solvency II insurance firms and consequential amendments - CP27/15 (pdf 0.3MB)
- The prudential regime for non-Solvency II insurance firms and consequential - CP27/15 Appendix 1,2,3 (pdf 1MB)
- The PRA Rulebook: Part 4 - CP28/15 (pdf 1.3MB)
- Occasional Consultation Paper - CP29/15 (pdf 1.2MB)
- Solvency II: applying EIOPA Set 2, System of Governance and ORSA Guidelines - CP30/15 (pdf 0.8MB)
- Solvency II: third-country insurance and pure reinsurance branches - CP31/15 (pdf 0.8MB)
- Solvency II: transitional measures and the treatment of participations - CP3/15 (pdf 0.4MB)
- The implementation of ring-fencing: the PRA?s approach to ring-fencing transfer schemes - CP33/15 (pdf 0.5MB)
- Implementing audit committee requirements under the revised Statutory Audit Directive - CP34/15 (pdf 0.7MB)
- Amendments to Various Forms - CP35/15 (pdf 0.6MB)
- Appendix 1: Forms amended with immediate effect under powers of direction - CP35/15 (pdf 5.1MB)
- Appendix 2: Draft Handbook text and PRA Rulebook text - proposed changes to forms made - CP35/15 (pdf 1.9MB)
- Strengthening accountability in banking and insurance: regulatory references - CP36/15 (pdf 2.6MB)
- The implementation of ring-fencing: prudential requirements, intragroup arrangements - CP37/15 (pdf 2.8MB)
- Ensuring operational continuity in resolution - CP38/15 (pdf 0.8MB)
- Addendum to Consultation Paper: Ensuring operational continuity in resolution - CP38/15 (pdf 0.7MB)
- The PRA's approach to identifying other systemically important institutions (O-SIIs) - CP39/15 (pdf 0.5MB)
- The PRA Rulebook: Fees - CP40/15 (pdf 0.7MB)
- Occasional Consultation Paper - CP41/15 (pdf 1.9MB)
- Depositor, dormant account and policyholder protection - amendments - CP4/15 (pdf 2MB)
- Capital extractions by run-off firms within the general insurance sector - CP42/15 (pdf 0.4MB)
- Solvency II: external audit of the public disclosure requirement - CP43/15 (pdf 0.7MB)
- The minimum requirement for own funds and eligible liabilities (MREL) - CP44/15 (pdf 0.6MB)
- Pillar 2: Update to reporting data items and instructions - CP45/15 (pdf 0.6MB)
- FSA071 - Data item - CP45/15
- FSA071 - Instructions - CP45/15 (pdf 0.3MB)
- FSA072 - Data item - CP45/15 (xls 0.2MB)
- FSA072 - Instructions - CP45/15 (pdf 0.3MB)
- FSA073 - Data item - CP45/15 (xls 1.6MB)
- FSA073 - Instructions - CP45/15 (pdf 0.3MB)
- FSA074 - Data item - CP45/15 (xls 3MB)
- FSA074 - Instructions - CP45/15 (pdf 0.3MB)
- FSA075 - Data item - CP45/15 (xls 0.2MB)
- FSA075 - Instructions - CP45/15 (pdf 0.3MB)
- FSA076 - Data item - CP45/15
- FSA076 - Instructions - CP45/15 (pdf 0.3MB)
- FSA077 - Data item - CP45/15
- FSA077 - Instructions - CP45/15 (pdf 0.3MB)
- FSA078 - Data item - CP45/15
- FSA078 - Instructions - CP45/15 (pdf 0.4MB)
- FSA079 - Data item - CP45/15
- FSA079 - Instructions - CP45/15 (pdf 0.4MB)
- FSA080 - Data item - CP45/15 (xls 1.6MB)
- FSA080 - Instructions - CP45/15 (pdf 0.3MB)
- FSA081 - Data item - CP45/15
- FSA081 - Instructions - CP45/15 (pdf 0.3MB)
- FSA082 - Data item - CP45/15
- FSA082 - Instructions - CP45/15 (pdf 0.3MB)
- Solvency II: applying EIOPA's Set 1 Guidelines to PRA-authorised firms - CP5/15 (pdf 0.3MB)
- Whistleblowing in deposit-takers, PRA-designated investment firms and insurers - CP6/15 (pdf 1.3MB)
- Approach to non-executive directors in banking and Solvency II firms & Application of the - CP7/15 (pdf 1.9MB)
- Engagement between external auditors and supervisors and commencing the PRA's disciplinary - CP8/15 (pdf 1.1MB)
- Strengthening accountability in banking: UK branches of foreign banks - CP9/15 (pdf 2.5MB)
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2016
- Regulated fees and levies: rates proposals 2016/17 – CP10/16 (pdf 0.8MB)
- Underwriting standards for buy-to-let mortgage contracts - CP11/16 (pdf 0.5MB)
- Underwriting standards for buy-to-let mortgage contracts – CP11/16 (pdf 0.5MB)
- Draft Supervisory Statement on Buy-to-let Underwriting Standards - presentation slides (pdf 0.3MB)
- Strengthening individual accountability in banking: amendments to notification rules and forms – CP1/16 (pdf 1.2MB)
- Supervising building societies’ treasury and lending activities – CP12/16 (pdf 0.9MB)
- Solvency II: Remuneration requirements - CP13/16 (pdf 0.9MB)
- Proposed Implementation of the Enforcement Review and the Green Report – CP14/16 (pdf 0.7MB)
- Recalculation of the ‘transitional measure on technical provisions’ under Solvency II - CP15/16 (pdf 0.5MB)
- Solvency II: matching adjustment - CP16/16 (pdf 0.5MB)
- Regulatory reporting of financial statements, forecast capital data and IFRS 9 - CP17/16 (pdf 0.9MB)
- Capital+ - CP17/16 PRA101 (xlsx 0.2MB)
- Definitions for forecast balance sheet templates (PRA104 - PRA106) - CP17/16 (pdf 0.1MB)
- Notes on filling in data-points in the Capital+ CP17/16 PRA101 (pdf 0.5MB)
- Capital+ - CP17/16 PRA102 (xlsx 0.2MB)
- Notes on filling in data-points in the Capital+ - CP17/16 PRA102 (pdf 0.5MB)
- Capital+ - CP17/16 PRA103 (xlsx 0.1MB)
- Notes on filling in data-points in the Capital+ - CP17/16 PRA103 (pdf 0.4MB)
- Balance sheet - Forecast data (assets) - CP17/16 PRA104 (xlsx 0.1MB)
- Balance sheet - Forecast data (Liabilities) - CP17/16 PRA105 (xlsx 0.1MB)
- Balance sheet - Forecast data (Equity) - CP17/16 PRA 106 (xlsx 0.1MB)
- Statement of profit or loss - forecast data - CP17/16 PRA107 (xlsx 5.8MB)
- Memorandum items - CP17/16 PRA108 (xlsx 0.1MB)
- Definitions for forecast profit or loss template (PRA107) - CP17/16 (pdf 0.1MB)
- Memorandum items (PRA 108) (pdf 0.2MB)
- Reporting requirements for non-Solvency II insurance firms - CP18/16 (pdf 1.4MB)
- PRA RULEBOOK: NON-SOLVENCY II FIRMS: FRIENDLY SOCIETY - REPORTING INSTRUMENT [YEAR] (pdf 0.5MB)
- Statement of solvency - general insurance business (pdf 1.3MB)
- PRA RULEBOOK: NON-SOLVENCY II FIRMS: FRIENDLY SOCIETY - REPORTING INSTRUMENT [YEAR] (pdf 0.1MB)
- FSC 2 - Return (pdf 0.3MB)
- PRA RULEBOOK: GLOSSARY AND INSURANCE CONSEQUENTIALS INSTRUMENT [YEAR] (pdf 0.2MB)
- Solvency II: Changes to internal models used by UK insurance firms - CP19/16 (pdf 0.5MB)
- Solvency II: consolidation of Directors' letters - CP20/16 (pdf 1MB)
- Pillar 2 liquidity - CP21/16 (pdf 0.7MB)
- Buy-outs of variable remuneration - CP2/16 (pdf 0.4MB)
- Solvency II: Monitoring model drift and standard formula SCR reporting for firms with an - CP22/16 (pdf 0.5MB)
- Solvency II: Monitoring model drift and standard formula SCR reporting for - CP22/16 Appendix 1 (xlsx 0.1MB)
- Solvency II: external audit of the public disclosure requirement - CP23/16 (pdf 0.7MB)
- Credit union regulatory reporting - CP24/16 (pdf 0.8MB)
- The implementation of ring-fencing: reporting and residual matters - CP25/16 (pdf 1.1MB)
- PRA109: Intragroup exposures - CP25/16 (xlsx 0.1MB)
- PRA109 Intragroup exposures - CP25/16 (pdf 0.3MB)
- PRA110: Intragroup funding - CP25/16 (xlsx 0.1MB)
- PRA110 Intragroup funding - CP25/16 (pdf 0.3MB)
- PRA111: Intragroup financial reporting (core) - CP25/16 (xlsx 0.1MB)
- PRA111 and PRA112: Intragroup financial reporting - core and detailed breakdowns - CP25/16 (pdf 0.3MB)
- PRA112: Intragroup financial reporting (detailed breakdown) - CP25/16 (xlsx 0.2MB)
- PRA113: Joint and several liability arising from taxes - CP25/16 (xlsx 0.1MB)
- PRA113 Joint and several liability arising from taxes - CP25/16 (pdf 0.3MB)
- PRA114: Excluded activity entities - CP25/16 (xlsx 0.1MB)
- PRA114 Excluded activity entities - CP25/16 (pdf 0.3MB)
- PRA115: Use of financial market infrastructures - CP25/16 (xlsx 0.1MB)
- PRA115 Use of financial market infrastructures - CP25/16 (pdf 0.3MB)
- PRA116: Excluded activities and prohibitions - CP25/16 (xlsx 0.1MB)
- PRA116 Excluded activities and prohibitions - CP25/16 (pdf 0.4MB)
- Occasional Consultation Paper - CP26/16 (pdf 0.9MB)
- The PRA's implementation of the systemic risk buffer - CP27/16 (pdf 0.5MB)
- Ensuring operational continuity in resolution: reporting requirements - CP28/16 (pdf 0.8MB)
- Residential mortgage risk weights - CP29/16 (pdf 0.7MB)
- PRA fees and FSCS levies for insurers: proposals for a transitional approach in 2017/18 - CP30/16 (pdf 0.7MB)
- Solvency II: updates to SS25/15 and SS26/15 - CP31/16 (pdf 0.5MB)
- Proposed updates to internal model outputs (non-life) and ORSA ultimate outputs - CP31/16 (xlsx 2.3MB)
- Proposed amendments to internal model outputs (non-life) instructions - CP31/16 (pdf 1.1MB)
- Occasional consultation paper - CP3/16 (pdf 0.6MB)
- Dealing with a market turning event in the general insurance sector - CP32/16 (pdf 0.6MB)
- The PRA's expectations on remuneration - CP33/16 (pdf 0.7MB)
- Strengthening accountability in banking and insurance: amendments and optimisations - CP34/16 (pdf 2.3MB)
- Draft instrument PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS: SENIOR MANAGERS REGIME AMENDMENT - CP34/16 (pdf 0.3MB)
- Draft instrument PRA RULEBOOK: SOLVENCY II FIRMS, NON SOLVENCY II FIRMS: SENIOR INSURANCE - CP34/16 (pdf 0.5MB)
- Draft revised Supervisory Statement 28/15 - Strengthening individual accountability in - CP34/16 (pdf 0.6MB)
- Draft revised Supervisory Statement 35/15 - Strengthening individual accountability in - CP34/16 (pdf 0.5MB)
- Draft forms - CP34/16 (pdf 1MB)
- Strengthening accountability in banking and insurance: amendments and optimisations - CP34/16 (pdf 0.7MB)
- Whistleblowing in UK branches - CP35/16 (pdf 0.7MB)
- Occasional Consultation Paper - CP36/16 (pdf 1MB)
- Solvency II: group supervision - CP38/16 (pdf 0.5MB)
- Cyber insurance underwriting risk - CP39/16 (pdf 0.5MB)
- Solvency II: Reporting format of National Specific Templates and reporting clarifications - CP40/16 (pdf 0.6MB)
- National specific template Log NS.00 - Content of the submission & Basic Information (pdf 0.2MB)
- Content of the submission (xlsx 0.1MB)
- National specific template Log NS.01 - with-profits value of bonus (pdf 0.2MB)
- With-profits Value of Bonus (xlsx 0.1MB)
- National specific template Log NS.02 - with-profits assets and liabilities (pdf 0.3MB)
- With-profits Liabilities and Assets (xlsx 0.1MB)
- National specific template Log NS.03 - material pooling arrangements (pdf 0.2MB)
- Material pooling arrangements (xlsx 0.1MB)
- National specific template Log NS.04 - assessable mutuals (pdf 0.2MB)
- Assessable Mutuals - Performance by Policy Year and Class of Mutual Members (xlsx 0.1MB)
- National specific template Log NS.05 - revenue account life (pdf 0.3MB)
- Revenue Account (Life) (xlsx 0.1MB)
- National specific template Log NS.06 - business model analysis (life) (pdf 0.2MB)
- Business Model Analysis (Life) (xlsx 0.1MB)
- Business model analysis non-life (pdf 0.4MB)
- Business model analysis non-life (xlsx 0.1MB)
- Business model analysis - financial guarantee insurers (pdf 0.3MB)
- Business model analysis - financial guarantee insurers (xlsx 0.1MB)
- Best estimate assumptions for life insurance risks (pdf 0.3MB)
- Best estimate assumptions for life insurance risks (xlsx 0.1MB)
- Projection of future cash flows (best estimate - non-life: liability claim types) (pdf 0.3MB)
- Projection of future cash flows (best estimate - non-life: liability claim types) (xlsx 0.1MB)
- Non-life claim development information (general liability sub-classes) (pdf 0.3MB)
- Non-life claim development information (general liability sub-classes) (xlsx 0.1MB)
- The Society of Lloyd's solvency capital requirement (pdf 0.2MB)
- The Society of Lloyd's solvency capital requirement (xlsx 0.1MB)
- The Society of Lloyd's minimum capital requirement (pdf 0.2MB)
- The Society of Lloyd's minimum capital requirement (xlsx 0.1MB)
- Deposit protection limit - CP41/16 (pdf 0.8MB)
- Financial Services Compensation Scheme - management expenses levy limit 2016/17 - CP4/16 (pdf 0.9MB)
- Authorisation and supervision of insurance special purpose vehicles - CP42/16 (pdf 1.4MB)
- Implementation of MiFID II: Part 2 - CP43/16 (pdf 0.9MB)
- Amendments to the PRA's rules on loan to income ratios in mortgage lending - CP44/16 (pdf 0.7MB)
- Amendments to Notes for completion of the MLAR - CP45/16 (pdf 0.4MB)
- NOTES FOR COMPLETION OF THE MORTGAGE LENDERS & ADMINISTRATORS RETURN (MLAR) (pdf 1.2MB)
- SUPERVISION MANUAL (REPORTING No [x]) (pdf 0.8MB)
- IFRS 9: changes to reporting requirements - CP46/16 (pdf 0.8MB)
- Maintenance of the 'transitional measure on technical provisions' under Solvency II - CP47/16 (pdf 0.5MB)
- Solvency II: Matching adjustment - illiquid unrated assets and equity release mortgages - CP48/16 (pdf 0.7MB)
- Complaints against the Regulators (the BoE , the FCA and the PRA) - CP5/16 (pdf 0.2MB)
- Amendments to the PRA's rule on loan to income ratios in mortgage lending - CP6/16 (pdf 0.6MB)
- Implementing risk-based levies for the Financial Services Compensation Scheme deposits - CP7/16 (pdf 0.8MB)
- The contractual recognition of bail-in: amendments to Prudential Regulation Authority rules - CP8/16 (pdf 0.6MB)
- Implementation of MiFID II: Part 1 - CP9/16 (pdf 0.7MB)
- Equity release mortgages - DP1/16 (pdf 0.6MB)
-
2017
- Compliance with the EBA’s Guidelines on disclosure – CP10/17 (pdf 0.5MB)
- Changes to the UK leverage ratio framework – CP11/17 (pdf 0.7MB)
- Financial Services Compensation Scheme - Management Expenses Levy Limit 2017/18 - CP1/17 (pdf 0.6MB)
- Pillar 2A capital requirements and disclosure – CP12/17 (pdf 0.6MB)
- Pillar 2 liquidity – CP13/17 (pdf 1MB)
- PRA110 Cash flow mismatch (colour coded) - CP13/17 (xlsx 0.2MB)
- Pillar 2 liquidity instructions – CP13/17 (pdf 0.6MB)
- PRA110 Cash flow mismatch - CP13/17 (xlsx 0.3MB)
- Strengthening individual accountability in insurance: extension of the Senior Managers and Certification Regime to insurers – CP14/17 (pdf 1.5MB)
- The minimum requirement for own funds and eligible liabilities (MREL) – buffers – CP15/17 (pdf 0.5MB)
- PRA fees and levies: model transaction fees, fees and FSCS levies for insurers and fees for designated investment firms – CP16/17 (pdf 1MB)
- Regulated fees and levies: Adjustment to rates for 2017/18 - CP17/17 (pdf 0.6MB)
- Occasional Consultation Paper – CP18/17 (pdf 1.9MB)
- Groups policy and double leverage - CP19/17 (pdf 0.8MB)
- Changes to the PRA’s large exposures framework (pdf 0.6MB)
- Solvency II: Matching adjustment - CP21/17 (pdf 0.7MB)
- Occasional Consultation Paper - CP2/17 (pdf 1MB)
- Solvency II: Supervisory approval for the volatility adjustment (pdf 0.6MB)
- Financial management and planning by insurers – CP23/17 (pdf 0.5MB)
- Solvency II: Internal models - modelling of the matching adjustment - CP24/17 (pdf 0.6MB)
- Pillar 2: Update to reporting requirements - CP25/17 (pdf 0.8MB)
- Pillar 2: Update to reporting requirements - CP25/17 - zip file (zip 1.1MB)
- Pillar 2: Update to reporting requirements - CP25/17 - template (xlsx 0.1MB)
- Model risk management principles for stress testing - CP26/17 (pdf 0.6MB)
- Solvency II: Internal models update - CP27/17 (pdf 0.6MB)
- Solvency II: Internal models update - CP27/17 - pdf log file (pdf 0.2MB)
- Solvency II: Internal models update - CP27/17 - xlsm doc
- Strengthening accountability: implementing the extension of the SM&CR to insurers and other amendments - CP28/17 (pdf 4.9MB)
- Strengthening accountability: implementing the extension of the SM&CR to insurers and other amendments - CP28/17 App 1 (pdf 1.2MB)
- Strengthening accountability: implementing the extension of the SM&CR to insurers and other amendments - CP28/17 App 2 (pdf 1.8MB)
- Strengthening accountability: implementing the extension of the SM&CR to insurers and other amendments - CP28/17 App 3 (pdf 2.6MB)
- Strengthening accountability: implementing the extension of the SM&CR to insurers and other amendments - CP28/17 split version (pdf 0.6MB)
- International banks: the Prudential Regulation Authority’s approach to branch authorisation and supervision - CP29/17 (pdf 0.8MB)
- International insurers: the Prudential Regulation Authority’s approach to branch authorisation and supervision - CP30/17 (pdf 0.6MB)
- Refining the PRA's Pillar 2A capital framework - CP3/17 (pdf 0.8MB)
- Regulated fees and levies: rates proposals 2017/18 - CP4/17 (pdf 1MB)
- Internal Ratings Based (IRB) approach: clarifying PRA expectations - CP5/17 (pdf 0.6MB)
- Regulatory reporting: occasional consultation paper – CP6/17 (pdf 0.4MB)
- Solvency II: Data collection of market risk sensitivities – CP7/17 (pdf 0.5MB)
- Strengthening accountability in banking and insurance: optimisations to the SIMR, and changes to (pdf 5.8MB)
- Draft instrument PRA RULEBOOK: SOLVENCY II FIRMS, NON-SOLVENCY II FIRMS: SENIOR INSURANCE MANAGERS REGIME (AMENDMENT) (NO.X) INSTRUMENT [DATE] (pdf 0.8MB)
- Draft instrument PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS: SENIOR MANAGERS REGIME AMENDMENT (NO.Y) INSTRUMENT [DATE] (pdf 0.7MB)
- Draft forms for the SIMR for insurers (pdf 3.4MB)
- Draft forms to the SM&CR for relevant authorised persons (RAPs) (pdf 2MB)
- Strengthening accountability in banking and insurance: optimisations to the SIMR, and changes to SMR forms – CP8/17 (split version) (pdf 0.6MB)
- Recovery planning - CP9/17 (pdf 0.8MB)
- Recovery plan information template - CP9/17 Appendix 1 (xlsx 0.1MB)
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2018
- Internal model counterparty risk – IM.02 LOG file - CP10/18 Appendix (pdf 0.2MB)
- Internal model counterparty risk – IM.02 template - CP10/18 Appendix (xlsx 0.1MB)
- Solvency II: Updates to internal model output reporting - CP10/18 (pdf 0.5MB)
- Solvency II: Changes to reporting format - CP11/18 (pdf 0.5MB)
- Resolution planning: MREL reporting – CP1/18 (pdf 0.6MB)
- MREL reporting templates - CP1/18 appendix (xlsx 0.2MB)
- Guidance on reporting templates and definitions - CP1/18 appendix (pdf 0.4MB)
- Securitisation: The new EU framework and Significant Risk Transfer - CP12/18 (pdf 0.8MB)
- Solvency II: Equity release mortgages - CP13/18 (pdf 0.7MB)
- UK leverage ratio: Applying the framework to systemic ring-fenced bodies and reflecting the systemic risk buffer – CP14/18 (pdf 0.8MB)
- Solvency II: Group own funds availability - CP15/18 (pdf 0.5MB)
- Regulatory reporting: occasional consultation paper - CP16/18 (pdf 0.7MB)
- Credit risk: the definition of default - CP17/18 (pdf 0.6MB)
- Strengthening accountability: implementing the extension of the SM&CR to insurers - CP18/18 (pdf 1.1MB)
- Regulatory reporting: EBA Taxonomy 2.9 - CP19/18 (pdf 0.7MB)
- PRA101, PRA102, and PRA103 templates (xlsx 0.2MB)
- RFB004 template (xlsx 0.3MB)
- cp2-18
- Strengthening accountability: implementing the extension of the SM&CR to insurers (Part 2) (pdf 0.7MB)
- Regulatory transactions: Changes to notification and application forms - CP21/18 (pdf 6.1MB)
- Regulatory transactions: Changes to notification and application forms - CP21/18 Appendix 2 (pdf 6.5MB)
- Regulatory transactions: Changes to notification and application forms - CP21/18 split (pdf 0.7MB)
- Changes in insurance reporting requirements – CP2/18 (pdf 0.8MB)
- cp218ns01log (pdf 0.2MB)
- cp218ns02log (pdf 0.3MB)
- cp218ns05 (xlsx 0.1MB)
- cp218ns05log (pdf 0.3MB)
- cp218ns06 (xlsx 0.1MB)
- cp218ns06log (pdf 0.3MB)
- cp218ns07 (xlsx 0.1MB)
- cp218ns07log (pdf 0.9MB)
- cp218ns09 (xlsx 0.1MB)
- cp218ns09log (pdf 0.3MB)
- cp218ns10 (xlsx 0.1MB)
- cp218ns10log (pdf 0.6MB)
- cp218ns11 (xlsx 0.1MB)
- cp218ns11log (pdf 0.4MB)
- Liquidity reporting: FSA047 and FSA048 - CP22/18 (pdf 0.9MB)
- Enhancing banks’ and insurers’ approaches to managing the financial risks from climate change’ - CP23/18 (pdf 0.6MB)
- Occasional Consultation Paper - CP24/18 (pdf 0.9MB)
- Draft PRA Rulebook: EU Exit Instrument - CP26/18 Appendix 4 (pdf 1.8MB)
- Draft BTS EU Exit Instruments and list of BTS in this consultation - CP26/18 Appendix 5 (pdf 3.2MB)
- UK withdrawal from the EU: Changes to PRA Rulebook and onshored Binding Technical Standards - CP26/18 - complete version (pdf 4.3MB)
- UK withdrawal from the EU: Changes to PRA Rulebook and onshored Binding Technical Standards - CP26/18 - split version (pdf 1.3MB)
- cp2718 (pdf 0.4MB)
- PRA fees and levies: Changes to periodic and transaction fees - CP28/18 (pdf 0.8MB)
- The systemic risk buffer: Updates to the Statement of Policy - CP29/18 (pdf 0.5MB)
- FCA and PRA changes to mortgage reporting requirements - CP30/18 (pdf 1.5MB)
- Resolution assessment and public disclosure by firms - CP31/18 (pdf 0.8MB)
- Financial Services Compensation Scheme – Management Expenses Levy Limit 2018/19 (pdf 0.6MB)
- cp3218-complete (pdf 3MB)
- cp3218-split (pdf 1.7MB)
- cp3218app2 (pdf 1.4MB)
- cp3218app3 (pdf 1.4MB)
- cp3218app4 (pdf 1MB)
- Insurance Distribution Directive: change to commencement date - CP4/18 (pdf 0.7MB)
- Algorithmic trading - CP5/18 (pdf 0.5MB)
- Credit risk mitigation: Eligibility of guarantees as unfunded credit protection - CP6/18 (pdf 0.5MB)
- Regulated fees and levies: rates proposals 2018/19 – CP7/18 (pdf 0.9MB)
- Solvency II: external audit of the public disclosure requirement - CP8/18 (pdf 0.7MB)
- Solvency II: Internal models – modelling of the volatility adjustment - CP9/18 (pdf 0.5MB)
- Internal model risk output (Life) – IM.01LOG file - CP10/18 Appendix (pdf 0.3MB)
- Internal model risk output (Life) – IM.01LOG template - CP10/18 Appendix (xlsx 0.1MB)
- Internal model outputs (Non-life) – IM.03 LOG file - CP10/18 Appendix (pdf 1.1MB)
- Internal model outputs (Non-life) – IM.03 template - CP10/18 Appendix (xlsx 1.9MB)
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2019
- Building operational resilience: Impact tolerances for important business services (pdf 0.8MB)
- CP10/19 - Enforcement: Changes to the PRA’s settlement policy (pdf 0.8MB)
- CP11/19 - Solvency II: Maintenance of the transitional measure on technical provisions (pdf 0.8MB)
- CP1/19 - Credit risk mitigation: Eligibility of financial collateral (pdf 0.5MB)
- CP12/19 - Strengthening individual accountability: Resolution assessments and reporting amendments’ (pdf 1.1MB)
- CP13/19 - Occasional consultation paper (pdf 1.5MB)
- Appendix 11: Draft updates to internal model output (IM.00) template (xlsx 0.1MB)
- Appendix 12: Draft updates to internal model output (IM.00) LOG file (pdf 0.9MB)
- Appendix 13: Draft updates to internal model output (IM.03) template (xlsx 1.3MB)
- Appendix 14: Draft updates to internal model output (IM.03) LOG file (pdf 1.2MB)
- Appendix 8: Draft updates to National Specific Template (NS.07) (xlsx 0.1MB)
- Appendix 9: Draft updates to National Specific Template (NS.08) (xlsx 0.1MB)
- CP14/19 - Pillar 2 liquidity: PRA110 reporting frequency threshold (pdf 1MB)
- CP15/19 - Large exposures: Reciprocation of French measure (pdf 1.1MB)
- CP16/19 - Solvency II: Group availability of subordinated liabilities and preference shares (pdf 0.8MB)
- CP17/19 - Counterparty credit risk: Treatment of model limitations in banks’ internal models (pdf 0.9MB)
- CP18/19 - UK withdrawal from the EU: Changes following extension of Article 50 - complete version (pdf 7.4MB)
- CP18/19 - UK withdrawal from the EU: Changes following extension of Article 50 - split version (pdf 1.7MB)
- CP18/19 - Draft PRA Transitional Direction - Appendix 1 (pdf 1.3MB)
- CP18/19 - Draft Bank Transitional Direction - Appendix 2 (pdf 1.2MB)
- CP18/19 - Draft PRA BTS EU Exit Instrument CRR No.4 (update to ITS 2016/1646) - Appendix 3 (pdf 1.2MB)
- CP18/19 - Draft Technical Standards (European Market Infrastructure) (EU Exit) (No.4) Instrument (update to BTS 2016/2251) - Appendix 4 (pdf 1.1MB)
- CP18/19 - Draft Technical Standards (Solvency II Directive) (EU Exit) (No.2) Instrument (update to BTS 2015/462) - Appendix 5 (pdf 1MB)
- CP18/19 - PRA RULEBOOK: (EU EXIT) (No. 2) INSTRUMENT - Appendix 6 (pdf 3.8MB)
- 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 (pdf 1.2MB)
- Insurance special purpose vehicles: Updates to authorisation and supervision - CP19/19 (pdf 1.7MB)
- CP20/19 - Regulatory capital instruments: update to Pre-Issuance Notification (PIN) requirements (pdf 1.5MB)
- CP21/19 - Credit risk: Probability of Default and Loss Given Default estimation (pdf 1MB)
- CP2/19 - Financial Services Compensation Scheme – Management Expenses Levy Limit 2019/20 (pdf 0.8MB)
- CP22/19 - Solvency II: Prudent Person Principle (pdf 0.9MB)
- CP23/19 - Solvency II: Income producing real estate loans and internal credit assessments for illiquid, unrated assets (pdf 1MB)
- CP24/19 - Asset encumbrance (pdf 0.9MB)
- CP25/19 - Occasional Consultation Paper – October 2019 (pdf 1.2MB)
- CP25/19 - Occasional Consultation Paper – October 2019 - Appendix 6 - PRA101-102 (xlsx 0.4MB)
- CP25/19 - Occasional Consultation Paper – October 2019 - Appendix 6 - RFB003 (xlsx 0.1MB)
- CP25/19 - Occasional Consultation Paper – October 2019 - Appendix 6 - RFB004 (xlsx 0.1MB)
- CP25/19 - Occasional Consultation Paper – October 2019 - Appendix 6 - RFB008 (xlsx 0.1MB)
- CP26/19 - Solvency II: Adjusting for the reduction of loss absorbency where own fund instruments are taxed on conversion (pdf 0.7MB)
- CP27/19 - Liquidity: The PRA’s approach to supervising liquidity and funding risks (pdf 0.8MB)
- CP28/19 - Credit unions: Review of the capital regime (pdf 1MB)
- CP29/19 - Operational resilience: Impact tolerances for important business services (pdf 2MB)
- CP30/19 - Outsourcing and third party risk management (pdf 1.5MB)
- CP3/19 - Solvency II: Longevity risk transfers - simplification of pre-notification expectations (pdf 0.8MB)
- CP4/19 - Liquidity risk management for insurers (pdf 1MB)
- CP5/19 - Pillar 2 capital: Updates to the framework (pdf 1.3MB)
- CP6/19 - Pillar 2 liquidity: Updates to the framework (pdf 1.5MB)
- CP6/19 - appendix 5 (xlsx 0.2MB)
- CP7/19 - Solvency II: Equity release mortgages – Part 2 (pdf 1MB)
- CP8/19 - Supervising international banks: Revision of the Branch Return (pdf 1.1MB)
- CP8/19 - appendix 3 (xlsx 0.1MB)
- CP9/19 - Regulated fees and levies: Rates proposals 2019/20 (pdf 1.2MB)
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2020
- CP10/20 - Simplified Obligations for recovery planning (pdf 0.9MB)
- CP11/20 - Solvency II: The PRA’s expectations for the work of external auditors on the matching adjustment (pdf 0.9MB)
- CP1/20 - Financial Services Compensation Scheme – Management Expenses Levy Limit 2020/21 (pdf 1.1MB)
- CP12/20 - Capital Requirements Directive V (CRD V) (pdf 1.2MB)
- Appendix 1 - Rules instruments (pdf 1.8MB)
- Appendix 2 – Rules EU Exit instruments (pdf 1.1MB)
- Appendix 3 – Statements of Policy and Supervisory Statements (pdf 1.5MB)
- CP13/20 - UK withdrawal from the EU: Changes before the end of the transition period (pdf 1.3MB)
- Appendix 1: Draft PRA transitional direction (pdf 1.3MB)
- Appendix 10: The Bank Technical Standards (Consequential Amendments) (EU Exit) Instrument 2020 (pdf 0.9MB)
- Appendix 11: The Technical Standards (Bank Recovery and Resolution) (Amendment etc.) (EU Exit) (No. 3) Instrument 2020 (pdf 1.2MB)
- Appendix 12: The Technical Standards (Central Securities Depositories) (Amendment etc.) (EU Exit) (No. 2) Instrument 2020 (pdf 1.2MB)
- Appendix 13: The Technical Standards (European Market Infrastructure) (EU Exit) (No. 4) Instrument 2020 (pdf 1.2MB)
- Appendix 2: Draft Bank transitional direction (pdf 1.2MB)
- Appendix 3: Draft amendments to SS2/19 ‘Approach to interpreting reporting and disclosure requirements and regulatory transactions forms after the UK’s withdrawal from the EU’ (pdf 1.7MB)
- Appendix 4: PRA Rulebook: (EU Exit) Instrument 2020 (pdf 3.6MB)
- Appendix 5: The PRA Technical Standards (Consequential Amendments) (EU Exit) Instrument 2020 (pdf 0.9MB)
- Appendix 6: The Technical Standards (Capital Requirements) (EU Exit) (No. 4) Instrument 2020 (pdf 1.8MB)
- Appendix 7: The Technical Standards (Solvency II Directive) (EU Exit) (No. 2) Instrument 2020 (pdf 1MB)
- Appendix 8: The Technical Standards (European Market Infrastructure) (EU Exit) (No. 5) Instrument 2020 (pdf 1.2MB)
- Appendix 9: The Technical Standards (Securitisation) (EU Exit) (No. 1) Instrument 2020 (pdf 1.2MB)
- CP14/20 - Internal Ratings Based on UK mortgage risk weights: Managing deficiencies in model risk capture (pdf 0.8MB)
- CP15/20 - Market risk: Calculation of risks not in value at risk, and stressed value at risk (pdf 0.8MB)
- CP16/20 - Credit Risk: The approach to overseas Internal Ratings Based (IRB) models (pdf 0.8MB)
- CP17/20 - Capital Requirements Directive V (CRD V): Further implementation (pdf 1.6MB)
- CP17/20 - Draft Rules instruments - Appendix 1 (pdf 1.6MB)
- CP17/20 - Draft Rules instruments including EU Exit instruments - Appendix 2 (pdf 1.8MB)
- CP17/20 - Draft Statements of Policy and Supervisory Statements - Appendix 3 (pdf 1.4MB)
- CP17/20 - Draft Capital Buffers and Pillar 2a Model Voluntary Requirement (VREQ) - Appendix 4 (pdf 1.5MB)
- CP17/20 - Holding companies approval: Indicative information requirements - Appendix 5 (pdf 1.3MB)
- CP18/20 - Bank Recovery and Resolution Directive II (pdf 1.2MB)
- CP19/20 - Resolution assessments: Amendments to reporting and disclosure dates (pdf 0.9MB)
- CP20/20 - Operational continuity in resolution: Updates to the policy (pdf 1.2MB)
- CP20/20 - Draft Supervisory Statement 'Ensuring operational continuity in resolution' - Appendix 1 (pdf 1.6MB)
- CP20/20 - Draft Operational Continuity rule instrument - Appendix 2 (pdf 1.1MB)
- CP21/20 - PRA fees and levies: Holding company regulatory transaction fees (pdf 0.8MB)
- CP2/20 - Pillar 2A: Reconciling capital requirements and macroprudential buffers (pdf 0.7MB)
- CP22/20 - Designation of firms within certain consolidation groups (pdf 1MB)
- CP3/20 - Occasional Consultation Paper – March 2020 (pdf 2MB)
- Branch Return Form (xlsx 0.1MB)
- PRA101 template (xlsx 0.3MB)
- NS00 (xlsx 0.1MB)
- NS07 (xlsx 0.1MB)
- NS10 (xlsx 0.1MB)
- MRS (xlsx 0.1MB)
- CP4/20 - Regulated fees and levies: Rates proposals 2020/21 (pdf 1.1MB)
- CP5/20 - Solvency II technical information: The PRA’s proposed approach to the publication at the end of the transition period (pdf 1.1MB)
- CP6/20 - Financial Service Compensation Scheme – Temporary High Balances Coverage Extension (pdf 1.1MB)
- cp720 (pdf 1.2MB)
- ps2320 (pdf 0.7MB)
- PS24/20 - Solvency II technical information: The PRA’s proposed approach to the publication at the end of the transition period (pdf 0.7MB)
-
2021
-
April
- CP7/21 - Credit risk: The identification of the nature, severity, and duration of an economic downturn for the purposes of Internal Ratings Based (IRB) models (pdf 1MB)
- CP8/21 - Regulated fees and levies: Rates proposals 2021/22 (pdf 1.3MB)
- CP9/21 - Remuneration: Correction to the definition of ‘higher paid material risk taker’ (pdf 0.9MB)
-
February
- CP5/21 - Implementation of Basel standards (pdf 1.9MB)
- CP5/21 - Appendices 1-7: Draft updates to Statements of Policy and Supervisory Statements (pdf 2.1MB)
- CP5/21 - Appendix 10: Draft PRA RULEBOOK: CRR FIRMS: (CRR 2 REVOCATIONS AND OTHER AMENDMENTS) INSTRUMENT 2021 (pdf 1.1MB)
- CP5/21 - Appendix 11: Draft PRA STANDARDS INSTRUMENT: THE TECHNICAL STANDARDS (DEFINITION OF CAPITAL) INSTRUMENT 2021 (pdf 0.9MB)
- CP5/21 - Appendix 12: Detailed analysis of objectives and 'have regards' (pdf 0.9MB)
- CP5/21 - Appendix 8: Draft Statement of Policy 'Liquidity and funding permissions' (pdf 0.7MB)
- CP5/21 - Appendix 9: Draft PRA RULEBOOK (CRR) INSTRUMENT 2021 (pdf 4.2MB)
- CP5/21 - Annex I: Disclosure of key metric and overview of risk weighted exposure amounts (xlsx 0.1MB)
- CP5/21 - Annex II: Instructions for disclosure of key metric and overview of risk weighted exposure amounts (pdf 1.2MB)
- CP5/21 - Annex III: Disclosure of risk management objectives and policies (xlsx 0.1MB)
- CP5/21 - Annex IV: Instructions for disclosure of risk management objectives and policies (pdf 1.1MB)
- CP5/21 - Annex IX: Disclosure of countercyclical capital buffers (xlsx 0.1MB)
- CP5/21 - Annex V: Disclosure of the scope of application (xlsx 0.1MB)
- CP5/21 - Annex VI: Instructions for disclosure of the scope of application (pdf 1.1MB)
- CP5/21 - Annex VII: Disclosure of own funds (xlsx 0.1MB)
- CP5/21 - Annex VIII: Instructions for disclosure of own funds (pdf 1.3MB)
- CP5/21 - Annex X: Instructions for disclosure of countercyclical capital buffers (pdf 1MB)
- CP5/21 - Annex XIII: Disclosure of liquidity requirements (xlsx 0.1MB)
- CP5/21 - Annex XIV: Instructions for disclosure of liquidity requirements (pdf 1.2MB)
- CP5/21 - Annex XIX: Disclosure of the use of the standardised approach (xlsx 0.1MB)
- CP5/21 - Annex XV: Disclosure of credit risk quality (xlsx 0.1MB)
- CP5/21 - Annex XVI: Instructions for disclosure of credit risk quality (pdf 1.5MB)
- CP5/21 - Annex XVII: Disclosure of the use of credit risk mitigation techniques (xlsx 0.1MB)
- CP5/21 - Annex XVIII: Instructions for disclosure of the use of credit risk mitigation techniques (pdf 1MB)
- CP5/21 - Annex XX: Instructions for disclosure of the use of the standardised approach (pdf 1MB)
- CP5/21 - Annex XXI: Disclosure of the use of the IRB approach to credit risk (xlsx 0.1MB)
- CP5/21 - Annex XXII: Instructions for disclosure of the use of the IRB approach to credit risk (pdf 1.3MB)
- CP5/21 - Annex XXIII: Disclosure of specialised lending (xlsx 0.1MB)
- CP5/21 - Annex XXIV: Instructions for disclosure of specialised lending (pdf 1MB)
- CP5/21 - Annex XXIX: Disclosure of use of standardised approach and internal model for market risk (xlsx 0.1MB)
- CP5/21 - Annex XXV: Disclosure of exposures to counterparty credit risk (xlsx 0.1MB)
- CP5/21 - Annex XXVI: Instructions for disclosure of exposures to counterparty credit risk (pdf 1.1MB)
- CP5/21 - Annex XXVII: Disclosure of exposures to securitisation positions (xlsx 0.1MB)
- CP5/21 - Annex XXVIII: Instructions for disclosure of exposures to securitisation positions (pdf 0.5MB)
- CP5/21 - Annex XXX: Instructions for disclosure of use of standardised approach and internal model for market risk (pdf 1.3MB)
- CP5/21 - Annex XXXI: Disclosure of operational risk (xlsx 0.1MB)
- CP5/21 - Annex XXXII: Instructions for disclosure of operational risk (pdf 1MB)
- CP5/21 - Annex XXXIII: Disclosure of remuneration policy (xlsx 0.1MB)
- CP5/21 - Annex XXXIV: Instructions for disclosure of remuneration policy (pdf 1.3MB)
- CP5/21 - Annex XXXV: Disclosure of encumbered and unencumbered assets (xlsx 0.1MB)
- CP5/21 - Annex XXXVI: Instructions for disclosure of encumbered and unencumbered assets (pdf 1.1MB)
- CP5/21 - Annex XXXVII: Disclosure of interest rate risk in the banking book (IRRBB) (xlsx 0.1MB)
- CP5/21 - Annex XXXVIII: Instructions for disclosure of interest rate risk in the banking book (IRRBB) (pdf 1.1MB)
- CP5/21 - PRA101 Capital+ actuals and forecast (xlsx 0.3MB)
- CP5/21 - PRA102 Capital+ forecast semi-annual (xlsx 0.3MB)
- CP5/21 - PRA103 Capital+ forecast annual (xlsx 0.1MB)
- CP5/21 - PRA104 Balance sheet - forecast data (Assets) (xlsx 0.1MB)
- CP5/21 - PRA105 Balance sheet - forecast data (Liabilities) (xlsx 0.1MB)
- CP5/21 - PRA106 Balance sheet - forecast data (Equity) (xlsx 0.1MB)
- CP5/21 - PRA107 Statement of profit or loss - forecast data (xlsx 5.8MB)
- CP5/21 - PRA108 Memorandum items (xlsx 0.1MB)
- CP5/21 - Annex I: Reporting on own funds and own funds requirements (xlsx 0.4MB)
- CP5/21 - Annex II: Instructions for reporting on own funds and own funds requirements (pdf 5.2MB)
- CP5/21 - Annex III: Reporting financial information according to IFRS (xlsx 0.3MB)
- CP5/21 - Annex IV: Reporting financial information according to national accounting framework (xlsx 0.3MB)
- CP5/21 - Annex IX: Instructions for reporting on large exposures and concentration risk (pdf 1.2MB)
- CP5/21 - Annex V: Instructions for reporting financial information (pdf 2.3MB)
- CP5/21 - Annex VI: Reporting on losses stemming from lending collateralised by immovable property (xlsx 0.1MB)
- CP5/21 - Annex VII: Instructions for reporting on losses stemming from lending collateralised by immovable property (pdf 0.9MB)
- CP5/21 - Annex VIII: Reporting on large exposures and concentration risk (xlsx 0.1MB)
- CP5/21 - Annex XII: Reporting on net stable funding ratio (xlsx 0.1MB)
- CP5/21 - Annex XIII: Instructions for reporting on net stable funding ratio (pdf 1.7MB)
- CP5/21 - Annex XIV: Single Data Point Model principles (pdf 0.9MB)
- CP5/21 - Annex XIX: Instructions for reporting on additional liquidity monitoring metrics (pdf 1.1MB)
- CP5/21 - Annex XV: Validation rules (pdf 0.9MB)
- CP5/21 - Annex XVI: Reporting on asset encumbrance (xlsx 0.1MB)
- CP5/21 - Annex XVII: Instructions for reporting on asset encumbrance (pdf 1.6MB)
- CP5/21 - Annex XVIII: Reporting on additional liquidity monitoring metrics (xlsx 0.1MB)
- CP5/21 - Annex XX: Reporting on counterbalancing capacity (xlsx 0.1MB)
- CP5/21 - Annex XXI: Instructions for reporting on counterbalancing capacity (pdf 0.9MB)
- CP5/21 - Annex XXIV: Reporting on liquidity (xlsx 0.1MB)
- CP5/21 - Annex XXIX: Instructions for specific reporting requirements for market risk (pdf 1.1MB)
- CP5/21 - Annex XXV: Instructions for reporting on liquidity (pdf 3.1MB)
- CP5/21 - Annex XXVI: Supplementary reporting for the purpose of identifying and assigning G-SII buffer rates (xlsx 0.1MB)
- CP5/21 - Annex XXVII: Instructions for supplementary reporting for the purpose of identifying and assigning G-SII buffer rates (pdf 1MB)
- CP5/21 - Annex XXVIII: Specific reporting requirements for market risk (xlsx 0.1MB)
- CP5/21 - RFB001 Intragroup exposures (xlsx 0.1MB)
- CP5/21 - RFB003 Intragroup financial reporting (core) (xlsx 0.1MB)
- CP5/21 - RFB004 Intragroup financial reporting (detailed breakdown) (xlsx 0.1MB)
-
January
- CP1/12 - Solvency II: Deep, liquid and transparent assessments, and GBP transition to SONIA (pdf 0.9MB)
- CP2/21 - International banks: The PRA’s approach to branch and subsidiary supervision (pdf 1.2MB)
- CP2/21 Appendix 1 - Proposed SS ‘International Banks: The PRA’s approach to branch and subsidiary supervision’ (pdf 2.6MB)
- CP3/21 - Depositor Protection: Identity verification (pdf 0.8MB)
- CP4/21 - Financial Services Compensation Scheme – Management Expenses Levy Limit 2021/22 (pdf 0.9MB)
- July
-
June
- CP10/21 - Implementation of Basel standards: Non-performing loan securitisations (pdf 1.1MB)
- CP12/21 - Financial holding companies: Further implementation (pdf 1MB)
- CP12/21 - Appendix 1 - Draft PRA Instrument 2021 (pdf 1.2MB)
- CP12/21 - Appendix 2 - Draft Statement of Policy (pdf 2.3MB)
- CP13/21 – Occasional Consultation Paper – June 2021 (pdf 1.3MB)
- CP13/21 - Appendix 12: Draft amendments to Branch Return (pdf 0.1MB)
- CP13/21 - Appendix 13: Draft amendments to reporting guidance for the Branch Return (pdf 0.5MB)
- CP13/21 - Appendix 3: Draft amendments to FSA081 template (xlsx 0.1MB)
- CP14/21 - Consultations by the FPC and PRA on changes to the UK leverage ratio framework (pdf 2.1MB)
- CP14/21 - Appendix 1: Draft amendments to PRA rules (pdf 1.9MB)
- CP14/21 - Appendix 2: Draft amendments to SS45/15 'The UK leverage ratio framework' (pdf 1.6MB)
- CP14/21 - Appendix 6a: Leverage ratio reporting templates (xlsx 0.1MB)
- CP14/21 - Appendix 6b: Leverage ratio reporting instructions (pdf 2MB)
- CP14/21 - Appendix 6c: Leverage ratio disclosure templates (xlsx 0.1MB)
- CP14/21 - Appendix 6d: Leverage ratio disclosure instructions (pdf 1.4MB)
- CP14/21 - Appendix 6e: Leverage ratio disclosure templates - UK Key Metrics (KM1) (xlsx 0.1MB)
- CP14/21 - Appendix 6f: Leverage ratio disclosure instructions - UK KM1 (pdf 1.3MB)
- March
- November
-
October
- CP20/21 – Trading activity wind-down (pdf 1.4MB)
- CP20/21 - Template A (xlsx 5.8MB)
- CP20/21 - Template E Instructions (pdf 0.6MB)
- CP20/21 - Template A Instructions (pdf 0.7MB)
- CP20/21 - Template B (xlsx 0.5MB)
- CP20/21 - Template B Instructions (pdf 0.8MB)
- CP20/21 - Template C (xlsx 0.5MB)
- CP20/21 - Template C Instructions (pdf 0.6MB)
- CP20/21 - Template D (xlsx 0.5MB)
- CP20/21 - Template D Instructions (pdf 0.6MB)
- CP20/21 - Template E (xlsx 0.5MB)
- SSXX/22 - Trading activity wind-down (pdf 1.7MB)
- SoP - Trading activity wind-down (pdf 1.5MB)
- September
-
April
-
2022
- April
- december
-
february
- CP2/22 - Definition of capital: updates to PRA Rules and supervisory expectations (pdf 0.9MB)
- CP2/22 - Appendix 1: Proposed rule instrument PRA RULEBOOK: CRR FIRMS OWN FUNDS AND ELIGIBLE LIABILITIES INSTRUMENT 2022 (pdf 0.7MB)
- CP2/22 - Appendix 2: Proposed technical standards instrument PRA STANDARDS INSTRUMENT: THE TECHNICAL STANDARDS (OWN FUNDS) INSTRUMENT 2022 (pdf 0.5MB)
- CP2/22 - Appendix 3: Proposed amendments to SS7/13 'Definition of capital (CRR firms)' (pdf 1MB)
-
january
- CP1/22 - Appendix 1: Prudential Regulation Authority Rulebook: Management Expenses Levy Limit and Base Costs proposed rule instrument (pdf 0.5MB)
- CP1/22 - Appendix 2: Financial Conduct Authority Handbook: FEES manual (pdf 0.6MB)
- CP1/22 - Appendix 3: FSCS management expenses by line item (pdf 0.5MB)
- CP1/22 - Appendix 4: FSCS management expenses by funding class (pdf 0.5MB)
-
july
- PRA STANDARDS INSTRUMENT: THE TECHNICAL STANDARDS (BILATERAL MARGINING) INSTRUMENT 2022 - Appendix 1 (pdf 0.1MB)
- FCA STANDARDS INSTRUMENT: THE TECHNICAL STANDARDS (BILATERAL MARGINING) INSTRUMENT 2022 - Appendix 2 (pdf 0.1MB)
- CP13/22 - The PRA's approach to identifying other systemically important institutions (pdf 0.9MB)
- CP8/22 - Remuneration: Unvested pay, Material Risk Takers and public appointments - Appendix 1 (pdf 0.9MB)
- june
-
march
- CP3/22 - Occassional Consultation Paper - March 2022 (pdf 1.6MB)
- CP3/22 - Annex B and C of draft PRA RULEBOOK: (CRR 2 AND OTHER CONSEQUENTIALS) MODIFICATION INSTRUMENT 2022 (pdf 0.6MB)
- CP3/22 - [DRAFT] PRA Standards Instrument: The Technical Standards (Consequential Amendments) Instrument 2022 (pdf 0.5MB)
-
november
- CP16/22 - Annex XXVI - CCR Disclosure template instructions (pdf 0.7MB)
- CP16/22 - Annex XXV - CCR Disclosure template (xlsx 0.1MB)
- CP16/22 - Annex II - CCR Reporting instructions (pdf 0.7MB)
- Chapter 5 Credit risk mitigation (pdf 1.8MB)
- cp14-22app1 (pdf 2.1MB)
- CP14/22 – Review of Solvency II: Reporting phase 2 - Appendix 1 (pdf 2.1MB)
- CP16/22 – Implementation of the Basel 3.1 standards - full (pdf 8.4MB)
- CP16/22 - Appendix 1: Abbreviations (pdf 0.7MB)
- CP16/22 - Appendix 10: Draft Statement of Policy – Operating the Simpler-regime criteria (pdf 1.7MB)
- CP16/22 - Appendix 11: Draft amendments to Supervisory Statement SS10/13 – Credit Risk Standardised Approach’ (pdf 1.5MB)
- CP16/22 - Appendix 12: Draft amendments to Supervisory Statement 13/16 – Underwriting Standards for Buy-to-Let Mortgage Contracts (pdf 1.4MB)
- CP16/22 - Appendix 13: Draft Supervisory Statement – Credit Risk Internal Ratings Based Approaches (pdf 1.8MB)
- CP16/22 - Appendix 14: Draft Supervisory Statement – Credit Risk Definition of Default (pdf 1.6MB)
- CP16/22 - Appendix 15: Draft amendments to Supervisory Statement SS17/13 ‘Credit Risk Mitigation’ (pdf 1.5MB)
- CP16/22 - Appendix 16: Draft amendments to Supervisory Statement SS13/13 – Market Risk (pdf 1.9MB)
- CP16/22 - Appendix 17: Draft amendments to Supervisory Statement SS12/13 – Counterparty credit risk (pdf 1.5MB)
- CP16/22 - Appendix 19: Draft amendments to Supervisory Statement SS34/15 – Guidelines for completing regulatory reports (pdf 1.7MB)
- CP16/22 - Appendix 2: List of questions (pdf 0.8MB)
- CP16/22 - Appendix 3: List of appendices (pdf 0.8MB)
- CP16/22 - Appendix 4: Draft PRA Rulebook (CRR) Instrument [2023] (pdf 4.1MB)
- CP16/22 - Appendix 5: Draft PRA Standards Instrument: Technical Standards (Economic Downturn) Revocation Instrument [2023] (pdf 0.1MB)
- CP16/22 - Appendix 6: PRA statutory obligations (pdf 0.8MB)
- CP16/22 - Appendix 7: Aggregated cost benefit analysis (CBA) (pdf 1.2MB)
- CP16/22 - Appendix 8: Draft amendments to Statement of Policy – 'Interpretation of EU Guidelines and Recommendations: Bank of England and PRA approach after the UK’s withdrawal from the EU’ (pdf 0.8MB)
- CP16/22 - Appendix 9: Draft Simpler Regime (Transitional Capital Regime) Instrument (pdf 0.5MB)
- CP16/22 - Annex XXII + Annex XXIV Credit Risk IRB Disclosure instructions (pdf 1MB)
- CP16/22 - Annex XXI + Annex XXIII - Credit Risk IRB Disclosure templates (xlsx 0.2MB)
- CP16/22 - Annex II - Credit Risk Reporting instructions (pdf 1.4MB)
- CP16/22 - Annex I - Credit Risk Reporting templates (xlsx 0.3MB)
- CP16/22 - Annex XXI + Annex XXIII - Credit Risk IRB Disclosure templates (xlsx 0.2MB)
- CP16/22 - Annex XX - Credit Risk SA Disclosure instructions (pdf 0.8MB)
- CP16/22 - Annex XIX – Credit Risk SA Disclosure templates (xlsx 0.2MB)
- CP16/22 - Annex XXXXX - CVA Disclosure instructions (pdf 0.8MB)
- CP16/22 - Annex XXXIX - CVA Disclosure templates (xlsx 0.1MB)
- CP16/22 - Annex II - CVA Reporting Instructions (pdf 0.9MB)
- CP16/22 - Annex I - CVA Reporting template (xlsx 0.1MB)
- CP16/22 - Annex XXX - FRTB Risk Disclosure instructions (pdf 0.8MB)
- CP16/22 - Annex XXIX - Market Risk Disclosure templates (xlsx 0.1MB)
- CP16/22 - Annex II - Market Risk Reporting instructions (pdf 1.2MB)
- CP16/22 - Annex I - Market Risk Reporting templates (xlsx 0.2MB)
- CP16/22 - Annex XXXII - Operational Risk Disclosure instructions (pdf 0.8MB)
- CP16/22 - Annex XXXI - Operational Risk Disclosure templates (xlsx 0.1MB)
- CP16/22 - Annex II - Operational Risk Reporting instructions (pdf 0.8MB)
- CP16/22 - Annex I - Operational Risk Reporting template (xlsx 0.1MB)
- CP16/22 - Annex II - Output Floor Disclosure instructions (pdf 0.8MB)
- Annex I - Output floor Disclosure templates (xlsx 0.1MB)
- CP16/22 - Annex II - Output Floor Reporting instructions (pdf 0.8MB)
- CP16/22 - Annex I - Output Floor Reporting templates (xlsx 0.1MB)
- CP16/22 - PRA 101a instructions (pdf 0.9MB)
- CP16/22 - PRA 101a, 102a, 103a templates (xlsx 0.3MB)
- CP16/22 - PRA 102a instructions (pdf 0.9MB)
- CP16/22 - PRA 103a instructions (pdf 0.8MB)
- CP16/22 - Annex I - UKB KM1 and UKB OV1 templates (xlsx 0.1MB)
- CP16/22 - Annex II - UKB KM1 instructions (pdf 0.8MB)
- CP16/22 - Annex II - UKB OV1 instructions (pdf 0.8MB)
- october
-
september
- CP7/22– Credit Unions: Changes to the Regulatory Regime (pdf 0.5MB)
- Draft Supervisory Statement SS2/22 ‘Supervising credit unions’ (pdf 1.1MB)
- CP9/22 App1 - Draft PRA Rulebook: Financial Services Compensation Scheme Instrument 2022 (pdf 0.3MB)
- CP9/22 App2 - Draft PRA Rulebook: CRR Firms, Non-CRR Firms and Non-Authorised Persons: Depositor Protection (No.1) Instrument [2023] (pdf 0.3MB)
- CP9/22 App3 - Draft PRA Rulebook: Depositor Protection (No.2) Instrument [2023] (pdf 0.3MB)
- CP9/22 App4 - Draft Supervisory Statement 18/15 Depositor and dormant account protection (pdf 1.7MB)
-
2023
- april
-
december
- Appendix 1: PRA Rulebook: CRR Firms: Step-in Risk Instrument (pdf 0.4MB)
- Appendix 2: Draft supervisory statement – Step-in Risk (pdf 1.8MB)
- Appendix 3: Draft Template for reporting the Step-in Assessment (xlsx 0.1MB)
- Appendix 4: Step-in risk assessment: reporting instructions (pdf 0.2MB)
- Appendix 5: PRA Rulebook: CRR Firms: Large Exposures (CRR) Instrument [2024] (pdf 0.2MB)
- Appendix 6: Draft supervisory statement – Identifying, monitoring, and managing exposures to shadow banking entities (pdf 1.7MB)
- Appendix 7: Draft supervisory statement – Identification of groups of connected clients for large exposures purposes (pdf 2.4MB)
- CP2623 – Operational resilience - Critical third parties to the UK financial sector (pdf 0.5MB)
- CP26/23 App 1: PRA Rulebook: Non-Authorised Persons: Critical Third Parties Instrument 2024 (pdf 0.8MB)
- CP26/23 App 2a: Bank Of England Rulebook: Critical Third Parties Instrument 2024 (pdf 0.8MB)
- CP26/23 App2b: Bank Of England Rulebook: Critical Third Parties Emergency Provisions Instrument [2024] (pdf 0.6MB)
- CP26/23 App 3: FCA Handbook: Critical Third Parties Instrument 2024 (pdf 1MB)
- CP26/23 App 4: New draft supervisory statement – Operational resilience: Critical third parties to the UK financial sector (pdf 1.6MB)
- CP26/23 App 5: New draft supervisory statement – Reports by skilled persons: Critical Third Parties (pdf 0.9MB)
- CP26/23 App 6: Cost benefit analysis (pdf 1.1MB)
- CP27/23 App 1 - The Prudential Regulation Authority’s approach to policy (Approach Document) (pdf 2.3MB)
- CP27/23 App 2 - Secondary competitiveness and growth objective metrics (pdf 0.8MB)
- CP28/23 Appendix – Leverage ratio treatment of omnibus accounts and other minor corrections to the leverage ratio framework (pdf 1MB)
-
february
- CP3/23 - Appendix 1 - dealing with insurers in financial difficulties (pdf 1.9MB)
- CP3/23 Appendix 2 - draft statement of policy - Dealing with insurers in financial difficulties (pdf 1.7MB)
- CP4/23 - Appendix 1 - List of specific questions in CP (pdf 1.1MB)
- CP4/23 - Appendix 2 - Draft Statement of Policy - Operating the Simpler-regime Firm criteria (pdf 0.8MB)
- CP4/23 - Appendix 3 - Draft amendments to SS24/15 – The PRA’s approach to supervising liquidity and funding risk (pdf 0.8MB)
- CP4/23 - Appendix 4 - Draft amendments to Statement of Policy – Pillar 2 Liquidity (pdf 0.9MB)
- CP4/23 - Appendix 5 - Draft amendments to Statement of Policy – Liquidity and funding permissions (pdf 0.6MB)
- CP4/23 - Appendix 6 (xlsx 0.1MB)
- CP4/23 - Appendix 7 (xlsx 0.1MB)
- CP5/23 - Appendices to Remuneration: Enhancing proportionality for small firms (pdf 2MB)
- january
-
july
- Annex I to Chapter 4 (pdf 1.6MB)
- Annex I to Chapter 5 (pdf 0.7MB)
- Annex II to Chapter 4 (pdf 2MB)
- Annex II to Chapter 5 (pdf 0.7MB)
- Annex III to Chapter 4 (pdf 2.3MB)
- Annex III to Chapter 5 (pdf 0.8MB)
- Annex IV to Chapter 4 (pdf 1.9MB)
- Annex IV to Chapter 5 (pdf 0.7MB)
- Annex IX to Chapter 4 (pdf 1.8MB)
- Annex IX to Chapter 5 (pdf 0.7MB)
- Annex V to Chapter 4 (pdf 1.8MB)
- Annex V to Chapter 5 (pdf 0.7MB)
- Annex VI to Chapter 4 (pdf 1.8MB)
- Annex VI to Chapter 5 (pdf 0.7MB)
- Annex VII to Chapter 4 (pdf 1.7MB)
- Annex VII to Chapter 5 (pdf 0.7MB)
- Annex VIII to Chapter 4 (pdf 1.9MB)
- Annex VIII to Chapter 5 (pdf 0.7MB)
- Annex X to Chapter 4 (pdf 1.7MB)
- Annex X to Chapter 5 (pdf 0.7MB)
- Annex XI to Chapter 4 (pdf 1.7MB)
- Annex XI to Chapter 5 (pdf 0.7MB)
- Annex XII to Chapter 4 (pdf 1.7MB)
- Annex XII to Chapter 5 (pdf 0.7MB)
- Annex XIII to Chapter 4 (pdf 1.6MB)
- Annex XIII to Chapter 5 (pdf 0.7MB)
- Annex XIV to Chapter 4 (pdf 2.3MB)
- Annex XIV to Chapter 5 (pdf 0.8MB)
- Annex XV to Chapter 4 (pdf 1.9MB)
- Annex XV to Chapter 5 (pdf 0.7MB)
- CP13/23 Appendix 1 (pdf 0.9MB)
- Appendices to CP14/23 – Pillar 3 remuneration disclosure (pdf 1.7MB)
- cp1523app1 (pdf 1.2MB)
- Permissions for resecuritisations under section 138BA of the Financial Services and Markets Act 2000 (pdf 0.8MB)
- Draft templates (zip 35.6MB)
- CP16/23 Appendix 1 (pdf 1.7MB)
-
june
- PRA Rulebook: CRR Firms: Non-authorised persons: Recovery Plans: Preparations for Solvent Exit Instrument 202[3] (pdf 1MB)
- Appendices to CP11/23 – PRA statement on the review of rules (pdf 1MB)
- CP12/23 – June 2023 (pdf 1.7MB)
- Appendix 1 - PRA statutory obligations (pdf 0.8MB)
- Appendix 10: Draft amendments to SS17/16 - Solvency II: internal models – assessment, model change and the role of non-executive directors (pdf 0.9MB)
- Appendix 11: Table of internal model tests and standards streamlining and how it corresponds to the EIOPA selfassessment template (pdf 0.9MB)
- Appendix 12: Tables of examples of the use of proposed safeguards and MLAs (pdf 0.8MB)
- Appendix 13: Solvency II: Capital add-ons (pdf 0.9MB)
- Appendix 14: Draft amendments to SS4/15 – Solvency II: the solvency and minimum capital requirements (pdf 0.8MB)
- Appendix 15: Draft amendments to SS12/15 – Solvency II: Lloyd's (pdf 0.8MB)
- Appendix 16: Draft amendments to SS9/15 – Solvency II: Group Supervision (pdf 0.9MB)
- Appendix 17 - The PRA’s approach to insurance group supervision (pdf 0.9MB)
- Appendix 18: Mapping table of retained EU law (pdf 0.8MB)
- Appendix 19: Draft amendments to SS44/15 – Solvency II: third-country insurance and pure reinsurance branches (pdf 1MB)
- Appendix 2 - PRA Rulebook: Solvency II Reform Instrument 2023 (pdf 1.8MB)
- Appendix 20: Overview of applicable Branch Guidelines (pdf 0.8MB)
- Appendix 21 - Solvency II regulatory reporting waivers (pdf 0.8MB)
- Appendix 22 - Draft amendments to SS11/16 – Solvency II: External audit of, and responsibilities of the governing body in relation to, the public disclosure requirement (pdf 0.8MB)
- Appendix 23 - Draft amendments to SS40/15 – Solvency II: reporting and public disclosure options provided to supervisory authorities (pdf 0.9MB)
- Appendix 24 - Draft amendments to SS7/17 – Solvency II: Data collection of market risk sensitivities (pdf 0.7MB)
- Appendix 25 - Solvency II draft consequential reporting and disclosure templates and LOG file instructions (pdf 0.8MB)
- Appendix 26: Summary table of reporting templates with proposed changes in this consultation (pdf 0.8MB)
- Appendix 27: Summary table of disclosure templates with proposed changes in this consultation (pdf 0.8MB)
- Appendix 28: [Deleted in its entirety] SS6/18 – National Specific Templates LOG files (pdf 0.7MB)
- Appendix 29: [Deleted in its entirety] SS11/15 – Solvency II: Regulatory Reporting and exemptions (pdf 0.7MB)
- Appendix 3: Draft amendments to SS17/15 – Solvency II: transitional measures on risk-free interest rates and technical provisions (pdf 0.9MB)
- Appendix 30 - PRA Rulebook: Solvency II Administrative Instrument 2023 (pdf 0.7MB)
- Appendix 4: Permissions for transitional measures on technical provisions and risk-free interest rates (pdf 0.9MB)
- Appendix 5 - Solvency II internal models: Permissions and ongoing monitoring (pdf 1MB)
- Appendix 6: Expectations for meeting the PRA’s internal model requirements for insurers under Solvency II (pdf 0.8MB)
- Appendix 7: Draft amendments to SS5/14 – Solvency II: calculation of technical provisions and the use of internal models for general insurers (pdf 0.8MB)
- Appendix 8: Draft amendments to SS15/15 – Solvency II: approvals (pdf 0.8MB)
- Appendix 9: [Deleted in its entirety] SS12/16 – Solvency II: Changes to internal models used by UK insurance firms (pdf 0.7MB)
- List of appendices (pdf 0.8MB)
- march
- may
-
november
- New draft supervisory statement – Funded reinsurance (pdf 1.8MB)
- Appendix 1: Draft new supervisory statement – Prudential assessment of acquisitions and increases in control (pdf 1.4MB)
- Appendix 2: Draft FCA Guidance – Prudential Assessment of Acquisitions and Increases in Control (pdf 0.4MB)
- Appendix 3: [Deleted in its entirety] SS33/15 – Aggregation of holdings for the purpose of prudential assessment of controllers (pdf 0.8MB)
- Appendix 4: Draft amendments to statement of policy – Interpretation of EU Guidelines and Recommendations: Bank of England and PRA approach after the UK’s withdrawal from the EU (pdf 0.7MB)
-
october
- Appendix 1: [Deleted in its entirety] supervisory statement 2/18 – International insurers: the Prudential Regulation Authority's approach to branch authorisation and supervision (pdf 0.7MB)
- Appendix 2: Mapping table of SS2/18 expectations to the new statement of policy – The Prudential Regulation Authority's approach to insurance branch authorisation and supervision (pdf 0.7MB)
- Appendix 3: Draft statement of policy – The Prudential Regulation Authority's approach to insurance branch authorisation and supervision (pdf 1MB)
- Appendix 4: Draft amendments to supervisory statement 44/15 – Solvency II: third-country insurance and reinsurance branches (pdf 1MB)
- Appendix 5: Draft amendments to supervisory statement 20/16 – Solvency II: reinsurance – counterparty credit risk (pdf 0.8MB)
- CP22/23 - Form C (pdf 1.8MB)
- CP22/23 - Form D (pdf 1.9MB)
- CP22/23 - appendix (pdf 1.7MB)
-
september
- CP18/23: Appendices (pdf 1.2MB)
- CP17/23 - Appendix 1: Draft amendments to the proposed Article 325 of the Market Risk: General Provisions (CRR) Part of the PRA Rulebook (pdf 1.8MB)
- CP18/23 – Diversity and inclusion in PRA-regulated firms (pdf 0.6MB)
- CP18/23: Appendix 1: Draft instrument: PRA Rulebook: CRR Firms, Solvency II Firms: Diversity and Inclusion Instrument 2023 (pdf 0.9MB)
- CP18/23: Appendix 6: Draft new SS: Diversity and inclusion in PRA-regulated firms (pdf 1.1MB)
- CP18/23 Appendix 7 (xlsx 0.1MB)
- CP19/23 – Review of Solvency II: Reform of the Matching Adjustment (pdf 1MB)
- Appendix 1 – List of questions (pdf 0.8MB)
- Appendix 2: PRA Rulebook: Solvency II Firms: Matching Adjustment Instrument 2024 (pdf 1MB)
- Appendix 3a – Proposed update to supervisory statement 7/18 – Matching Adjustment (Clean version) (pdf 1.2MB)
- Appendix 3b – Draft amendments to supervisory statement 7/18 – Matching Adjustment (Marked-up version) (pdf 1.3MB)
- Appendix 4 - Draft amendments to SS8/18 Solvency II: Internal models – modelling of the matching adjustment (pdf 0.9MB)
- Appendix 5a – Proposed update to supervisory statement SS3/17 – Solvency II: Illiquid unrated assets (Clean version) (pdf 1.1MB)
- Appendix 5b – Draft amendments to supervisory statement SS3/17 – Solvency II: Illiquid unrated assets (Marked-up version) (pdf 1.1MB)
- Appendix 6 – Draft amendments to SS1/20 Solvency II: Prudent Person Principle (pdf 0.9MB)
- Appendix 7 – Draft statement of policy – Solvency II: Matching Adjustment Permissions (pdf 0.9MB)
- Appendix 8 – MALIR instructions (pdf 0.9MB)
- Appendix 9 – MALIR reporting template (xlsx 17.4MB)
- CP20/23 (pdf 0.9MB)
-
2024
-
april
- Annexures to PRA Rulebook Instrument: Solvency II Instrument 2024 (pdf 76.1MB)
- Draft PRA Rulebook: PRA Fees Amendment Instrument 2024 (pdf 0.8MB)
- CP5/24 final (pdf 0.9MB)
- Appendix 1: Abbreviations (pdf 0.8MB)
- Appendix 10: New draft statement of policy - Solvency II: The PRA’s approach to Standard Formula adaptations (pdf 1.7MB)
- Appendix 11: Draft amendments to statement of policy – Solvency II: Capital add-ons (pdf 0.8MB)
- Appendix 12: New draft statement of policy – Solvency II: The PRA’s approach to the permissible recovery period for insurers to restore full cover for their SCR (pdf 0.8MB)
- Appendix 13: Draft amendments to SS40/15 – Solvency II: reporting and disclosure (pdf 1MB)
- Appendix 14: Draft amendments to statement of policy – Solvency II regulatory reporting waivers (pdf 0.8MB)
- Appendix 15: Draft amendments to statement of policy – Interpretation of EU Guidelines and Recommendations: Bank of England and PRA approach after the UK’s withdrawal from the EU (pdf 0.9MB)
- Appendix 16: Draft amendments to SS8/17 – Authorisation and supervision of UK insurance special purpose vehicles (pdf 1MB)
- Appendix 17: Application for Authorisation UK Insurance Special Purpose Vehicle (UK ISPV) Application Form (pdf 1MB)
- Appendix 18: Draft amendments – Application for Authorisation UK Insurance Special Purpose Vehicle (ISPV) Application Form – Notes (pdf 0.9MB)
- Appendix 19: Draft amendments – UK Multi-arrangement Insurance Special Purpose Vehicle (UK MISPV) New Risk Assumption Notification Form (pdf 0.8MB)
- Appendix 2: Mapping tables – Areas of Assimilated law covered (xlsx 0.1MB)
- Appendix 20: Draft amendments – Group of Cells Notification Form (pdf 0.7MB)
- Appendix 21: Draft amendments to SS9/15 – Solvency II: Group Supervision (pdf 1.6MB)
- Appendix 22: Draft amendments to statement of policy – The PRA’s approach to insurance group supervision (pdf 1.6MB)
- Appendix 23: [Deleted in its entirety] SS15/15 - Solvency II: Approvals (pdf 1.5MB)
- Appendix 3: Draft PRA Rulebook: Solvency II Instrument 2024 (pdf 5.1MB)
- Appendix 4: Draft amendments to statement of policy – Solvency II: The PRA’s approach to the publication of Solvency II technical information (pdf 1.7MB)
- Appendix 5: New draft statement of policy – Solvency II: Volatility Adjustment Permissions (pdf 1.8MB)
- Appendix 6: Draft amendments to statement of policy – Permissions for transitional measures on technical provisions and risk-free interest rates (pdf 1.6MB)
- Appendix 7: New draft supervisory statement – Solvency II: Calculation of technical provisions (pdf 1.7MB)
- Appendix 8: New draft statement of policy – Solvency II: The PRA’s approach to insurance own funds permissions (pdf 1.8MB)
- Appendix 9: Draft amendments to SS2/15 – Solvency II: own funds (pdf 1.6MB)
- CP6/24: Draft PRA Rulebook: Disclosure (CRR) Part of the PRA Rulebook (pdf 0.7MB)
- CP6/24: Draft PRA Rulebook: Regulatory Reporting Part of the PRA Rulebook (pdf 0.8MB)
- CP6/24: Draft PRA Rulebook: Policyholder Protection Part of the PRA Rulebook (Policyholder Protection) (pdf 0.7MB)
- CP6/24: Draft PRA Binding Technical Standards (BTS) 2016/2251 (pdf 0.7MB)
- CP6/24: Draft FCA Binding Technical Standards (BTS) 2016/2251 (pdf 0.7MB)
- Instructions regarding ISPV reporting templates (pdf 1.7MB)
- Appendices to CP5/24 – Review of Solvency II: Restatement of assimilated law (pdf 0.8MB)
- SPV.01 reporting template (xlsx 0.1MB)
- SPV.02 reporting template (xlsx 0.1MB)
- SPV.03 reporting template (xlsx 0.1MB)
-
december
- CP17/24 - Appendix 1: PRA Rulebook: CRR, Solvency II & Non-Solvency II: Notification Of Third-Party Arrangements And Operational Incident Reporting Instrument 2024 (pdf 0.7MB)
- CP17/24 - Appendix 2: New draft supervisory statement – Operational Resilience: Incident reporting (pdf 0.9MB)
- CP17/24 - Appendix 3: Draft amendments to supervisory statement SS2/21 – Outsourcing and third party risk management (pdf 2.3MB)
- CP17/24 - Appendix 4: Incident, Outsourcing and Third-Party Reporting (IOREP) Cost Benefit Analysis (pdf 1.7MB)
- CP17/24 - Appendix 5: Reporting fields document (xlsx 0.2MB)
- CP17/24 - Appendix 6: Draft material third party template (xlsx 0.2MB)
- PRA Rulebook: Amendments to the Reporting Part (pdf 0.7MB)
- Draft liquidity reporting templates and LOG file instructions (zip 9.9MB)
- Draft amendments to (SS)15/16 - Solvency II: Monitoring model drift and standard formula SCR reporting for firms with an approved internal model (pdf 1.6MB)
- february
-
january
- CP1/24 – Financial Services Compensation Scheme – Management Expenses Levy Limit (MELL) 2024/25 - Appendix 1 (pdf 1.7MB)
- Draft PRA Rulebook: Solvency II firms and non-solvency II firms: preparations for solvent exit instrument 202[] (pdf 1.6MB)
- New draft supervisory statement – Solvent exit planning for insurers (pdf 1.8MB)
- CP3/24 - New draft statement of policy - The PRAs approach to rule permissions and waivers (pdf 1.6MB)
- july
-
november
- Appendix 1: Glossary of abbreviations and Terms (pdf 0.7MB)
- Appendix 2: Draft PRA Rulebook: Insurance Special Purpose Vehicles Instrument (pdf 1.7MB)
- Appendix 3: Draft PRA Rulebook: Insurance Senior Managers Regime and ISPVs (Amendment) Instrument (pdf 1.6MB)
- Appendix 4: Draft Statement of Policy: The PRA's approach to authorising and supervising insurance special purpose vehicles (pdf 0.9MB)
- Appendix 5: Draft Supervisory statement: Prudential considerations for insurance and reinsurance undertakings when transferring risk to Special Purpose Vehicles (pdf 1.6MB)
- UK ISPV application form (pdf 1.7MB)
- Notes for UK ISPV application form (pdf 1.7MB)
- UK ISPV accelerated pathway application form (pdf 1.6MB)
- Notes for UK ISPV accelerated pathway application form (pdf 1.7MB)
- UK ISPV standardised Scope of Permissions (pdf 1.6MB)
- Rule 144a standardised Scope of Permissions (pdf 1.6MB)
- UK ISPV new risk assumption notification form (pdf 1.6MB)
- Appendix 8: Mapping table of SS8/17 to proposed draft Statement of Policy (pdf 1.5MB)
- CP16/24 – Print to pdf (pdf 0.6MB)
- CP16/24 - Appendix 1: Draft amendments to the Remuneration Part of the PRA Rulebook (pdf 1.1MB)
- CP16/24 - Appendix 3: Draft FCA Instrument: Senior Management Arrangements, Systems and Controls (Remuneration Codes and Consequential Amendments) (No 10) Instrument (202X) (pdf 0.3MB)
- CP16/24 - Appendix 4: Consequential changes to the FCA’s non-Handbook Guidance: FG23/6: General guidance on the application of ex-post risk adjustment to variable remuneration (pdf 0.1MB)
- SPV 0.1 reporting template (xlsx 0.1MB)
- SPV 0.2 reporting template (xlsx 0.1MB)
- SPV 0.3 reporting template (xlsx 0.1MB)
-
october
- CP12/24 - appendix 1 (pdf 1.7MB)
- CP13/24 - Appendix 1 (pdf 4.6MB)
- CP13/24 - Appendix 10 (pdf 1.6MB)
- CP13/24 - Appendix 11 (pdf 1.6MB)
- CP13/24 - Appendix 12 (pdf 1.7MB)
- CP13/24 - Appendix 13 (pdf 1.8MB)
- CP13/24 - Appendix 2 (pdf 1.6MB)
- CP13/24 - Appendix 3 (pdf 1.8MB)
- CP13/24 - Appendix 4 (pdf 1.6MB)
- CP13/24 - Appendix 5 (pdf 1.9MB)
- CP13/24 - Appendix 6 (pdf 1.8MB)
- CP13/24 - Appendix 7 (pdf 1.8MB)
- CP13/24 - Appendix 8 (pdf 1.7MB)
- CP13/24 - Appendix 9 (pdf 1.7MB)
- CP14/24 - Appendix 1 (pdf 1.6MB)
- CP14/24 - Appendix 2 (pdf 1.7MB)
- CP14/24 - Appendix 3 (pdf 0.3MB)
- CP13/24 - List of appendices (pdf 1.6MB)
- CP13/24 Print to PDF (pdf 1.6MB)
-
september
- CP7/24 - Annex IA – Templates for reporting on own funds and own funds requirements for SDDTs and SDDT consolidation entities (xlsx 0.3MB)
- CP7/24 - Annex IIA – Instructions for reporting on own funds and own funds requirements for SDDTs and SDDT consolidation entities (pdf 2.6MB)
- CP7/24 - Annex IX – Instructions for reporting on large exposures and concentration risk (pdf 1.5MB)
- The PRA's methodologies for setting Pillar 2 capital for Small Domestic Deposit Takers (SDDTs) comparison document (pdf 3.3MB)
- The Internal Capital Adequacy Assessment (ICAAP) and Supervisory Review and Evaluation Process (SREP) for Small Domestic Deposit Takers (SDDTs) comparison with SS31/15 (pdf 2.5MB)
- CP10/24 - Appendix 1 (pdf 1.7MB)
- CP10/24 - Appendix 2 (pdf 1.8MB)
- CP10/24 - Appendix 3 (pdf 1.7MB)
- CP10/24 - Appendix 4 (pdf 1.6MB)
- CP10/24 - Appendix 5 (pdf 1.5MB)
- CP10/24 - Appendix 6 (pdf 1.5MB)
- CP7/24 - Appendix 1: The Strong and Simple Framework: The simplified capital regime for Small Domestic Deposit Takers (SDDTs) (pdf 2.1MB)
- CP7/24 - Appendix 14 : PRA Rulebook: CRR Firms: SDDT Regime Instrument 2025 (pdf 0.6MB)
- CP7/24 - Appendix 2: The PRA’s methodologies for setting Pillar 2 capital for Small Domestic Deposit Takers (SDDTs) (pdf 2.2MB)
- CP7/24 - Appendix 6: The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) for Small Domestic Deposit Takers (SDDTs) SS (pdf 2.1MB)
- CP8/24 - Appendix 1: Draft amendments to the Own Funds and Eligible Liabilities (CRR) Part and the Definition of Capital Part of the PRA Rulebook (pdf 0.9MB)
- CP8/24 - Appendix 2: Draft new statement of policy – The PRA’s approach to waivers and permissions under Own Funds (CRR) Part (pdf 0.9MB)
- CP8/24 - Appendix 3: Draft amendments to supervisory statement 7/13 – Definition of capital (CRR firms) (pdf 1.1MB)
- CP9/24 - Appendix 1: Draft amendments to supervisory statement 31/15 – The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) (pdf 0.9MB)
- CP9/24 - Appendix 4: Draft amendments to the PRA Rulebook. Glossary, Leverage Ratio – Capital Requirements and Buffers, Disclosure (CRR), Reporting (CRR), and Capital Buffers (pdf 0.8MB)
- CP7/24 - FSA071S – Firm information and Pillar 2A summary for SDDTs and SDDT consolidation entities (pdf 1.6MB)
- CP7/24 - Pillar 2: FSA071S template (xlsx 0.1MB)
- CP7/24 - Leverage: LVR001-002 reporting instructions (pdf 1.6MB)
- CP7/24 - LVR001 - Template for reporting on leverage (xlsx 0.1MB)
- CP7/24 - Pillar 2 Reporting schedule (pdf 1.7MB)
- CP7/24 - PRA111 reporting instructions (pdf 1.5MB)
- CP7/24 - PRA111 template (xlsx 0.1MB)
- CP7/24 - PRA113S, PRA114S reporting instructions (pdf 1.6MB)
- CP7/24 - PRA113S, PRA114S templates (xlsx 0.3MB)
- CP7/24 full pdf for print (pdf 1.2MB)
-
april
-
2025
-
april
- CP10/25 - Appendix 1 (pdf 2.2MB)
- CP7/25 - Appendix 1: Draft amendments to the Matching Adjustment Part of the PRA Rulebook (pdf 1.5MB)
- CP7/25 - Appendix 10: New draft Matching Adjustment Investment Accelerator supplementary information form (pdf 1.6MB)
- CP7/25 - Appendix 2: Draft amendments to the Reporting Part the PRA Rulebook (pdf 1.5MB)
- CP7/25 - Appendix 3: Draft amendments to SS7/18 – Solvency II: Matching adjustment (pdf 2.7MB)
- CP7/25 - Appendix 4: Draft amendments to SS8/18 - Solvency II: Internal Models Modelling of Matching Adjustment (pdf 2MB)
- CP7/25 - Appendix 5: Draft amendments to SS5/24 - Funded Reinsurance (pdf 2MB)
- CP7/25 - Appendix 6: Draft amendments to SoP – Matching Adjustment Permissions and Matching Adjustment Investment Accelerator Permissions (pdf 1.9MB)
- CP7/25 - Appendix 7: Draft amendments to the MALIR instructions (pdf 2MB)
- CP7/25 - Appendix 9: Draft amendments to the Matching Adjustment supplementary information form (pdf 1.8MB)
- CP8/25 - Draft PRA Rulebook: PRA Fees Amendment Instrument 2025 (pdf 0.8MB)
- CP9/25 - Draft PRA Rulebook: PRA RULEBOOK: CRR FIRMS: GOVERNANCE AND INTERNAL REQUIREMENTS INSTRUMENT [2025] (pdf 1.7MB)
- CP9/25 - Draft PRA Rulebook: PRA STANDARDS INSTRUMENT: THE TECHNICAL STANDARDS (REVOCATION OF MIFID ORG REGULATION) (CONSEQUENTIAL AMENDMENTS) INSTRUMENT 2025 (pdf 1.5MB)
- CP7/25 - Appendix 8: Draft amendments to the MALIR template (xlsx 9MB)
- june
-
march
- Appendix to CP2/25 – Leverage Ratio: changes to the retail deposits threshold for application of the requirement (pdf 0.9MB)
- Appendix to CP3/25 - Draft PRA Rulebook: CRR Firms [2026] (pdf 1.8MB)
- Appendix to CP4/25 – Depositor protection (pdf 2.4MB)
- CP5/25 - Appendix 1 (pdf 0.7MB)
- CP5/25 - Appendix 2 (pdf 1.5MB)
-
may
- Annex I – FSA076 Pillar 2 Credit risk standardised approach – Instructions (pdf 1.6MB)
- Annex I – FSA076 Pillar 2 Credit risk standardised approach – Reporting template (xlsx 0.1MB)
- Annex II – FSA072 Pillar 2 Operational risk historical losses – Instructions (pdf 1.6MB)
- Annex II – FSA073 Pillar 2 Operational risk historical loss details – Instructions (pdf 1.6MB)
- Annex II – FSA074 Pillar 2 Operational risk forecast losses – Instructions (pdf 1.6MB)
- Annex II – FSA075 Pillar 2 Operational risk scenario data – Instruction (pdf 1.6MB)
- Annex III – FSA081 Pillar 2 Pension risk – Instructions (pdf 1.6MB)
- Annex III – FSA081 Pillar 2 Pension risk – Reporting template (xlsx 0.1MB)
- CP12/25 - Appendix 1: PRA RULEBOOK: CRR FIRMS: REPORTING PILLAR 2 (AMENDMENT) INSTRUMENT [2025] (pdf 1.5MB)
- CP12/25 - Appendix 2: Draft amendments to statement of policy – The PRA’s methodologies for setting Pillar 2 capital (pdf 2MB)
- CP12/25 - Appendix 3: Draft amendments to new draft statement of policy – The PRA’s methodologies for setting Pillar 2 capital for Small Domestic Deposit Takers (SDDTs) (pdf 1.5MB)
- CP12/25 - Appendix 4: Draft amendments to SS31/15 – The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) (pdf 1.8MB)
- CP12/25 - Appendix 5: Draft amendments to new draft supervisory statement – The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) for Small Domestic Deposit Takers (SDDTs) (pdf 1.5MB)
- CP12/25 - Appendix 6: Draft amendments to SS32/15 – Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082, and PRA 111 (pdf 1.6MB)
- CP12/25 - Appendix 6: Pillar 2 Reporting Schedule Draft amendments (pdf 1.6MB)
- CP12/25 - Appendix 7: Draft updated Pillar 2 reporting templates and instructions (pdf 1.5MB)
- CP12/25 - Appendix 8: Voluntary Data Collection for Wholesale UCCs (pdf 1.5MB)
- CP12/25 - Appendix 8: Voluntary Data Request - Wholesale UCCs - Data Templates (xlsx 0.1MB)
- CP12/25 - Appendix 8: Voluntary Data Request Wholesale UCCs - Instructions (pdf 1.7MB)
-
april
-
2012
- Cost Benefit Analysis Panel Terms of Reference 1 August 2024 (pdf 0.1MB)
-
crd-iv
- 2015 list of UK firms designated as other systemically important institutions (O-SIIs) (pdf 0.2MB)
- 2016 list of UK firms designated as other systemically important institutions (O-SIIs) (pdf 0.2MB)
- 2017 list of UK firms designated as other systemically important institutions (O-SIIs) (pdf 0.3MB)
- 2018 list of UK firms designated as other systemically important institutions (O-SIIs) (pdf 0.3MB)
- 2019 list of UK firms designated as other systemically important institutions (O-SIIs) (pdf 0.4MB)
- 2020 list of UK firms designated as other systemically important institutions (O-SIIs) (pdf 0.4MB)
- 2021 list of UK firms designated as other systemically important institutions (O-SIIs) (pdf 0.4MB)
- Additional liquidity monitoring metrics (ALMM) - New data item (pdf 0.2MB)
- Basis of preparation of regulatory returns for first-time adopters of FRS 102 or IFRS during the transition period for FRS 102 (pdf 0.2MB)
- Annex 1: Charts on lending (pdf 0.2MB)
- Annex 2: The case for a more proportionate regulatory regime (pdf 0.2MB)
- 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 (pdf 0.3MB)
- Capital Buffers and Pillar 2 Model Requirements (pdf 0.3MB)
- Capital Buffers and Pillar 2 Model Requirements for G-SIIs (pdf 0.3MB)
- Clarification of procedures for completion of COREP Section C 04.00 (CA4) Row 820: Own funds requirements related to Pillar II adjustments (pdf 0.1MB)
- Common Reporting Errors found in COR002 Large Exposures Templates and reporting of Eligible Capital for purposes of Large Exposures within COR001 (pdf 0.1MB)
- FSA019 - January 2016 (pdf 0.1MB)
- FSA038 - January 2016 (pdf 0.1MB)
- FSA042 - January 2016 (pdf 0.1MB)
- Interim intraday liquidity – direct participants template
- Interim intraday liquidity – direct participants template (IDY001) (xlsx 0.1MB)
- Interim intraday liquidity – indirect participants template
- Interim intraday liquidity – indirect participants template (IDY002) (xlsx 0.1MB)
- Interim LCR reporting notes (pdf 0.2MB)
- Interim LCR template (xlsx 0.2MB)
- Interim intraday reporting notes (pdf 0.3MB)
- Liquidity coverage ratio: Reporting clarifications (pdf 0.1MB)
- Notes for completion of the Mortgage Lenders & Administration Return (pdf 1.9MB)
- Notes for completion of the Mortgage Lenders & Administrators Return (MLAR) (pdf 1.3MB)
- Notes for completion of the Mortgage Lenders & Administrators Return (MLAR) effective May 2022 (pdf 0.9MB)
- Notes for completion of the Mortgage Lenders & Administrators Return (MLAR) effective October 2022 (pdf 2MB)
- Mortgage lenders and administrators return - January 2016 (pdf 1MB)
- Mortgage Lenders & Administrators Return (MLAR) effective October 2020 (pdf 0.3MB)
- P2 day 1 adjustments - draft template (xlsx 0.1MB)
- P2 day 1 adjustments - instructions (pdf 0.1MB)
- P2A SF adjustments - data template instructions (xlsx 0.1MB)
- P2A SF adjustments - data template (pdf 0.5MB)
- Simplified interim intraday template
- Simplified interim intraday template (IDY003) (xlsx 0.1MB)
- Simplified LCR template (xlsx 0.1MB)
-
discussion-paper
- 2018
- 2021
- 2022
- 2023
- 2024
-
enforcement-notice
- Enforcement notice - 1 Feb 2016 Milburn (pdf 9MB)
- Enforcement notice - 1 Feb 2016 Colin McIntosh (pdf 9.7MB)
- Enforcement notice - 8 Apr 2016 (pdf 6.3MB)
- Enforcement notice - 9 Feb 2017 (pdf 1MB)
- Enforcement notice - 11 Aug 2015 (pdf 0.3MB)
- Enforcement notice - 15 Jan 2016 Barry Tootell (pdf 0.4MB)
- Enforcement notice - 15 Jan 2016 Keith Alderson (pdf 0.5MB)
- Enforcement notice - 20 Nov 2014 (pdf 0.3MB)
- Enforcement notice - 21 Nov 2014 (pdf 0.1MB)
- Enforcement notice - 27 Nov 2015 (pdf 0.5MB)
- Financial Incentives for Whistleblowers (pdf 0.2MB)
-
letter
-
2014
- Letter from Andrew Bailey, 19 June 2014 (pdf 0.1MB)
- Letter to the Chancellor from Andrew Bailey, 7 November 2014 (pdf 0.3MB)
- PRA Adaptation Reporting letter, June 2014 (pdf 0.1MB)
- Remuneration - PRA expectations - December 2014 (pdf 0.6MB)
- Reserving - letter to general insurers from Chris Moulder, 13 November 2014 (pdf 0.1MB)
- Letter from the PRA in response to the letter from Allen and Overy LLP regarding Lloyds (pdf 0.1MB)
- Solvency II - An update on implementation - July 2014 (pdf 0.7MB)
- Solvency II directors update - August 2014 (pdf 1.1MB)
- Solvency II directors update - December 2014 (pdf 0.7MB)
- Solvency II directors update - June 2014 (pdf 0.2MB)
- Solvency II directors update - November 2014 (pdf 0.2MB)
- Solvency II directors update - October 2014 (pdf 0.2MB)
- Solvency II - Matching adjustment - October 2014 (pdf 1MB)
- Solvency II - Matching adjustment asset eligibility - June 2014 (pdf 1.2MB)
- Trial submission of materials to approve the application for a matching adjustment - June 2014 (pdf 0.2MB)
-
2015
- Letter from Allen and Overy LLP regarding Lloyds Banking Group Enhanced Capital Notes (pdf 0.1MB)
- Change to the FSCS deposit protection limit letter to firms (banks and building societies) (pdf 0.2MB)
- Change to the FSCS deposit protection limit letter to firms (wholesale-only) (pdf 0.2MB)
- Continued soft market conditions in the UK general insurance sector (pdf 0.6MB)
- Cyber Resilience Questionnaire for insurers (pdf 0.3MB)
- Directors' letter 'Longevity risk transfers' ARCHIVED (pdf 0.9MB)
- Further information regarding Lloyds Banking Group Enhanced Capital Notes (ECNs) enquiries (pdf 0.3MB)
- Further information relating to the Lloyds Banking Group Enhanced Capital Notes and stress testing (pdf 0.1MB)
- Information relating to the Lloyds Banking Group Enhanced Capital Notes and stress testing (pdf 0.1MB)
- Internal model change policy (pdf 0.6MB)
- Letter from Paul Fisher on Solvency II: equity release mortgages (pdf 0.8MB)
- Letter from Sam Woods on the PRA's response to Defra on climate change adaptation reporting (pdf 0.1MB)
- Letter from Sam Woods on the Senior Insurance Managers Regime (pdf 0.1MB)
- Letter from Sam Woods, Executive Director Insurance Supervision, 24 September 2015 (pdf 0.4MB)
- Letter to small non-Solvency II insurance firms (pdf 0.2MB)
- Observations of internal model validation (pdf 0.5MB)
- PRA Solvency II Insurance Directors' update 12 February 2015 (pdf 0.7MB)
- Solvency II: feedback on firms: matching adjustment pre-application submissions (pdf 0.7MB)
- Solvency II: matching adjustment update, 1 June 2015 (pdf 0.7MB)
- Solvency II directors update - July 2015 (pdf 0.8MB)
- Solvency II directors update - March 2015 (pdf 0.7MB)
- Solvency II directors update - May 2015 (pdf 0.9MB)
- Solvency II directors update - November 2015 (pdf 0.9MB)
- Solvency II internal model matching adjustment update - March 2015 (pdf 1.1MB)
- Solvency II Own risk and solvency assessment - June 2015 (pdf 0.6MB)
- Transfers of Insurance Business under Part VII FSMA - letter from PRA Insurance Directors (pdf 0.1MB)
- Volatility adjustment in the modelling of market and credit risk stresses (pdf 0.6MB)
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2016
- Letter to firms from supervisors: Additional liquidity monitoring metrics (ALMM) - New data item (pdf 0.2MB)
- Analysis and observations from regulatory returns and monitoring-the-market questionnaire (pdf 0.4MB)
- Cyber underwriting risk (pdf 0.2MB)
- General Insurance Stress Test 2015 Feedback (pdf 0.8MB)
- Insurance firms in run-off: firm engagement with the PRA (pdf 0.1MB)
- Letter from Sam Woods ‘Implementation of IFRS 9 Financial Instruments’ (pdf 0.2MB)
- Longevity Risk Transfers - February 2016 (pdf 0.6MB)
- Modification by Consent of Leverage Ratio rule 1.2, Public Disclosure rule 1.1 and Reporting (pdf 0.1MB)
- PRA response to the letter from Mr Sanders regarding Lloyds Banking Group (pdf 0.1MB)
- PRA rules on diversity within firms' management body (pdf 0.2MB)
- PRA statement on adjustments to firms' PRA buffers (pdf 0.2MB)
- Run-off letter 18 July 2016 (pdf 0.1MB)
- Sam Woods reflections on 2015 Solvency II model approved process - January 2016 (pdf 0.8MB)
-
2017
- Contingency planning for the UK's withdrawal from the European Union (pdf 0.2MB)
- Firms’ preparations for the UK’s withdrawal from the European Union: planning assumptions (pdf 0.2MB)
- Follow-up to PRA Statement on consumer credit (pdf 0.2MB)
- General Insurance Stress Test 2017 (GIST 2017) (pdf 0.1MB)
- General Insurance Stress Test 2017 Feedback (pdf 0.4MB)
- Letter from David Rule: Analysis and observations from monitoring-the-market questionnaire (pdf 0.4MB)
- Letter from Sam Woods on transitional arrangements for capital impact of IFRS 9 expected credit loss accounting (pdf 0.1MB)
- Letter from Sam Woods ‘IFRS 9 Financial Instruments’ (pdf 2.5MB)
- Letter to firms on IFRS 9 transition disclosures - January 2018 (pdf 0.2MB)
- Stress test model management (pdf 0.2MB)
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2018
- An update on the Independent Review of Co-operative Bank Supervision (pdf 0.1MB)
- Capital extractions by insurance firms in run-off (pdf 0.1MB)
- Change to supervising remuneration compliance for level one firms (pdf 0.1MB)
- Letter from Sam Woods: Existing or planned exposure to crypto-assets (pdf 0.2MB)
- Firms’ preparations for the UK’s withdrawal from the European Union: update following March 2018 European Council (pdf 0.2MB)
- Firms preparations for transition from LIBOR to risk-free rates banking (pdf 0.3MB)
- Firms preparations for transition from LIBOR to risk-free rates insurance (pdf 0.3MB)
- Letter to general insurance firms’ Chief Actuaries (pdf 0.5MB)
- The adequacy of PRA resources and the independence of PRA functions (pdf 0.1MB)
- Letter from Anna Sweeney: Market conditions facing specialist general insurers: Feedback from recent PRA review work (pdf 0.4MB)
- Review of Actuarial Function Reports in general insurance firms (pdf 0.5MB)
- Solvency II Risk Margin (pdf 2.2MB)
- Solvency II: Two and a half years on (pdf 0.3MB)
- Solvency II: Equity release mortgages (pdf 0.1MB)
- Letter from David Rule: Solvency II: Equity release mortgages (pdf 0.1MB)
- Update to firms on the Bank's regulatory approach, and firm preparations, for EU withdrawal (pdf 0.2MB)
-
2019
- Cyber underwriting risk: Follow-up survey data request template (xlsx 0.1MB)
- Cyber underwriting risk: follow-up survey results (pdf 0.2MB)
- Letter from Victoria Saporta: Disclosures about IFRS 9 expected credit losses – January 2019 (pdf 0.1MB)
- General Insurance Stress Test 2019 – Scenario Specification, Guidelines and Instructions (pdf 2.9MB)
- General Insurance Stress Test 2019 – Scenario Specification, Guidelines and Instructions (draft) (pdf 2.3MB)
- General Insurance Stress Test 2019 – Template (xlsx 0.6MB)
- General Insurance Stress Test 2019 – Template - August 2019 (xlsx 0.6MB)
- General Insurance Stress Test 2019 – Template (draft) (xlsx 0.6MB)
- Insurance Stress Test 2019 (pdf 0.2MB)
- Insurance Stress Test 2019: Request for technical input (pdf 0.1MB)
- Letter from Gareth Truran - PRA current areas of focus for general insurance firms (pdf 0.2MB)
- Letter from James Orr - Feedback from recent PRA reserving reviews (pdf 0.7MB)
- Life Insurance Stress Test 2019 – Scenario Specification, Guidelines and Instructions (pdf 1.5MB)
- Life Insurance Stress Test 2019 – Scenario Specification, Guidelines and Instructions (draft) (pdf 1.1MB)
- Life Insurance Stress Test 2019 – Template
- Life Insurance Stress Test 2019 – Template - August 2019
- Life Insurance Stress Test 2019 – Template (draft) (xlsx 0.7MB)
- Letter from Sid Malik: Observations from recent regulatory reviews (pdf 1MB)
- Letter from Sid Malik ‘Proxy modelling survey: Best observed practice’ (pdf 0.7MB)
- Letter from Sam Woods - The prudential regulatory framework and Libor transition (pdf 0.2MB)
- Letter from Sarah Breeden and David Bailey ‘Reliability of regulatory returns’ (pdf 0.2MB)
- Letter from David Rule: Remuneration requirements – PRA findings and expectations (pdf 0.3MB)
- Letter from Melanie Beaman: Review and findings: Fast growing firms (pdf 0.2MB)
- Letter from David Rule: Solvency II: Equity release mortgages – Part 2 (pdf 0.3MB)
- Letter from Victoria Saporta: Written auditor reporting – thematic feedback from the 2018/2019 reporting period (pdf 0.5MB)
- Letter from Victoria Saporta: Written auditor reporting – update and main thematic findings (pdf 0.6MB)
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2020
- Letter from Mel Beaman ‘Building societies sourcebook – fixed rate lending guidelines’ (pdf 0.2MB)
- Letter from Sam Woods ‘Covid-19: IFRS 9, capital requirements and loan covenants’ (pdf 0.2MB)
- Letter from Sam Woods ‘Covid-19: IFRS 9 and capital requirements – Further guidance on initial and further payment deferrals’ (pdf 0.6MB)
- Letter from the PRA and FCA 'Final preparations for the end of the transition period' (pdf 0.4MB)
- Letter from the PRA and FCA ‘Final preparations for the end of the transition period’ (pdf 0.3MB)
- Letter from David Bailey and Rebecca Jackson ‘International Banks Supervision: 2021 Priorities’ (pdf 0.2MB)
- Letter from Sam Woods 'Information request: Operational readiness for zero or negative policy rates' (pdf 0.4MB)
- Letter from Sam Woods - appendix (xlsx 0.1MB)
- Letter from Sam Woods 'Information request: Operational readiness for zero or negative policy rates' - appendix - data template (xls 0.1MB)
- Initial expectations of the FCA and PRA of firms’ Libor transition progress during 2020 (pdf 0.2MB)
- Insurance Stress Test 2019: Feedback for general and life insurers (pdf 1.3MB)
- Letter from Anna Sweeney and Charlotte Gerken ‘Insurance Supervision: 2021 Priorities’ (pdf 0.4MB)
- Letter from Sam Woods to insurers on distribution of profits (pdf 0.1MB)
- Letter from Sam Woods to Barclays (pdf 0.1MB)
- Letter from Credit Union Supervision Team to Directors, Staff members and Volunteers of PRA-regulated credit unions (pdf 0.5MB)
- Letter from Credit Union Supervision Team to Directors of PRA-regulated credit unions (pdf 0.5MB)
- Letter from Sam Woods to HSBC (pdf 0.1MB)
- Letter from Sam Woods to Lloyds Banking Group (pdf 0.1MB)
- Letter from Sam Woods to Nationwide (pdf 0.1MB)
- Letter from Sam Woods to RBS (pdf 0.1MB)
- Letter from Sam Woods to Santander (pdf 0.1MB)
- Letter from Sam Woods to Standard Chartered Bank (pdf 0.1MB)
- Letter from Sam Woods ‘Managing climate-related financial risk – thematic feedback from the PRA’s review of firms’ SS3/19 plans and clarifications of expectations’ (pdf 0.5MB)
- Letter from Anna Sweeney ‘Outstanding EU liabilities following the UK’s withdrawal from the European Union’ (pdf 0.3MB)
- Letter to general insurance firms 'Insights from PRA review work on reserving and exposure management' (pdf 0.9MB)
- Letter from David Bailey, Anna Sweeney, Charlotte Gerken, and Sarah Breeden ‘PRA rules on board diversity’ (pdf 0.2MB)
- Letter from Sarah Breeden ‘Remediation of prudential treatment of legacy instruments’ (pdf 0.4MB)
- Letter from Sarah Breeden and David Bailey ‘Removal of bespoke liquidity risk appetite’ (pdf 0.2MB)
- Letter from Victoria Saporta ‘Thematic feedback from the 2019/2020 round of written auditor reporting’ (pdf 1.6MB)
- Letter from Sam Woods ‘Temporary Permissions Regime – operational readiness’ (pdf 0.2MB)
- Letter from Sarah Breeden and Melanie Beaman ‘UK Deposit Takers Supervision: 2021 Priorities’ (pdf 0.2MB)
-
2021
- april
- August
- december
-
February
- Letter from Victoria Saporta ‘Disclosures about IFRS 9 expected credit losses accounting’ - February 2021 (pdf 1.3MB)
- Letter from Sid Malik on Feedback on the application of the Effective Value Test (pdf 0.4MB)
- Virtual Meetings with the PRA’s Senior Advisors (pdf 0.6MB)
- Letter from the PRA and FCA ‘Transforming data collection – an update on progress and plans for 2021’ (pdf 0.3MB)
- July
- June
- March
- October
-
September
- Letter from the Bank, PRA, and FCA ‘2021 CBEST thematic findings’ (pdf 0.5MB)
- Letter from Andrew Bailey to the Chancellor responding to the recommendations from the Treasury (pdf 0.1MB)
- Letter from David Bailey and Rebecca Jackson 'Thematic findings on the reliability of regulatory reporting ' (pdf 0.1MB)
- Letter from PRA and FCA on trade finance activity (pdf 0.4MB)
- Letter from Victoria Saporta 'Thematic feedback from the 2020/2021 round of written auditor reporting' (pdf 1MB)
-
2022
-
january
- Letter from Nathanael Benjamin and Rebecca Jackson ‘International banks active in the UK: 2022 priorities’ (pdf 0.4MB)
- General Insurance Stress Test 2022 – Scenario specification, guidelines, and instructions (pdf 2.4MB)
- General Insurance Stress Test 2022 – Template (xlsx 0.8MB)
- Insurance Stress Test 2022 – Request for technical input (pdf 0.2MB)
- Letter from Anna Sweeney and Charlotte Gerken ‘Insurance Supervision: 2022 priorities’ (pdf 0.4MB)
- Life Insurance Stress Test 2022 – Scenario specification, guidelines, and instructions (pdf 1.2MB)
- Life Insurance Stress Test 2022 – Template (xlsx 0.2MB)
- Results and Basis of Preparation (RBP) report (pdf 0.6MB)
- Letter from David Bailey and Melanie Beaman ‘UK Deposit Takers Supervision: 2022 priorities’ (pdf 0.4MB)
- July
- June
- march
-
May
- Risk-free curves as of 31 December 2021 - LIST Stage 1 (xlsx 0.5MB)
- Risk-free curves as of 31 December 2021 - LIST Stages 2 to 4 (xlsx 0.5MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 December 2021 - LIST Stage 1 (xlsx 1.1MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 December 2021 - LIST Stages 2 to 4 (xlsx 1.1MB)
- Risk-free Volatility Adjustment portfolios as of 31 December 2021 - LIST Stage 1 (xlsx 0.2MB)
- Risk-free Volatility Adjustment portfolios as of 31 December 2021 - LIST Stages 2 to 4 (xlsx 0.2MB)
- Smith-Wilson extrapolation parameters as of 31 December 2021 - LIST Stage 1 (xlsx 0.5MB)
- Smith-Wilson extrapolation parameters as of 31 December 2021 - LIST Stages 2 to 4 (xlsx 0.5MB)
- Insurance Stress Test 2022 cover letter to firms (pdf 0.2MB)
- General Insurance Stress Test 2022 - Scenario Specification, Guidelines and Instructions Final V2 (pdf 1.8MB)
- General Insurance Stress Test 2022 V2.0 - Template (xlsx 0.8MB)
- Life Insurance Stress Test 2022 - Scenario Specification, Guidelines and Instructions Final (pdf 0.7MB)
- Life Insurance Stress Test 2022 V2.0 - Template (xlsx 0.6MB)
- Insurance Stress Test 2022: Question and answer log (xlsx 0.6MB)
- Requirements for the "Results and Basis of Preparation" report (pdf 0.4MB)
- november
-
October
- Letter from Nylesh Shah ‘Insights from PRA thematic review on general insurance reserving and capital modelling’ (pdf 0.2MB)
- Letter to directors of credit unions which are part of a group with total assets above £15 million and/or with more than 10,000 members (pdf 0.1MB)
- Letter to directors of credit unions which are part of a group with total assets below £15 million and fewer than 10,000 members (pdf 0.2MB)
- Letter from Sam Woods ‘Thematic feedback on the PRA’s supervision of climate-related financial risk and the Bank of England’s Climate Biennial Exploratory Scenario exercise’ (pdf 0.2MB)
- Letter from Victoria Saporta ‘Thematic feedback from the 2021/2022 round of written auditor reporting’ (pdf 0.3MB)
-
january
-
2023
- Letter from the Bank, PRA, and FCA ‘2022 CBEST thematic findings’ (pdf 0.1MB)
- Letter from Nathanaël Benjamin and Rebecca Jackson ‘International banks active in the UK: 2023 priorities’ (pdf 0.2MB)
- december
- Insurance stress test 2022 feedback (pdf 0.5MB)
- Letter from Charlotte Gerken and Shoib Khan ‘Insurance Supervision: 2023 priorities’ (pdf 0.2MB)
- june
- november
-
october
- Letter to directors of credit unions which belongs to the group of credit unions (CUs) with total assets between £10 million and £50 million (Peer Group 4A) (pdf 0.1MB)
- Letter to directors of credit unions (CUs) which are part of a group of CUs with total assets up to £10 million (Peer Group 4B) (pdf 0.1MB)
- september
- Thematic findings from the 2022 cyber stress test (pdf 0.2MB)
- Letter from David Bailey and Charles Wood ‘UK Deposit Takers Supervision: 2023 priorities’ (pdf 0.2MB)
-
2024
- Letter from Rebecca Jackson ‘International banks Supervision: 2024 priorities’ (pdf 0.2MB)
- Non-systemic firms’ recovery planning thematic review: Industry feedback’ (pdf 0.2MB)
- The Bank and the PRA’s response DSIT/HMT: Update on our approach to AI (pdf 0.3MB)
- Letter from Charlotte Gerken and Shoib Khan ‘Insurance Supervision: 2024 priorities’ (pdf 0.4MB)
- Dear CEO letter: Supervisory statement (SS) 5/24 – Funded reinsurance: Implementation approach (pdf 0.2MB)
- Life Insurance Stress Test (LIST) 2025: Request for technical input (pdf 0.1MB)
- Letter from David Bailey ‘Thematic feedback on accounting for IFRS 9 ECL and climate risk’ (pdf 0.3MB)
- Thematic findings of Internal Audit Review of the Credit Risk Management Framework – non-systemic UK Deposit Takers (UKDT) (pdf 0.2MB)
- Letter from Rebecca Jackson and Charlotte Gerken: Thematic review of private equity related financing activities (pdf 0.3MB)
- Letter from David Bailey and Laura Wallis ‘UK Deposit Takers Supervision: 2024 priorities’ (pdf 0.2MB)
-
2025
- Letter from Rebecca Jackson and Alison Scott ‘International banks Supervision: 2025 priorities’ (pdf 0.2MB)
- Insurance Supervision: 2025 priorities (pdf 0.2MB)
- Life Insurance Stress Test 2025 – Launch Letter (pdf 0.1MB)
- Prudential Regulation Authority’s (PRA) approach to Credit Union Service Organisations (CUSOs) and intention to consult on rule changes (pdf 0.2MB)
- PRA letter to the Prime Minister (pdf 0.1MB)
- Chief Financial Officer letter (pdf 0.2MB)
- Letter from Charlotte Gerken and Laura Wallis ‘UK Deposit Takers Supervision: 2025 priorities’ (pdf 0.2MB)
-
2014
- Modification by Consent for a CRR firm to recognise third country covered bonds as HQLA 2A (pdf 0.1MB)
-
new-bank
- Alternatives to being a bank (pdf 0.1MB)
- Conduct risk assessment (pdf 0.4MB)
- Fundamental Rules and Principles (pdf 0.2MB)
- International Banks (pdf 0.2MB)
- New banks operational resilience (IBS and ITOL) information request (xlsx 0.1MB)
- New banks operational resilience information request (docx 0.1MB)
- New banks outsourcing and third-party information request (docx 0.1MB)
- Regulatory expectations (pdf 2.3MB)
- New Banks seminar, 15 October 2019 - slides (pdf 2.5MB)
- Should I become a Bank? (pdf 0.2MB)
- Threshold Conditions (pdf 0.2MB)
- SHOWING NOT LINKED - Wholesale Depositor Definition (pdf 0.1MB)
- new-insurer
-
policy
- PRA Rulebook instruments 2018 (pdf 3.6MB)
- PRA Rulebook instruments 2019 (pdf 6.9MB)
- PRA Rulebook instruments 2001 (pdf 36.1MB)
- PRA Rulebook instruments 2002 (pdf 10.3MB)
- PRA Rulebook instruments 2003 (pdf 7.3MB)
- PRA Rulebook instruments 2004 (pdf 16.4MB)
- PRA Rulebook instruments 2005 (pdf 14.9MB)
- PRA Rulebook instruments 2006 (pdf 15.5MB)
- PRA Rulebook instruments 2007 (pdf 8.2MB)
- PRA Rulebook instruments 2008 (pdf 3.1MB)
- PRA Rulebook instruments 2009 (pdf 7.7MB)
- PRA Rulebook instruments 2010 (pdf 13.3MB)
- PRA Rulebook instruments 2011 (pdf 10.3MB)
- PRA Rulebook instruments 2012 (pdf 5.9MB)
- PRA Rulebook instruments 2013 (pdf 32.5MB)
- PRA Rulebook instruments 2014 (pdf 1.9MB)
- PRA Rulebook instruments 2015 (pdf 9.8MB)
- PRA Rulebook instruments 2016 (pdf 7.9MB)
- PRA Rulebook instruments 2017 (pdf 6.3MB)
- PRA Rulebook instruments 2020 (pdf 8.4MB)
- PRA Rulebook instruments 2021 (pdf 9.2MB)
- PRA Rulebook instruments 2022 (pdf 4.3MB)
- PRA Rulebook instruments 2023 (pdf 2.2MB)
- PRA Rulebook instruments 2024 (pdf 5.1MB)
- PRA Rulebook instruments 2025 (pdf 1.7MB)
-
policy-statement
-
2013
- Conducting statutory investigations (pdf 0.2MB)
- Regulatory Reform: amendments to the Prudential Regulation Authority Handbook - PS 1/13 (pdf 0.3MB)
- PS1/13 Appendix 1: Approved Persons amendments (pdf 0.6MB)
- PS1/13 Appendix 10: Transfer of Business amendments (pdf 0.3MB)
- PS1/13 Appendix 11: Amendments to Forms (pdf 3.8MB)
- PS1/13 Appendix 12: Amendments to Cross-references (pdf 0.2MB)
- PS1/13 Appendix 13: Fees amendments (pdf 0.5MB)
- PS1/13 Appendix 2: Status Disclosure, Transitional Provisions and Miscellaneous amendments (pdf 0.4MB)
- PS1/13 Appendix 3: Skilled Persons amendments (pdf 0.1MB)
- PS1/13 Appendix 4: Variation of Permission amendments (pdf 0.4MB)
- PS1/13 Appendix 5: Waiver and Modification of Rules amendments (pdf 0.2MB)
- PS1/13 Appendix 6: Controllers and Close Links amendments (pdf 0.2MB)
- PS1/13 Appendix 7: Passporting amendments (pdf 0.4MB)
- PS1/13 Appendix 8: Notifications amendments (pdf 0.2MB)
- PS1/13 Appendix 9: Amendments to Reporting requirements (pdf 0.3MB)
- Financial Services Compensation Scheme – management expenses levy limit 2013/14 - PS 2/13 (pdf 0.2MB)
- Financial Conglomerates Directive: Technical review amendments - PS3/13 (pdf 0.3MB)
- Prudential Regulation Authority - Regulated fees and levies: rates for 2013/14 - PS 4/13 (pdf 0.3MB)
- Special project fees - PS5/13 (pdf 0.7MB)
- Responses to CP8/13 - PS6/13 (pdf 0.3MB)
- Strengthening capital standards: implementing CRD IV, feedback and final rules - PS7/13 (pdf 4.6MB)
- Recovery and resolution plans - PS8/13 (pdf 0.2MB)
-
2014
- Responses to CP12/14 - PS10/14 (pdf 1MB)
- CRD IV: data collection on remuneration practices - PS11/14 (pdf 0.7MB)
- Responses to CP8/13 (No 2) - PS1/14 (pdf 0.3MB)
- Financial Services Compensation Scheme: management expenses levy limit 2014/15 - PS2/14 (pdf 0.2MB)
- Implementing CRD IV: capital buffers - PS3/14 (pdf 0.7MB)
- Responses to CP5/14 - PS4/14 (pdf 0.4MB)
- The PRA Rulebook - PS5/14 (pdf 2.7MB)
- Prudential Regulation Authority - Regulated fees and levies: rates for 2014/15 - PS 6/14 (pdf 0.3MB)
- Clawback - PS7/14 (pdf 0.4MB)
- Supervising international banks: the PRA?s approach to branch supervision- PS8/14 (pdf 0.4MB)
- Implementing the financial Policy Committee's recommendation on loan to income ratios - PS9/14 (pdf 0.3MB)
-
2015
- DEPOSITOR PROTECTION (AMENDMENT No. 2) INSTRUMENT 2015 - PRA 2015/56 (pdf 0.2MB)
- DEPOSITOR PROTECTION (AMENDMENT No. 3) INSTRUMENT 2015 - PRA 2015/57 (pdf 0.3MB)
- HANDBOOK (RULEBOOK CONSEQUENTIALS No. 2) INSTRUMENT 2015 - PRA 2015/58 (pdf 0.2MB)
- DEPOSITOR PROTECTION AND DORMANT ACCOUNT SCHEME (AMENDMENT No. 4) INSTRUMENT 2015 - PRA 2015/59 (pdf 0.3MB)
- DEPOSITOR PROTECTION (AMENDMENT No. 5) INSTRUMENT 2015 - PRA 2015/60 (pdf 0.1MB)
- Depositor Protection and Dormant Account Scheme (Amendment No. 6) Instrument 2015 (PRA 2015/62) (pdf 0.2MB)
- The Pillar 2 framework - background (PS17/15) (pdf 0.3MB)
- The implementation of ring-fencing: legal structure, governance and the continuity of - PS10/15 (pdf 0.7MB)
- CRD IV: Liquidity - PS11/15 (pdf 1MB)
- Implementing the Bank Recovery and Resolution Directive - response to CP13/14 - PS1/15 (pdf 1.5MB)
- Strengthening the alignment of risk and reward: new remuneration rules - PS12/15 (pdf 1.9MB)
- Regulated fees and levies: rates for 2015/16 - PS13/15 (pdf 0.7MB)
- Depositor and dormant account protection - the protection limit PS14/15 (pdf 0.7MB)
- Depositor and policyholder protection - technical amendments - PS15/15 (pdf 0.7MB)
- Strengthening individual accountability in banking: responses to CP14/14, CP28/14 & CP7/15 - PS16/15 (pdf 0.8MB)
- Assessing capital adequacy under Pillar 2 - PS17/15 (pdf 0.3MB)
- Assessing capital adequacy under Pillar 2 - PS17/15 UPDATE (pdf 0.6MB)
- Depositor and dormant account protection - consequential amendments - PS18/15 (pdf 0.7MB)
- The PRA Rulebook: Part 3 - PS19/15 (pdf 1.5MB)
- Strengthening individual accountability in banking: UK branches of non-EEA banks - PS20/15 (pdf 0.9MB)
- Strengthening individual accountability in banking: UK branches of non-EEA banks - PS20/15 App 1 (pdf 0.2MB)
- Strengthening individual accountability in banking: UK branches of non-EEA banks - PS20/15 App 2 (pdf 0.1MB)
- The Senior Insurance Managers Regime: a streamlined approach for non-Solvency II firms - PS21/15 (pdf 0.8MB)
- PRA Rulebook: Non-Solvency II Firms: Senior Insurance Managers Regime Instrument 2015 (pdf 0.2MB)
- Solvency II: A new regime for insurers - PS2/15 (pdf 1.3MB)
- PS2/15 Appendix 1 - Rules Instruments PRA 2015/9 to PRA 2015/31 (pdf 4.2MB)
- Strengthening individual accountability in insurance:responses to CP26/14,CP7/15 & CP13/15 - PS22/15 (pdf 0.9MB)
- PRA Rulebook: Solvency II Firms: SIMR (No. 2) instrument 2015 - PS22/15 App 1 (pdf 0.4MB)
- PRA Rulebook: Solvency II Firms: SIMR - Solvency II (No.2) Instrument 2015 - PS22/15 App 2 (pdf 0.3MB)
- PRA Rulebook: Solvency II Firms: SIMR-Technical Rules Instrument 2015 - PS22/15 App 3 (pdf 0.3MB)
- Reporting rule amendments - PS23/15 (pdf 0.6MB)
- Handbook (Supervision: Late reporting) Instrument 2015 - PS23/15 Appendix 1 (pdf 0.1MB)
- Liquidity Standards Consequentials Instrument (No 2) 2015 - PS23/15 Appendix 2 (pdf 0.2MB)
- Whistleblowing in deposit-takers, PRA-designated investment firms and insurers - PS24/15 (pdf 0.6MB)
- HANDBOOK (WHISTLEBLOWING) INSTRUMENT 2015 - PS24/15 Appendix 1 (pdf 0.1MB)
- PRA RULEBOOK: CRR FIRMS: WHISTLEBLOWING INSTRUMENT 2015 - PS24/15 Appendix 2 (pdf 0.2MB)
- PRA RULEBOOK: SOLVENCY II FIRMS: WHISTLEBLOWING INSTRUMENT 2015 - PS24/15 Appendix 3 (pdf 0.3MB)
- Contractual stays in financial contracts governed by third-country law - PS25/15 (pdf 0.7MB)
- PRA RULEBOOK: CRR FIRMS AND NON-AUTHORISED PERSONS: STAY IN RESOLUTION INST 2015 - PS25/15 App 1 (pdf 0.2MB)
- The prudential regime, and implementation of the SIMR, for non-Solvency II firms - PS26/15 (pdf 0.7MB)
- PRA Rulebook: Non-Solvency II Firms: Senior Insurance Managers Regime - technical - PS26/15 App 1 (pdf 0.4MB)
- PRA Rulebook: Non-Solvency II Firms: Large Non-Solvency II Firms: SIMR - PS26/15 App 2 (pdf 0.4MB)
- PRA Rulebook: Non-Solvency II Firms: Large Non-Solvency II Firms: SIMR - Technical - PS26/15 App 3 (pdf 0.3MB)
- PRA Rulebook: Non-Solvency II Firms Regime Instrument 2015 - PS26/15 Appendix 4 (pdf 1MB)
- Handbook (Rulebook Consequentials) Instrument 2015 - PS26/15 Appendix 5 (pdf 0.3MB)
- PRA Rulebook: Glossary and Insurance Consequentials Instrument 2015 - PS26/15 Appendix 6 (pdf 0.3MB)
- Implementing a UK leverage ratio framework - PS27/15 (pdf 0.7MB)
- PRA Rulebook CRR Firms: Leverage Ratio (PRA2015/89) - PS27/15 Appendix 3 (pdf 0.1MB)
- PRA Rulebook CRR Firms: Reporting Leverage Ratio (PRA2015/90) - PS27/15 Appendix 2 (pdf 0.1MB)
- PRA Rulebook CRR Firms: Public Disclosure (Leverage Ratio Amendment) (PRA2015/91) - PS27/15 App 3 (pdf 0.1MB)
- The PRA Rulebook: Part 4 and response to Chapter 1 of CP41/15 - PS28/15 (pdf 0.6MB)
- PRA RULEBOOK: FINANCIAL CONGLOMERATES INSTRUMENT 2015 - PS28/15 Appendix 1 (pdf 0.4MB)
- PRA RULEBOOK: CRR FIRMS: GROUP RISK SYSTEMS INSTRUMENT 2015 - PS28/15 Appendix 2 (pdf 0.1MB)
- PRA RULEBOOK: REGULATORY REPORTING (AMENDMENT No.1) INSTRUMENT 2015 - PS28/15 Appendix 3 (pdf 0.2MB)
- HANDBOOK (RULEBOOK CONSEQUENTIALS) INSTRUMENT 2015 - PS28/15 Appendix 4 (pdf 0.1MB)
- PRA RULEBOOK: INTERPRETATION (AMENDMENT) INSTRUMENT 2015 - PS28/15 Appendix 5 (pdf 0.1MB)
- PRA RULEBOOK: SOLVENCY II FIRMS, NON SOLVENCY II FIRMS, NON-AUTHORISED PERSONS - PS28/15 App 6 (pdf 0.3MB)
- Strengthening individual accountability in banking: UK branches of non-EEA banks - PS29/15 (pdf 0.6MB)
- PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS: INDIVIDUAL ACCOUNTABILITY - PS29/15 App 1 (pdf 0.4MB)
- Amendments to Various Forms - PS30/15 (pdf 3.6MB)
- Strengthening individual accountability in banking & insurance-responses CP14/14 & CP26/14 - PS3/15 (pdf 1.4MB)
- Financial Services Compensation Scheme: management expenses levy limit 2015/16 - PS4/15 (pdf 0.5MB)
- Policyholder protection - PS5/15 (pdf 1.4MB)
- Depositor and dormant account protection - PS6/15 (pdf 2.6MB)
- The PRA Rulebook: Part 2 - PS7/15 (pdf 2.3MB)
- Supervising international banks: the branch return - PS8/15 (pdf 0.4MB)
- Depositor and dormant account protection - further amendments - PS9/15 (pdf 0.7MB)
-
2016
- PRA RULEBOOK: NON-AUTHORISED PERSONS: WRITTEN REPORTS BY AUDITORS TO THE PRA INSTRUMENT 2016 (pdf 0.3MB)
- PRA RULEBOOK: ADMINISTRATION INSTRUMENT (No. 1) 2016 (pdf 0.2MB)
- PRA RULEBOOK: CRR FIRMS: REPORTING PILLAR 2 AMENDMENT NO. 1 INSTRUMENT 2016 (pdf 0.3MB)
- The implementation of ring-fencing: the PRA's approach to ring-fencing transfer schemes - PS10/16 (pdf 0.6MB)
- Amendments to the PRA's rules on loan to income ratios in mortgage lending - PS11/16 (pdf 0.6MB)
- PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS: HOUSING INSTRUMENT 2016 - PS2013/23 (pdf 0.2MB)
- Engagement between external auditors and supervisors and commencing the PRA's disciplinary - PS1/16 (pdf 0.7MB)
- Financial Services Compensation Scheme - management expenses levy limit 2016/17 - PS12/16 (pdf 0.6MB)
- PRA RULEBOOK: NON AUTHORISED PERSONS: FSCS MANAGEMENT EXPENSES LEVY LIMIT AND - PS12/16 App 1 (pdf 0.2MB)
- Corporate governance: Board responsibilities - PS13/16 (pdf 0.6MB)
- Complaints against the Regulators (the BoE, the FCA and the PRA) - PS14/16 (pdf 0.3MB)
- Liquidity: switch from FSA returns to ALMM returns - PS15/16 (pdf 0.6MB)
- PRA RULEBOOK: ENACTING REGULATORY REPORTING AMENDMENT (DATE) INSTRUMENT 2016 - PS15/16 Appendix 1 (pdf 0.2MB)
- Implementing audit committee requirements under the revised Statutory Audit Directive - PS16/16 (pdf 0.7MB)
- PRA RULEBOOK: CRR FIRMS AND SOLVENCY II FIRMS: AUDIT COMMITTEE INSTRUMENT 2016 - PS16/16 Appendix 1 (pdf 0.4MB)
- The contractual recognition of bail-in: amendments to PRA rules - PS17/16 (pdf 0.7MB)
- PRA RULEBOOK: CRR FIRMS AND NON-AUTHORISED PERSONS: CONTRACTUAL RECOGNITION OF - PS17/16 App 1 (pdf 0.2MB)
- Regulated fees and levies 2016/17 - PS18/16 (pdf 0.7MB)
- PRA RULEBOOK: PRA PERIODIC FEES (2016/17) AND OTHER FEES INSTRUMENT 2016 - PS18/16 Appendix 1 (pdf 0.4MB)
- Reporting requirements for non-Solvency II insurance firms - PS19/16 (pdf 0.6MB)
- PRA RULEBOOK: NON-SOLVENCY II FIRMS: INSURANCE COMPANY - REPORTING INSTRUMENT 2016 - PS19/16 App 1 (pdf 0.6MB)
- PRA RULEBOOK: NON-SOLVENCY II FIRMS: FRIENDLY SOCIETY - REPORTING INSTRUMENT 2016 - PS19/16 App 3 (pdf 0.1MB)
- PRA RULEBOOK: GLOSSARY AND INSURANCE CONSEQUENTIALS INSTRUMENT 2016 - PS19/16 Appendix 5 (pdf 0.1MB)
- The implementation of ring-fencing: prudential requirements, intragroup arrangements and - PS20/16 (pdf 0.7MB)
- PRA RULEBOOK: CRR FIRMS AND NON-AUTHORISED PERSONS: RING-FENCED BODIES INSTRUMENT 2016 (pdf 0.4MB)
- Groups - SS15/13 - update July 2016 (pdf 1.4MB)
- Large exposures - SS16/13 update July 2016 (pdf 1.2MB)
- FSA078 Pillar 2 Concentration risk minimum data requirements (pdf 0.7MB)
- The PRA's methodologies for setting Pillar 2 capital - July 2016 (pdf 1.5MB)
- Pillar 2 Reporting schedule (pdf 0.2MB)
- Ensuring operational continuity in resolution - PS21/16 (pdf 0.6MB)
- PRA RULEBOOK: CRR FIRMS: OPERATIONAL CONTINUITY INSTRUMENT 2016 - PS21/16 Appendix 1 (pdf 0.2MB)
- Amendments to the Pre-Issuance Notification regime - PS2/16 (pdf 0.6MB)
- PRA RULEBOOK: CRR FIRMS: DEFINITION OF CAPITAL AMENDMENT INSTRUMENT 2016 - PS2/16 Appendix 4 (pdf 0.3MB)
- PRA RULEBOOK: NON SOLVENCY II FIRMS: INSURANCE COMPANY - CAPITAL RESOURCES - PS2/16 App 5 (pdf 0.2MB)
- PRA RULEBOOK: SOLVENCY II FIRMS: GROUP SUPERVISION (NOTIFICATION OF ISSUANCE - PS2/16 App 6 (pdf 0.1MB)
- PRA RULEBOOK: SOLVENCY II FIRMS: OWN FUNDS (NOTIFICATION OF ISSUANCE - AMENDMENTS) - PS2/16 App 7 (pdf 0.3MB)
- Solvency II: Remuneration requirements - PS22/16 (pdf 0.6MB)
- Responses to Chapter 5 of CP41/15 ? amendment to the definition of credit unions - PS23/16 (pdf 0.6MB)
- PRA RULEBOOK: NON-CRR FIRMS: DEFINITION OF CREDIT UNION INSTRUMENT 2016 - PS23/16 Appendix 1 (pdf 0.1MB)
- Solvency II: external audit of the public disclosure requirement - PS24/16 (pdf 0.5MB)
- PRA Rulebook: Solvency II firms and non-authorised persons: external audit - PS24/16 App 1 (pdf 0.3MB)
- Implementing risk-based levies for the FSCS deposits class - PS25/16 (pdf 0.6MB)
- PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS, NON-AUTHORISED PERSONS: DEPOSITOR PROTECTION - PS25/16 App 1 (pdf 0.1MB)
- Buy-outs of variable remuneration - PS26/16 (pdf 0.6MB)
- PRA RULEBOOK: CRR FIRMS: REMUNERATION BUY-OUT RULES 2016 - PS26/16 Appendix 1 (pdf 0.1MB)
- Strengthening accountability in banking and insurance: PRA requirements on - PS27/16 (pdf 0.8MB)
- PRA RULEBOOK: CRR FIRMS: NON-CRR FIRMS: FITNESS AND PROPRIETY AMENDMENT INSTRUMENT - PS27/16 App 1 (pdf 0.5MB)
- PRA RULEBOOK: SOLVENCY II FIRMS, NON-SOLVENCY II FIRMS: SENIOR INSURANCE MANAGERS - PS27/16 App 2 (pdf 0.6MB)
- Underwriting standards for buy-to-let mortgage contracts - PS28/16 (pdf 0.6MB)
- MiFID II: Response to CP9/16 - PS29/16 (pdf 0.6MB)
- PRA RULEBOOK: PASSPORTING INSTRUMENT 2016 - PS29/16 Appendix 1 (pdf 0.4MB)
- PRA RULEBOOK: CRR FIRMS: ALGORITHMIC TRADING INSTRUMENT 2016 - PS29/16 Appendix 2 (pdf 0.1MB)
- The minimum requirement for own funds and eligible liabilities (MREL) - buffers - PS30/16 (pdf 0.8MB)
- Credit union regulatory reporting - PS31/16 (pdf 0.6MB)
- PRA RULEBOOK: NON-CRR FIRMS: CREDIT UNIONS INSTRUMENT (NO. 2) 2016 - PS31/16 Appendix 1 (pdf 0.3MB)
- Pillar 2: Update to reporting data items and instructions - PS3/16 (pdf 0.6MB)
- Responses to Chapter 3 of CP17/16 - forecast capital data - PS32/16 (pdf 0.6MB)
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING AMENDMENT INSTRUMENT 2016 - PS32/16 Appendix 1 (pdf 0.3MB)
- Solvency II: consolidation of Directors' letters - PS33/16 (pdf 0.7MB)
- Supervising building societies - treasury and lending activities - PS34/16 (pdf 0.6MB)
- Responses to CP26/16 - PS35/16 (pdf 0.6MB)
- PRA RULEBOOK: CRR FIRMS: INTERNAL LIQUIDITY ADEQUACY ASSESSMENT (AMENDMENT) - PS35/16 App 1 (pdf 0.1MB)
- PRA RULEBOOK: SOLVENCY II FIRMS: CONDITIONS GOVERNING BUSINESS (NO. 2) INSTRUMENT - PS35/16 App 2 (pdf 0.1MB)
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING (AMENDMENT) (NO. 2) INSTRUMENT 2016 - PS35/16 App 3 (pdf 0.3MB)
- PRA RULEBOOK: CRR FIRMS: CAPITAL BUFFERS AND LEVERAGE (AMENDMENT) INSTRUMENT 2016 - PS35/16 App 4 (pdf 0.3MB)
- Financial statements - responses to Chapter 3 of CP17/16 - PS36/16 (pdf 0.6MB)
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING (AMENDMENT) (NO. 3) INSTRUMENT 2016 - PS36/16 App 1 (pdf 0.3MB)
- PRA fees & FSCS levies for insurers-transitional approach for 2017/18:responses to CP30/16 - PS37/16 (pdf 0.6MB)
- PRA RULEBOOK: SOLVENCY II FIRMS, NON SOLVENYCY II FIRMS, NON-AUTHORISED PERSONS - PS37/16 App 1 (pdf 0.2MB)
- PRA RULEBOOK: FEES (INSURANCE FIRMS TRANSITIONAL RULES) INSTRUMENT 2016 - PS37/16 Appendix 2 (pdf 0.1MB)
- Solvency II: Reporting format of National Specific Templates and reporting clarifications - PS38/16 (pdf 0.6MB)
- PRA RULEBOOK: SOLVENCY II FIRMS: REPORTING INSTRUMENT 2016 - PS38/16 Appendix 1 (pdf 0.1MB)
- Reform of the legacy Credit Unions sourcebook - PS4/16 (pdf 0.4MB)
- PRA RULEBOOK: NON-CRR FIRMS: CREDIT UNIONS INSTRUMENT 2016 - PS4/16 Appendix 2 (pdf 0.1MB)
- HANDBOOK (CREDIT UNIONS) CONSEQUENTIALS INSTRUMENT 2016 - PS4/16 Appendix 3 (pdf 0.1MB)
- Strengthening accountability in banking and insurance: Implementation of SM&CR and SIMR - PS5/16 (pdf 0.4MB)
- PRA RULEBOOK: CRR FIRMS, NON-CRR FIRMS, SOLVENCY II FIRMS, NON-SOLVENCY II FIRMS: REGULATORY REFERENCE Instrument 2016 - PS5/16 Appendix (pdf 0.4MB)
- Strengthening accountability in banking and insurance: Implementation of SM&CR and SIMR; and PRA requirements on regulatory references – PS5/16 Appendices 2-7 (pdf 1.3MB)
- The PRA's approach to identifying other systemically important institutions (O-SIIs) - PS6/16 (pdf 0.7MB)
- PRA Rulebook: Fees Part and responses to CP40/15 - PS7/16 (pdf 0.8MB)
- PRA RULEBOOK: FEES INSTRUMENT 2016 - PS7/16 Appendix 2 (pdf 0.1MB)
- PRA HANDBOOK: RULEBOOK CONSEQUENTIALS (FEES) INSTRUMENT 2016 - PS7/16 Appendix 3 (pdf 0.1MB)
- PRA RULEBOOK: RULEBOOK CONSEQUENTIALS (FEES) INSTRUMENT 2016 - PS7/16 Appendix 4 (pdf 0.1MB)
- Internal governance of third country branches and response to CP3/16 - PS8/16 (pdf 0.6MB)
- PRA RULEBOOK: NON-CRR FIRMS: INTERNAL GOVERNANCE OF THIRD COUNTRY BRANCHES INSTRUMENT 2016 (pdf 0.1MB)
- HANDBOOK (RULEBOOK CONSEQUENTIALS NO. 2) INSTRUMENT 2016 (pdf 0.2MB)
- Strengthening individual accountability in banking: responses to CP1/16 - PS9/16 (pdf 0.8MB)
- PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS: INDIVIDUAL ACCOUNTABILITY (NO. 2) INSTRUMENT 2016 (pdf 0.6MB)
-
2017
- PRA RULEBOOK: ADMINISTRATION INSTRUMENT 2017 (pdf 0.1MB)
- PRA Rulebook: Administration Instrument (No.2) 2017 (pdf 0.2MB)
- PRA RULEBOOK: ADMINISTRATION INSTRUMENT (No. 3) 2017 (pdf 0.1MB)
- Ensuring operational continuity in resolution – PS10/17 (pdf 0.7MB)
- Operational Continuity Reporting Instrument - PS10/17 appendix (pdf 0.2MB)
- Maintenance of the ‘transitional measure on technical provisions’ under Solvency II – PS11/17 (pdf 0.6MB)
- Deposit protection limit - PS1/17 (pdf 0.6MB)
- [PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS, NON-AUTHORISED PERSONS: DEPOSITOR PROTECTION - PS1/17 App 2 (pdf 0.2MB)
- Strengthening individual accountability in banking and insurance: amendments and optimisations (pdf 0.7MB)
- Strengthening individual accountability in banking and insurance: amendments and optimisations App 1 (pdf 0.2MB)
- Strengthening individual accountability in banking and insurance: amendments and optimisations App 2 (pdf 0.3MB)
- Residential mortgage risk weights – PS13/17 (pdf 0.6MB)
- Stylised example of the application of the cyclicality cap (pdf 0.4MB)
- Solvency II: matching adjustment - illiquid unrated assets and equity release mortgages – PS14/17 (pdf 0.7MB)
- Cyber insurance underwriting risk – PS15/17 (pdf 0.6MB)
- Dealing with a market turning event in the general insurance sector – PS16/17 (pdf 0.6MB)
- Regulated fees and levies: rates for 2017/18 – PS17/17 (pdf 0.8MB)
- PRA PERIODIC FEES (2017/18) AND OTHER FEES INSTRUMENT 2017 (pdf 0.5MB)
- IFRS 9: Changes to reporting requirements – PS18/17 (pdf 0.8MB)
- PRA Rulebook: CRR FIRMS: IFRS 9 REGULATORY REPORTING INSTRUMENT 2017 (pdf 0.2MB)
- Responses to CP2/17 'Occasional Consultation Paper' - PS19/17 (pdf 0.6MB)
- PRA RULEBOOK: CRR FIRMS, NON-CRR FIRMS, SOLVENCY II FIRMS, NON-SOLVENCY II FIRMS: SENIOR MANAGERS REGIME AMENDMENT INSTRUMENT 2017 (pdf 0.1MB)
- PRA RULEBOOK: NON-SOLVENCY II FIRMS: INSURANCE COMPANY – REPORTING (AMENDMENT) INSTRUMENT 2017 (pdf 0.1MB)
- PRA RULEBOOK: CRR FIRMS: REMUNERATION INSTRUMENT 2017 (pdf 0.1MB)
- PRA RULEBOOK: CRR FIRMS: RING-FENCING (AMENDMENT) INSTRUMENT 2017 (pdf 0.3MB)
- Regulatory reporting: Responses to CP6/17 – PS20/17 (pdf 0.8MB)
- PRA Rulebook: CRR Firms: Regulatory Reporting Amendment Instrument 2017 (pdf 0.1MB)
- UK Leverage Ratio treatment of claims on central banks – PS21/17 (pdf 0.6MB)
- PRA Rulebook: LEVERAGE RATIO AND REPORTING LEVERAGE RATIO (AMENDMENT) INSTRUMENT [2017] - PS21/17 appendix 1 (pdf 0.2MB)
- Implementation of the Enforcement Review and the Green Report - PS2/17 (pdf 0.4MB)
- Refining the PRA’s Pillar 2A capital framework – PS22/17 (pdf 0.7MB)
- PRA Rulebook CRR Firms: Reporting Pillar 2 Instrument (PRA 2017/32) - PS22/17 appendix 1 (pdf 0.1MB)
- Internal Ratings Based (IRB) approach: clarifying PRA expectations – PS23/17 (pdf 0.6MB)
- Strengthening individual accountability in banking: changes to SMR forms – PS24/17 (pdf 0.6MB)
- PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS: SENIOR MANAGERS REGIME AMENDMENT INSTRUMENT (No.2) 2017) - PS24/17 appendix 1 (pdf 0.4MB)
- Solvency II: Data collection of market risk sensitivities – PS25/17 (pdf 0.6MB)
- Authorisation and supervision of insurance special purpose vehicles – PS26/17 (pdf 0.7MB)
- PRA RULEBOOK: SOLVENCY II FIRMS: NON SOLVENCY II FIRMS: TRANSFORMER VEHICLES INSTRUMENT 2017 - PS26/17 App 2 (pdf 0.6MB)
- PRA RULEBOOK: SOLVENCY II FIRMS: NON SOLVENCY II FIRMS: TRANSFORMER VEHICLES INSTRUMENT 2017 - PS26/17 App 2 final (pdf 0.1MB)
- Regulated fees and levies: Adjustment to rates for 2017/18 - PS27/17 (pdf 0.6MB)
- PRA RULEBOOK: PRA PERIODIC FEES (2017/18) CORRECTION INSTRUMENT 2017 (pdf 0.3MB)
- PRA fees and levies: model transaction fees, fees and FSCS levies for insurers and fees for designated investment firms - PS28/17 (pdf 0.7MB)
- PRA RULEBOOK: PRA FEES AMENDMENT INSTRUMENT 2017 - PS28/17 App 1 (pdf 0.3MB)
- PRA RULEBOOK: PRA FEES: MODEL TRANSACTION FEES, FEES FOR INSURERS AND DESIGNATED INVESTMENT FIRMS INSTRUMENT 2017 - PS28/17 App 2 (pdf 0.6MB)
- PRA RULEBOOK: SOLVENCY II FIRMS, NON SOLVENCY II FIRMS, NON AUTHORISED PERSONS: POLICYHOLDER PROTECTION INSTRUMENT 2017 - PS28/17 App 2 (pdf 0.2MB)
- Recovery planning - PS29/17 (pdf 0.6MB)
- Pillar 2A capital requirements and disclosure - PS30/17 (pdf 0.6MB)
- Responses to CP18/17 Occasional Consultation Paper – Chapters 7 and 8 - PS31/17 (pdf 1.1MB)
- PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS, SOLVENCY II FIRMS, NON SOLVENCY II FIRMS: MIFID II AND IDD CONSEQUENTIAL AMENDMENTS INSTRUMENT 2017 (pdf 0.4MB)
- PRA RULEBOOK: CRR FIRMS: MIFID II AMENDMENT (NO. 1) INSTRUMENT 2017 (pdf 0.1MB)
- PRA RULEBOOK: NON-CRR FIRMS: MiFID II AMENDMENT INSTRUMENT 2017 (pdf 0.2MB)
- Forms Directory (pdf 0.2MB)
- PRA RULEBOOK: MIFID II PASSPORTING AMENDMENT INSTRUMENT 2017 (pdf 0.1MB)
- PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS, SOLVENCY II FIRMS, NON SOLVENCY II FIRMS: MIFID II PASSPORTING AND IDD CONSEQUENTIAL AMENDMENTS INSTRUMENT 2018 (pdf 0.2MB)
- PRA RULEBOOK: MIFID II PASSPORTING AMENDMENT INSTRUMENT 2018 - PS31/17 Appendix 7 (pdf 0.2MB)
- PRA RULEBOOK: CRR FIRMS: BENCHMARKING REGULATION INSTRUMENT 2018 (pdf 0.1MB)
- Responses to CP18/17 Occasional Consultation Paper – Chapters 7 and 8 - PS31/17 UPDATE (pdf 1.1MB)
- Responses to CP18/17 Occasional Consultation Paper – Chapters 7 and 8 - PS31/17 UPDATE 2 (pdf 1.6MB)
- Responses to CP18/17 Occasional Consultation Paper - Chapters 7 and 8 - UPDATE June 2018 (pdf 0.7MB)
- The implementation of ring-fencing: reporting and residual matters - PS3/17 (pdf 0.7MB)
- PRA RULEBOOK: CRR FIRMS AND NON-AUTHORISED PERSONS: RING-FENCING INSTRUMENT 2017 - PS3/17 Appendix 1 (pdf 0.3MB)
- ps317app6 (pdf 1.2MB)
- Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082 - PS3/17 App 6 (pdf 1.1MB)
- Responses to CP36/16 and correction to PS2/16 PIN rules - PS4/17 (pdf 0.6MB)
- PRA RULEBOOK: CRR FIRMS: LIQUIDITY REGULATORY REPORTING (AMENDMENT) INSTRUMENT 2017 - PS4/17 App 1 (pdf 0.1MB)
- PRA RULEBOOK: SOLVENCY II FIRMS: GROUP SUPERVISION (NOTIFICATION OF ISSUANCE - PS4/17 App 10 (pdf 0.1MB)
- PRA RULEBOOK: SOLVENCY II FIRMS: OWN FUNDS (NOTIFICATION OF ISSUANCE - AMENDMENTS) - PS4/17 App 11 (pdf 0.1MB)
- PRA RULEBOOK: SOLVENCY II FIRMS: OWN FUNDS (NOTIFICATION OF ISSUANCE - AMENDMENTS) - PS4/17 App 3 (pdf 0.1MB)
- PRA RULEBOOK: SOLVENCY II FIRMS: GROUP SUPERVISION (NOTIFICATION OF ISSUANCE - PS4/17 App 4 (pdf 0.1MB)
- PRA RULEBOOK: NON-SOLVENCY II FIRMS: INSURANCE COMPANY - CAPITAL RESOURCES - PS4/17 App 5 (pdf 0.1MB)
- PRA RULEBOOK: NON CRR FIRMS: CREDIT UNIONS AMENDMENTS INSTRUMENT 2017 - PS4/17 Appendix 7 (pdf 0.1MB)
- PRA RULEBOOK: SOLVENCY II FIRMS AND NON-AUTHORISED PERSONS: EXTERNAL AUDIT - PS4/17 App 9 (pdf 0.1MB)
- Amendments to the PRA's rules on loan to income ratios in mortgage lending - PS5/17 (pdf 0.6MB)
- PRA RULEBOOK: CRR FIRMS, NON-CRR FIRMS: HOUSING INSTRUMENT 2017 - PS5/17 Appendix 1 (pdf 0.1MB)
- Financial Services Compensation Scheme - Management Expenses Levy Limit 2017/18 - PS6/17 (pdf 0.6MB)
- PRA RULEBOOK: NON AUTHORISED PERSONS: FSCS MANAGEMENT EXPENSES LEVY LIMIT AND - PS6/17 App 1 (pdf 0.1MB)
- The PRA’s expectations on remuneration - PS7/17 (pdf 0.6MB)
- Whistleblowing in non-EEA UK branches – PS8/17 (pdf 0.6MB)
- PRA RULEBOOK: CRR FIRMS, NON-CRR FIRMS: THIRD COUNTRY BRANCHES (WHISTLEBLOWING) INSTRUMENT 2017 (pdf 0.2MB)
- PRA RULEBOOK: SOLVENCY II FIRMS: THIRD COUNTRY BRANCHES (WHISTLEBLOWING) INSTRUMENT 2017 (pdf 0.1MB)
- Implementation of MiFID II: Part 2 – PS9/17 (pdf 0.6MB)
- PRA Rulebook: CRR firms: Internal governance instrument 2017 - PS9/17 Appendix 1 (pdf 0.3MB)
- PRA Rulebook: CRR firms: Notifications instrument 2017 - PS9/17 Appendix 2 (pdf 0.2MB)
- PRA Rulebook: CRR firms: Glossary instrument 2017 - PS9/17 Appendix 3 (pdf 0.2MB)
- PRA Rulebook: CRR firms: General provisions instrument 2017 - PS9/17 Appendix 4 (pdf 0.1MB)
-
2018
-
february
- Strengthening individual accountability in insurance: optimisations to the SIMR (pdf 0.6MB)
- PRA RULEBOOK: SOLVENCY II FIRMS, NON-SOLVENCY II FIRMS: SENIOR INSURANCE MANAGERS REGIME (AMENDMENT) INSTRUMENT 2018 (pdf 0.4MB)
- Pillar 2 liquidity - PS2/18 (pdf 0.7MB)
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING PRA110 AMENDMENT INSTRUMENT 2018 (pdf 0.9MB)
- Financial management and planning by insurers - PS10/18 (pdf 0.6MB)
- Resolution planning: MREL reporting – PS11/18 (pdf 0.7MB)
- Resolution planning: MREL reporting – PS11/18 Appendix 2 Guidance on reporting templates and definitions (pdf 0.5MB)
- Resolution planning: MREL reporting – PS11/18 Appendix 2 MREL reporting templates (xlsx 0.2MB)
- Algorithmic trading - PS12/18 (pdf 0.6MB)
- Regulated fees and levies: rates for 2018/19 - PS13/18 (pdf 0.7MB)
- PRA RULEBOOK: PRA PERIODIC FEES (2018/19) AND OTHER FEES INSTRUMENT 2018 - PS13/18 Appendix (pdf 1.1MB)
- Changes to the PRA’s large exposures framework - PS14/18 (pdf 0.7MB)
- PRA RULEBOOK: CRR FIRMS: LARGE EXPOSURES AMENDMENT INSTRUMENT 2018 - PS14/18 Appendix (pdf 0.1MB)
- Strengthening individual accountability in insurance: Extension of the Senior Managers and Certification Regime to insurers PS15/18 (pdf 0.7MB)
- 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 (pdf 0.9MB)
- Directory of streamlined set of forms for the SM&CR, and amendments to Part 4A permissions forms - PS15/18 Appendix 4 (pdf 0.1MB)
- Changes in insurance reporting requirements - PS16/18 (pdf 0.6MB)
- PRA RULEBOOK: SOLVENCY II FIRMS: REPORTING AMENDMENTS (NO.1) INSTRUMENT 2018 - PS16/18 Appendix 1 (pdf 0.1MB)
- PRA RULEBOOK: CHANGE IN CONTROL AMENDMENTS (NO.1) INSTRUMENT 2018 - PS16/18 Appendix 4 (pdf 0.1MB)
- Solvency II: Group supervision - PS17/18 (pdf 0.7MB)
- Solvency II: Matching adjustment - PS18/18 (pdf 0.8MB)
- Solvency II: Internal models - modelling of the matching adjustment - PS19/18 (pdf 0.7MB)
- Solvency II: Internal models update - PS20/18 (pdf 0.7MB)
- Solvency II: Changes to reporting format - PS21/18 (pdf 0.6MB)
- PRA RULEBOOK: SOLVENCY II: REPORTING AMENDMENTS INSTRUMENT (NO.2) 2018 - PS21/18 App 1 (pdf 0.2MB)
- Solvency II: Supervisory approval for the volatility adjustment – PS22/18 (pdf 0.6MB)
- Solvency II: Internal models – modelling of the volatility adjustment – PS23/18 (pdf 0.7MB)
- Solvency II: Updates to internal model output reporting - PS24/18 (pdf 0.6MB)
- Solvency II: External audit of the public disclosure requirement – PS25/18 (pdf 0.7MB)
- PRA RULEBOOK: SOLVENCY II FIRMS AND NON-AUTHORISED PERSONS: EXTERNAL AUDIT AMENDMENTS INSTRUMENT - PS25/18 Appendix 1 (pdf 0.1MB)
- Strengthening accountability: Implementing the extension of the SM&CR to insurers - PS26/18 (pdf 0.6MB)
- 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 (pdf 0.3MB)
- Strengthening accountability: Implementing the extension of the SM&CR to insurers (Part 2) - PS27/18 (pdf 0.6MB)
- PRA RULEBOOK: SOLVENCY II FIRMS AND NON SOLVENCY II FIRMS: SENIOR INSURANCE MANAGERS REGIME (AMENDMENT) (NO 3) INSTRUMENT 2018 (pdf 0.1MB)
- UK leverage ratio: Applying the framework to systemic ring-fenced bodies and reflecting the systemic risk buffer - PS28/18 (pdf 0.6MB)
- PRA RULEBOOK: CRR FIRMS: LEVERAGE RATIO (AMENDMENT) INSTRUMENT 2018 - PS28/18 Appendix 1 (pdf 0.1MB)
- Securitisation: The new EU framework and Significant Risk Transfer - PS29/18 (pdf 0.7MB)
- Regulatory Reporting: Responses to CP16/18 - PS30/18 (pdf 0.7MB)
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING (AMENDMENT) INSTRUMENT 2018 - PS30/18 Appendix 1 (pdf 0.4MB)
- Solvency II: Equity release mortgages – PS31/18 (pdf 0.8MB)
- International banks: the Prudential Regulation Authority’s approach to branch authorisation and supervision - PS3/18 (pdf 0.7MB)
- The systemic risk buffer: Updates to the Statement of Policy - PS32/18 (pdf 0.8MB)
- PRA RULEBOOK: CRR FIRMS; NON-CRR FIRMS: BRANCH RULES INSTRUMENT 2018 - PS33/18 (pdf 0.4MB)
- International insurers: the Prudential Regulation Authority’s approach to branch authorisation and supervision - PS4/18 (pdf 0.6MB)
- Financial Services Compensation Scheme - Management Expenses Levy Limit 2018/19 - PS5/18 (pdf 0.6MB)
- PRA RULEBOOK: NON AUTHORISED PERSONS: FSCS MANAGEMENT EXPENSES LEVY LIMIT AND BASE COSTS INSTRUMENT 2018 - PS5/18 APPENDIX (pdf 0.1MB)
- Responses to CP18/17 Occasional Consultation Paper – Chapters 2 to 6, 9 and 10 - PS6/18 (pdf 0.6MB)
- PRA RULEBOOK: SOLVENCY II FIRMS: CONDITIONS GOVERNING BUSINESS INSTRUMENT (AMENDMENT) 2018 - PS6/18 Appendix 1 (pdf 0.1MB)
- PRA RULEBOOK: CRR FIRMS: INTERNAL CAPITAL ADEQUACY ASSESSMENT (AMENDMENT) INSTRUMENT 2018 - PS6/18 Appendix 2 (pdf 0.2MB)
- PRA RULEBOOK: SOLVENCY II FIRMS: TRANSITIONAL MEASURES: REPORT ON FINANCIAL AND SOLVENCY CONDITIONS INSTRUMENT 2018 - PS6/18 Appendix 3 (pdf 0.1MB)
- PRA RULEBOOK: CRR FIRMS: GROUPS (LEVEL OF APPLICATION) INSTRUMENT 2018 - PS6/18 Appendix 4 (pdf 0.1MB)
- PRA RULEBOOK: CRR FIRMS: WHISTLEBLOWING AMENDMENT INSTRUMENT 2018 - PS6/18 Appendix 5 (pdf 0.1MB)
- Model risk management principles for stress testing – PS7/18 (pdf 0.7MB)
- Pillar 2: Update to reporting requirements - PS8/18 (pdf 0.7MB)
- PRA RULEBOOK: CRR FIRMS: REPORTING PILLAR 2 AMENDMENT NO. 1 INSTRUMENT 2018 - PS8/18 Appendix 1 (pdf 0.2MB)
- Groups policy and double leverage - PS9/18 (pdf 0.6MB)
- Rules instrument - PS9/18 (pdf 0.1MB)
-
february
-
2019
- PRA RULEBOOK: NON AUTHORISED PERSONS: FSCS MANAGEMENT EXPENSES LEVY LIMIT AND BASE COSTS INSTRUMENT 2019 (pdf 0.1MB)
- Enhancing banks’ and insurers’ approaches to managing the financial risks from climate change - PS11/19 (pdf 0.9MB)
- Liquidity reporting: FSA047, FSA048, and PRA110 - PS1/19 (pdf 0.7MB)
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING (REPEAL OF PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING PRA110 AMENDMENT INSTRUMENT 2018) INSTRUMENT 2019 - PS1/19 Appendix 1 (pdf 0.2MB)
- PRA RULEBOOK: CRR FIRMS: LIQUIDITY REGULATORY REPORTING (AMENDMENT) INSTRUMENT 2019 - PS1/19 Appendix 2 (pdf 0.6MB)
- Regulated fees and levies: Rates proposals 2019/20 - PS12/19 (pdf 1MB)
- PRA RULEBOOK: PRA PERIODIC FEES (2019/20) AND OTHER FEES INSTRUMENT 2019 - PS12/19 Appendix 1 (pdf 0.7MB)
- Pillar 2 liquidity: Updates to the framework - PS13/19 (pdf 0.8MB)
- PRA RULEBOOK: CRR FIRMS: LIQUIDITY REGULATORY REPORTING (AMENDMENT) (NO. 2) INSTRUMENT 2019 - Appendix 1 (pdf 0.6MB)
- Credit risk mitigation: Eligibility of financial collateral – PS14/19 (pdf 0.9MB)
- Resolution assessment and public disclosure by firms - PS15/19 (pdf 0.9MB)
- PRA RULEBOOK: CRR FIRMS: RESOLUTION ASSESSMENT INSTRUMENT 2019 - PS15/19 Appendix 1 (pdf 0.2MB)
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING (RING FENCE BODIES, CAPITAL + AND FINREP) AMENDMENT INSTRUMENT 2019 - PS15/19 (pdf 0.5MB)
- Supervising international banks: Revision of the Branch Return - PS17/19 (pdf 1MB)
- PRA RULEBOOK: CRR FIRMS; NON-CRR FIRMS: BRANCH RULES INSTRUMENT 2019 - PS17/19 Appendix1 (pdf 0.3MB)
- Liquidity risk management for insurers - PS18/19 (pdf 0.9MB)
- Solvency II: Equity release mortgages – Part 2 - PS19/19 (pdf 1MB)
- Strengthening individual accountability: Resolution assessments and reporting amendments - PS20/19 (pdf 0.9MB)
- Strengthening individual accountability: Resolution assessments and reporting amendments app1 - PS20/19 (pdf 0.6MB)
- Responses to CP13/19 Occasional Consultation Paper - PS21/19 (pdf 0.9MB)
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING (AMENDMENT) (NO. 2) INSTRUMENT 2019 - PS21/19 Appendix 4 (pdf 0.1MB)
- PRA RULEBOOK: SOLVENCY II: REPORTING AMENDMENTS INSTRUMENT 2019 - PS21/19 Appendix 6 (pdf 0.3MB)
- Regulatory transactions: changes to notification and application forms - PS2/19 (pdf 0.8MB)
- PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS, SOLVENCY II FIRMS, NON SOLVENCY II FIRMS: FORMS AMENDMENT INSTRUMENT 2019 - PS2/19 Appendix 1 (pdf 0.2MB)
- FCA and PRA changes to mortgage reporting requirements - PS22/19 (pdf 1.1MB)
- PRA RULEBOOK: REGULATORY REPORTING (MORTGAGE REPORTING) AMENDMENT INSTRUMENT 2019 (pdf 0.2MB)
- PRA RULEBOOK: CRR FIRMS: LARGE EXPOSURES AMENDMENT INSTRUMENT 2019 - PS24/19 Appendix 1 (pdf 0.6MB)
- Solvency II: Maintenance of the transitional measure on technical provisions - PS25/19 (pdf 1.1MB)
- Pillar 2 liquidity: PRA110 reporting frequency threshold - PS26/19 (pdf 0.9MB)
- PRA RULEBOOK: CRR FIRMS: LIQUIDITY REGULATORY REPORTING (AMENDMENT) (NO. 3) INSTRUMENT 2019 (pdf 0.3MB)
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING (RING FENCE BODIES, CAPITAL+ AND FINREP) AMENDMENT INSTRUMENT (NO. 2) 2019 - PS27/19 Appendix 1 (pdf 0.4MB)
- PRA fees and levies: Changes to periodic and transaction fees - PS3/19 (pdf 0.9MB)
- PRA RULEBOOK FEES AMENDMENT INSTRUMENT 2018 (pdf 0.8MB)
- Solvency II: Adjusting for the reduction of loss absorbency where own fund instruments are taxed on write down - PS4/19 (pdf 0.4MB)
- PRA RULEBOOK: EU EXIT (AMENDMENT) INSTRUMENT 2019 - PS5/19 (pdf 0.1MB)
- Responses to Chapters 3-7 of CP24/18 ‘Occasional Consultation Paper’ – PS6/19 (pdf 0.9MB)
- Amendments to the Auditors Part of the PRA Rulebook - PS6/19 Appendix 2 (pdf 0.2MB)
- Amendments to the Depositor Protection Part of the PRA Rulebook - PS6/19 Appendix 4 (pdf 0.3MB)
- Amendments to the Policyholder Protection Part of the PRA Rulebook - PS6/19 Appendix 5 (pdf 0.3MB)
- Credit risk: the definition of default - PS7/19 (pdf 0.9MB)
- Credit risk: the definition of default - PS7/19 Appendix 1 (pdf 0.1MB)
- Credit risk mitigation: Eligibility of guarantees as unfunded credit protection - PS8/19 (pdf 0.9MB)
- Solvency II: Group own fund availability - PS9/19 (pdf 0.8MB)
-
2020
- ps2020form-b (pdf 1.1MB)
- ps2020form-c (pdf 1.5MB)
- ps2020form-d (pdf 1.8MB)
- ps2020form-e (pdf 1.8MB)
- ps2020long-form-a (pdf 2.6MB)
- ps2020market-risk-sensitivities-instructions (pdf 1.1MB)
- ps2020market-risk-sensitivities-template (xlsx 0.1MB)
- ps2020ns00log (pdf 1.1MB)
- ps2020ns00 (xlsx 0.1MB)
- ps2020ns07log (pdf 0.9MB)
- ps2020ns07 (xlsx 0.4MB)
- ps2020ns09log (pdf 1.3MB)
- ps2020ns10log (pdf 1.3MB)
- ps2020ns10 (xlsx 0.1MB)
- PRA RULEBOOK: NON-AUTHORISED PERSONS: FSCS MANAGEMENT EXPENSES LEVY LIMIT AND BASE COSTS INSTRUMENT 2020 - Appendix 1 (pdf 0.1MB)
- Solvency II: Group availability of subordinated liabilities and preference shares - PS10/20 (pdf 0.9MB)
- Credit risk: Probability of Default and Loss Given Default estimation - PS11/20 (pdf 1MB)
- Solvency II: Longevity risk transfers – simplification of pre-notification expectations - PS1/20 (pdf 0.9MB)
- Responses to Occasional Consultation Paper 25/19 – Chapter 5: Retirement interest-only mortgages – PS12/20 (pdf 0.9MB)
- Insurance special purpose vehicles: Updates to authorisation and supervision – PS13/20 (pdf 0.9MB)
- PRA RULEBOOK: SOLVENCY II FIRMS: NON SOLVENCY II FIRMS: TRANSFORMER VEHICLES INSTRUMENT 2020 - PS13/20 Appendix 1 (pdf 0.1MB)
- Solvency II: Prudent Person Principle - PS14/20 (pdf 0.9MB)
- Pillar 2A: Reconciling capital requirements and macroprudential buffers – PS15/20 (pdf 1.1MB)
- Regulated fees and levies: rates for 2020/21 - PS16/20 (pdf 1MB)
- PRA FEES AMENDMENT INSTRUMENT 2020 - PS16/20 Appendix 1 (pdf 0.6MB)
- Asset encumbrance - PS18/20 (pdf 0.8MB)
- Financial Services Compensation Scheme – Temporary High Balance Coverage Extension - PS19/20 (pdf 0.8MB)
- PRA RULEBOOK: CRR FIRMS, NON-CRR FIRMS AND NON-AUTHORISED PERSONS: DEPOSITOR PROTECTION (TEMPORARY HIGH BALANCES) INSTRUMENT 2020 (pdf 0.4MB)
- Responses to Chapters 2 to 7 of CP3/20 'Occasional Consultation Paper' - PS20/20 (pdf 1MB)
- PRA RULEBOOK: SENIOR MANAGERS REGIME – APPLICATIONS AND NOTIFICATIONS (AMENDMENT) INSTRUMENT 2020 - PS20/20 Appendix 15 (pdf 0.5MB)
- PRA RULEBOOK: CRR FIRMS: NON CRR FIRMS: BRANCH RULES (AMENDMENT) INSTRUMENT 2020 - PS20/20 Appendix 23 (pdf 0.4MB)
- PRA RULEBOOK: CRR FIRMS: REGULATORY REPORTING (CAPITAL+) AMENDMENT INSTRUMENT 2020 - PS20/20 Appendix 27 (pdf 0.4MB)
- PRA RULEBOOK: NON-SOLVENCY II FIRMS: INSURANCE COMPANY – MATHEMATICAL RESERVES INSTRUMENT 2020 - PS20/20 Appendix 3 (pdf 0.2MB)
- PRA RULEBOOK: SOLVENCY II: REPORTING AMENDMENT INSTRUMENT 2020 - PS20/20 Appendix 4 (pdf 0.4MB)
- PS21/20 - Extending policyholder protection for building guarantee policies (pdf 0.7MB)
- PRA RULEBOOK: SOLVENCY II FIRMS: NON SOLVENCY II FIRMS: NON AUTHORISED PERSONS: FSCS LIMIT FOR BUILDING GUARANTEE INSURANCE INSTRUMENT 2020 - PS21/20 appendix (pdf 0.1MB)
- Pillar 2 Capital: Updating the framework - PS2/20 (pdf 0.9MB)
- Counterparty credit risk: Treatment of model limitations in banks’ internal models – PS22/20 (pdf 0.8MB)
- Simplified Obligations for recovery planning – PS25/20 (pdf 0.7MB)
- Capital Requirements Directive V (CRD V) - PS26/20 (pdf 1.2MB)
- GLOSSARY (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 - PS26/20 Appendix 1 (pdf 1MB)
- REPORTING PILLAR 2 (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 - PS26/20 Appendix 10 (pdf 1MB)
- REGULATORY REPORTING – BRANCH REPORTING (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 - PS26/20 Appendix 11 (pdf 1.1MB)
- RELATED PARTY TRANSACTION RISK (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 - PS26/20 Appendix 12 (pdf 0.9MB)
- REMUNERATION (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 - PS26/20 Appendix 13 (pdf 1.5MB)
- FSA079 ‘Pillar 2 Concentration risk additional data requirements’ data item - PS26/20 Appendix 14
- FSA079 ‘Pillar 2 Concentration risk additional data requirements’ instructions - PS26/20 Appendix 15 (pdf 1.2MB)
- Statement of Policy ‘The PRA’s methodologies for setting Pillar 2 capital’ - PS26/20 Appendix 16 (pdf 2.4MB)
- SS31/15 ‘The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP)’ - PS26/20 Appendix 17 (pdf 1.9MB)
- Post-TP update: SS31/15 ‘The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP)’ - PS26/20 Appendix 18 (pdf 2MB)
- SS2/17 ‘Remuneration’ - PS26/20 Appendix 19 (pdf 2.3MB)
- CAPITAL BUFFERS (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 - PS26/20 Appendix 2 (pdf 1.3MB)
- SS28/15 ‘Strengthening accountability in banking’ - PS26/20 Appendix 20 (pdf 2MB)
- SS15/13 ‘Groups’ - December 2020 - PS26/20 Appendix 21 (pdf 1.5MB)
- Post-TP update: SS15/13 ‘Groups’ - January 2021 - PS26/20 Appendix 22 (pdf 1.6MB)
- SS34/15 ‘Guidelines for completing regulatory reports’ - December 2020 - PS26/20 Appendix 23 (pdf 2.2MB)
- SS4/16 ‘Internal governance of third country branches’ - December 2020 - PS26/20 Appendix 24 (pdf 1.9MB)
- SS1/17 ‘Supervising international banks: the PRA’s approach to branch supervision – liquidity reporting’ - December 2020 - PS26/20 Appendix 25 (pdf 1.4MB)
- Statement of Policy ‘The PRA’s approach to the implementation of the other systemically important institutions (O-SII) buffer’ - PS26/20 Appendix 26 (pdf 1.5MB)
- Statement of Policy ‘The PRA’s approach to identifying other systemically important institutions (O-SIIs) - PS26/20 Appendix 27 (pdf 1.6MB)
- SS45/15 ‘The UK leverage ratio framework’ - PS26/20 Appendix 28 (pdf 1.5MB)
- SS16/16 ‘The minimum requirement for own funds and eligible liabilities (MREL) – buffers and Threshold Conditions’ - PS26/20 Appendix 29 (pdf 1.5MB)
- CAPITAL BUFFERS (CAPITAL REQUIREMENTS DIRECTIVE V) (No 2) INSTRUMENT 2020 - PS26/20 Appendix 3 (pdf 1.1MB)
- SS6/14 ‘Implementing CRD: Capital buffers’ - PS26/20 Appendix 30 (pdf 1.6MB)
- Post-TP update: SS6/14 ‘Implementing capital buffers’ - PS26/20 Appendix 31 (pdf 1.6MB)
- SS20/15 ‘Supervising building societies’ treasury and lending’ - PS26/20 Appendix 32 (pdf 2.5MB)
- SS32/15 ‘Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082, and PRA111’ - December 2020 - PS26/20 Appendix 33 (pdf 1.7MB)
- ARRANGEMENTS, PROCESSES AND MECHANISMS (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 - PS26/20 Appendix 4 (pdf 1.3MB)
- CREDIT RISK (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 - PS26/20 Appendix 5 (pdf 0.9MB)
- GROUPS (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 - PS26/20 Appendix 6 (pdf 1.1MB)
- GROUPS (CAPITAL REQUIREMENTS DIRECTIVE V) (No 2) INSTRUMENT 2020 - PS26/20 Appendix 7 (pdf 1.1MB)
- INTEREST RATE RISK ARISING FROM NON TRADING ACTIVITIES INSTRUMENT 2020 - PS26/20 Appendix 8 (pdf 1.3MB)
- GENERAL ORGANISATIONAL REQUIREMENTS (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 - PS26/20 Appendix 9 (pdf 0.9MB)
- PS27/20 - The Bank of England’s amendments under the European Union (Withdrawal) Act 2018: Changes before the end of the transition period (pdf 1.1MB)
- PS27/20 Appendix A1: PRA transitional direction instrument (pdf 1MB)
- PS27/20 Appendix A10: FMI guidance note on transitional powers (pdf 0.5MB)
- PS27/20 Appendix A2: PRA general guidance (pdf 0.6MB)
- PS27/20 Appendix A3: CRR guidance note on transitional powers (pdf 0.4MB)
- PS27/20 Appendix A4: Solvency II guidance note on transitional powers (pdf 0.4MB)
- PS27/20 Appendix A5: Securitisation Regulation guidance note on transitional powers (pdf 0.4MB)
- PS27/20 Appendix A6: PRA Rulebook guidance note on transitional powers (pdf 0.7MB)
- PS27/20 Appendix A7: Bank transitional direction instrument (pdf 0.5MB)
- PS27/20 Appendix A8: Bank general guidance (pdf 0.5MB)
- PS27/20 Appendix A9: Resolution guidance note on transitional powers (pdf 0.5MB)
- PS27/20 Appendix B10: Final The Bank Technical Standards (Consequential Amendments) (EU Exit) Instrument 2020 (pdf 0.1MB)
- PS27/20 Appendix B11: Final The Technical Standards (Bank Recovery and Resolution) (Amendment etc.) (EU Exit) (No. 3) Instrument 2020 (pdf 0.4MB)
- ps2720app-b13 (pdf 0.4MB)
- ps2720app-b14 (pdf 0.5MB)
- PS27/20 Appendix B5: Near-final PRA Rulebook (EU Exit) Instrument 2020 ( (pdf 2.1MB)
- PS27/20 Appendix B6: Final The PRA Technical Standards (Consequential Amendment) Instrument 2020 (pdf 0.1MB)
- PS27/20 Appendix B7: Final The Technical Standards (Capital Requirements) (EU Exit) (No. 4) Instrument 2020 (pdf 0.6MB)
- PS27/20 Appendix B8: Final The Technical Standards (Solvency II Directive) (EU Exit) (No. 2) Instrument 2020 (pdf 0.2MB)
- PS27/20 Appendix B9: Final The Technical Standards (European Market Infrastructure) (EU Exit) (No. 5) Instrument 2020 (pdf 0.4MB)
- Bank Recovery and Resolution Directive II - PS28/20 (pdf 0.8MB)
- PRA RULEBOOK: CRR FIRMS AND NON-AUTHORISED PERSONS: CONTRACTUAL RECOGNITION OF BAIL-IN AMENDMENT INSTRUMENT 2020 - PS28/20 Appendix 1 (pdf 0.1MB)
- PRA RULEBOOK: CRR FIRMS AND NON-AUTHORISED PERSONS: STAY IN RESOLUTION AMENDMENT INSTRUMENT 2020 - PS28/20 Appendix 2 (pdf 0.2MB)
- PS29/20 - Capital Requirements Directive V (CRD V) (pdf 0.8MB)
- PS29/20 Appendix 1: PRA RULEBOOK: GLOSSARY (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 (pdf 0.4MB)
- PS29/20 Appendix 10: PRA RULEBOOK: CRR FIRMS: REPORTING PILLAR 2 (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 (pdf 0.4MB)
- PS29/20 Appendix 11: PRA RULEBOOK: CRR FIRMS: NON CRR FIRMS: REGULATORY REPORTING – BRANCH REPORTING (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 (pdf 0.3MB)
- PS29/20 Appendix 12: PRA RULEBOOK: CRR FIRMS: RELATED PARTY TRANSACTION RISK (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 (pdf 0.1MB)
- PS29/20 Appendix 13: PRA RULEBOOK: CRR FIRMS: REMUNERATION (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 (pdf 0.7MB)
- PS29/20 Appendix 14: PRA RULEBOOK: CRR FIRMS: DESIGNATION (CONSOLIDATION) INSTRUMENT 2020 (pdf 0.5MB)
- PS29/20 Appendix 2: PRA RULEBOOK: CRR FIRMS: CAPITAL BUFFERS (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 (pdf 0.5MB)
- PS29/20 Appendix 3: PRA RULEBOOK: CRR FIRMS: CAPITAL BUFFERS (CAPITAL REQUIREMENTS DIRECTIVE V) No2 INSTRUMENT 2020 (pdf 0.4MB)
- PS29/20 Appendix 4: PRA RULEBOOK: CRR FIRMS: ARRANGEMENTS, PROCESSES AND MECHANISMS (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 (pdf 0.4MB)
- PS29/20 Appendix 5: PRA RULEBOOK: CRR FIRMS: CREDIT RISK INSTRUMENT 2020 (pdf 0.1MB)
- PS29/20 Appendix 6: PRA RULEBOOK: CRR FIRMS: GROUPS (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 (pdf 0.4MB)
- PS29/20 Appendix 7: PRA RULEBOOK: CRR FIRMS: GROUPS (CAPITAL REQUIREMENTS DIRECTIVE V) (No 2) INSTRUMENT 2020 (pdf 0.3MB)
- PS29/20 Appendix 8: PRA RULEBOOK: CRR FIRMS: INTEREST RATE RISK ARISING FROM NON TRADING ACTIVITIES INSTRUMENT 2020 (pdf 0.4MB)
- PS29/20 Appendix 9: PRA RULEBOOK: CRR FIRMS: GENERAL ORGANISATIONAL REQUIREMENTS (CAPITAL REQUIREMENTS DIRECTIVE V) INSTRUMENT 2020 (pdf 0.1MB)
- PS30/20 Appendix 1: PRA Rulebook (EU Exit) Instrument 2020 (pdf 1.5MB)
- PS30/20 Appendix 2: PRA Transitional Direction (pdf 0.4MB)
- PS30/20 Appendix 3: PRA general guidance (pdf 1.5MB)
- PS30/20 Appendix 4: CRR guidance on transitional powers (pdf 1.3MB)
- PS30/20 Appendix 5: Solvency II guidance note on transitional powers (pdf 0.4MB)
- PS30/20 Appendix 6: Securitisation Regulation guidance note on transitional powers (pdf 0.4MB)
- PS30/20 Appendix 7: PRA Rulebook guidance note on transitional powers (pdf 1.5MB)
- The PRA’s approach to supervising liquidity and funding risks - PS4/20 (pdf 0.9MB)
- Regulatory capital instruments: Update to Pre-Issuance Notification (PIN) requirement - PS5/20 (pdf 1MB)
- PRA RULEBOOK: NON CRR FIRMS: DEFINITION OF CAPITAL AMENDMENT INSTRUMENT - Appendix 1 (pdf 0.8MB)
- Credit unions: Review of the capital regime - PS6/20 (pdf 0.9MB)
- PRA RULEBOOK: NON CRR FIRMS: CREDIT UNIONS INSTRUMENT 2020 - Appendix 1 (pdf 0.2MB)
- Solvency II: Adjusting for the reduction of loss absorbency where own fund instruments are taxed on conversion - PS7/20 (pdf 0.9MB)
- Financial Services Compensation Scheme – Management Expenses Levy Limit 2020/21 - PS8/20 (pdf 0.9MB)
- Solvency II: Income producing real estate loans and internal credit assessment for illiquid, unrated assets – PS9/20 (pdf 0.9MB)
- ps2020short-form-a (pdf 1.8MB)
- ps2020smr-statement-of-responsibilities (pdf 1.4MB)
-
2021
- April
-
December
- PRA RULEBOOK: CRR FIRMS: INVESTMENT FIRMS PRUDENTIAL REGIME INSTRUMENT 2021 (pdf 0.5MB)
- PS28/21 - Remuneration: Identification of material risk takers (pdf 0.8MB)
- PS28/21 - Remuneration: Identification of material risk takers - appendix 1 (pdf 0.2MB)
- PS28/21 - Remuneration: Identification of material risk takers - appendix 2 (pdf 0.1MB)
- PS29/21 - Review of Solvency II: Reporting (Phase 1) (pdf 0.8MB)
- PS29/21 - Review of Solvency II: Reporting (Phase 1) - Appendix 1 (pdf 0.4MB)
- PS29/21 - Review of Solvency II: Reporting (Phase 1) - Appendix 2 (pdf 0.5MB)
- January
-
July
- CRR guidance (pdf 0.5MB)
- PRA Direction General Guidance (pdf 0.7MB)
- PRA Rulebook guidance (pdf 0.8MB)
- PS15/21 - Regulated fees and levies: Rates for 2021/22 (pdf 0.9MB)
- PS15/21 - Appendix 1 - PRA FEES AMENDMENT (No 2) INSTRUMENT 2021 (pdf 0.5MB)
- PS16/21 - Internal Ratings Based UK mortgage risk weights: Managing deficiencies in model risk capture (pdf 0.8MB)
- PS17/21 - Implementation of Basel standards (pdf 2.2MB)
- PS17/21 - Appendix 1: CRR RULES INSTRUMENT 2021 (pdf 3.7MB)
- PS17/21 - Appendix 12: Detailed analysis of objectives and have regards (pdf 1.3MB)
- PS17/21 - Appendix 13: Summary of the purpose of the rules (pdf 0.6MB)
- PS17/21 - Appendix 14: Corresponding provisions (pdf 0.6MB)
- PS17/21 - Appendix 15: Restatement provisions (pdf 0.6MB)
- PS17/21 - Appendix 2: PRA RULEBOOK: CRR FIRMS: (CRR 2 REVOCATIONS AND OTHER AMENDMENTS) INSTRUMENT 2021 (pdf 1.3MB)
- PS18/21 - Remuneration: Correction to the definition of ‘higher paid material risk taker’ (pdf 0.6MB)
- PS18/21 - Appendix 1: PRA RULEBOOK: CRR FIRMS: REMUNERATION INSTRUMENT (pdf 0.1MB)
- PS19/21 - International banks: The PRA’s approach to branch and subsidiary supervision (pdf 0.8MB)
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June
- PS11/21 – Strengthening accountability: Temporary, long-term absences (pdf 0.8MB)
- PS12/21 – Solvency II: Deep, liquid and transparent assessments, and GBP transition to SONIA (pdf 0.9MB)
- PS13/21 - Credit risk: The approach to overseas Internal Ratings Based (IRB) models (pdf 0.7MB)
- PS14/21 - Margin requirements for non-centrally cleared derivatives: Amendments to BTS 2016/2251 (pdf 0.7MB)
- Appendix 1 - PS14/21 Margin requirements for non-centrally cleared derivatives: Amendments to BTS 2016/2251 (pdf 0.4MB)
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March
- PS2/21 - Solvency II: The PRA’s expectations for the work of external auditors on the matching adjustment (pdf 0.9MB)
- PRA RULEBOOK: PRA FEES AMENDMENT (NO.1) INSTRUMENT 2021 (pdf 0.1MB)
- PRA RULEBOOK: CRR FIRMS, NON-CRR FIRMS, NON-AUTHORISED PERSONS: DEPOSITOR PROTECTION (IDENTITY VERIFICATION) INSTRUMENT 2021 - PS4/21 Appendix 1 (pdf 0.1MB)
- PS5/21 - Financial Services Compensation Scheme – Management Expenses Levy Limit 2021/22 (pdf 0.7MB)
- PS5/21 appendix 1 - PRA RULEBOOK: NON AUTHORISED PERSONS: FSCS MANAGEMENT EXPENSES LEVY LIMIT AND BASE COSTS INSTRUMENT 2021 (pdf 0.1MB)
- PS 6/21 - Operational resilience: Impact tolerances for important business services (pdf 1.3MB)
- PS6/21 Appendix 1 - PRA RULEBOOK: CRR FIRMS, SOLVENCY II FIRMS: OPERATIONAL RESILIENCE INSTRUMENT 2021 (pdf 0.7MB)
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May
- PS10/21 - Resolution assessments: Amendments to reporting and disclosure dates (pdf 0.8MB)
- PS10/21 Appendix 1: PRA RULEBOOK: CRR FIRMS: RESOLUTION ASSESSMENT INSTRUMENT 2021 (pdf 0.5MB)
- PS9/21 - Operational continuity in resolution: Updates to the policy (pdf 1.2MB)
- PS9/21 Appendix 1: PRA RULEBOOK: CRR FIRMS: OPERATIONAL CONTINUITY INSTRUMENT 2021 (pdf 0.2MB)
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November
- PS25/21 – Responses to CP13/21 ‘Occasional Consultation Paper’ (pdf 0.8MB)
- PS25/21 Appendix 1: PRA RULEBOOK: CRR FIRMS: REPORTING PILLAR 2 (AMENDMENT) INSTRUMENT 2021 (pdf 0.6MB)
- PS25/21 Appendix 3: FSA081 template (pdf 0.5MB)
- PS25/21 Appendix 5: PRA RULEBOOK: CRR FIRMS, NON CRR FIRMS: REGULATORY REPORTING AMENDMENT INSTRUMENT 2021 (pdf 0.2MB)
- PS25/21 Appendix 9: PRA RULEBOOK: CRR FIRMS: DEFINITION OF CAPITAL (AMENDMENT) INSTRUMENT 2021 (pdf 0.5MB)
- PS26/21 - Domestic Liquidity Sub-Groups (pdf 0.9MB)
- PS26/21 Appendix 1: PRA RULEBOOK (CRR NO. 2) INSTRUMENT 2021 (pdf 0.2MB)
- PS26/21 Appendix 3: Detailed analysis of objectives and ‘have regards’ (pdf 0.5MB)
- PS26/21 Appendix 4: Corresponding provisions (pdf 0.5MB)
-
October
- PS23/21 Appendix 4: Guidelines on the application of the definition of default under Article 178 of Regulation (EU) No 575/2013 (pdf 1.3MB)
- PS23/21 Appendix 3: Guidelines for the estimation of LGD appropriate for an economic downturn (‘Downturn LGD estimation’) (pdf 2MB)
- PS21/21 Annex XI: Instructions for reporting on leverage (pdf 1.8MB)
- PS23/21 Appendix 5: Guidelines on PD estimation, LGD estimation and the treatment of defaulted exposures (pdf 2MB)
- PS21/21 - The UK leverage ratio framework (pdf 1.3MB)
- PS21/21 Appendix 1: PRA Rulebook: CRR Firms: Leverage Instrument 2021 (pdf 1.1MB)
- PS21/21 Appendix 3: Final FPC Direction and Recommendation over the leverage ratio (pdf 0.5MB)
- PS21/21 Appendix 7: Summary of the purpose of the rules (pdf 0.5MB)
- PS21/21 Appendix 8: Restatement provisions (pdf 0.4MB)
- PS21/21 Appendix 9: Corresponding provisions (pdf 0.4MB)
- PS22/21 - Implementation of Basel standards (pdf 0.9MB)
- PS22/21 Appendix 1: CRR Rules Instrument 2021 (pdf 2MB)
- PS22/21 Appendix 13: Summary of the purpose of the rules (pdf 0.6MB)
- PS22/21 Appendix 14: Corresponding provisions (pdf 0.5MB)
- PS22/21 Appendix 15: Restatement provisions (pdf 0.6MB)
- PS22/21 Appendix 2: PRA Rulebook: CRR Firms: (CRR 2 Revocations and other amendments) Instrument 2021 (pdf 0.4MB)
- PS23/21 - Credit risk: The identification of the nature, severity, and duration of an economic downturn for the purposes of Internal Ratings Based (IRB) models (pdf 0.7MB)
- PS23/21 Appendix 1: PRA STANDARDS INSTRUMENT: TECHNICAL STANDARDS (ECONOMIC DOWNTURN) INSTRUMENT 2021 (pdf 0.1MB)
- PS24/21 - Implementation of Basel standards: Non-performing loan securitisations (pdf 0.8MB)
- PS24/21 Appendix 2: CRR FIRMS: NON-PERFORMING EXPOSURES SECURITISATION (CRR 2 MODIFICATIONS) INSTRUMENT 2021 (pdf 0.5MB)
- September
-
2022
- april
-
august
- PS7/22 - Responses to Occasional Consultation Paper – March 2022 (pdf 0.3MB)
- PS7/22 Appendix 10 (pdf 0.4MB)
- PS7/22 Appendix 14 (pdf 0.3MB)
- PS7/22 Appendix 3 (pdf 0.8MB)
- PS7/22 Appendix 3.1 (pdf 0.2MB)
- PRA Standards Instrument: The Technical Standards (Investment Firms Prudential Regime Consequential Amendments) Instrument 2022 (pdf 0.5MB)
- december
- july
- june
- march
- may
- november
- october
- PS1/22 Insurance business transfers (pdf 0.8MB)
- PS2/22 - Appendix 1: PRA RULEBOOK: [CRR FIRMS, SII FIRMS: OPERATIONAL RESILIENCE INSTRUMENT 2022 and CRR FIRMS: OPERATIONAL CONTINUITY INSTRUMENT 2022 (pdf 0.7MB)
- PS2/22 - Appendix 3 - PRA RULEBOOK: CRR FIRMS: OPERATIONAL CONTINUITY INSTRUMENT 2022 (pdf 0.2MB)
- september
-
2023
-
december
- Comparison of Draft PRA Rulebook (CRR) Instrument [2023] against Near-final PRA Rulebook: CRR Firms (CRR) Instrument [2024] (pdf 3.6MB)
- Appendix 1: PRA Rulebook: CRR firms: SDTT Regime Instrument 2023 (pdf 0.4MB)
- Appendix 2: Update to supervisory statement (SS)24/15 – The PRA’s approach to supervising liquidity and funding risk (pdf 0.9MB)
- Appendix 3: Update to statement of policy – Liquidity and funding permissions (pdf 0.8MB)
- Appendix 4: Update to statement of policy – Pillar 2 Liquidity (xlsx 0.1MB)
- Appendix 5: Statement of policy – Operating the Small Domestic Deposit Taker regime (xlsx 0.1MB)
- Small firms remuneration proportionality instrument - PS16/23 (pdf 0.2MB)
- ps1623app3 (pdf 0.2MB)
- PS17/23 - full pdf (pdf 0.7MB)
- PS17/23 App1 - Abbreviations (pdf 0.1MB)
- PS17/23 App 2: Near-final PRA Rulebook: CRR Firms: (CRR) Instrument [2024] (pdf 3.6MB)
- PS17/23 App 6: Near-final PRA Rulebook: CRR Firms: SDDT Regime (Interim Capital Regime) Instrument [2024] (pdf 1.1MB)
- Appendix 1: PRA Standards Instrument: The Technical Standards (Bilateral Margining) Instrument 2023 (pdf 0.1MB)
- Appendix 2: FCA Standards Instrument: The Technical Standards (Bilateral Margining) Instrument 2023 (pdf 0.1MB)
- PS19/23 – Appendix 2: PRA Rulebook: Solvency II Firms: Group Supervision Instrument 2023 (pdf 0.1MB)
- PS19/23 – Appendix 3: PRA Rulebook: Miscellaneous Amendments Instrument 2023 (pdf 0.1MB)
- PS19/23 – Appendix 4: PRA Rulebook: Solvency II Administrative Instrument 2023 (pdf 0.1MB)
- PS19/23 – Appendix 5: PRA Rulebook: CRR Firms, Non-CRR Firms, Non-Authorised Persons: Depositor Protection (No. 3) Instrument 2023 (pdf 0.1MB)
- PS19/23 – Appendix 6: PRA Rulebook: CRR Firms, Non-CRR Firms, Solvency II Firms, Non-Solvency II Firms: Senior Manager Regime Forms (No. 2) Instrument 2023 (pdf 0.1MB)
- PS19/23 – Appendix 7: List of respondents to CP22/23 who have consented to the publication of their names (pdf 0.1MB)
- july
- june
- march
-
may
- Instructions for reporting on leverage (pdf 0.6MB)
- PRA Rulebook: CRR firms, non CRR firms, Solvency II firms, non-Solvency II firms: Senior Manager Regime Forms Instrument 2023 (pdf 0.2MB)
- PS5/23 app 2 - PRA RULEBOOK: CRR FIRMS: LEVERAGE RATIO INSTRUMENT 2023 (pdf 0.1MB)
- Reporting on contingent leverage (xlsx 0.1MB)
-
november
- PS14/23 - App2 - Annex II instructions for reporting on own funds and own funds requirements (pdf 3.1MB)
- PS14/23 - App3 - Annex XX – Instructions regarding disclosure of the use of the credit risk standardised approach (excluding counterparty credit risk and securitisation positions) (pdf 0.2MB)
- PS14/23 - App1: PRA Rulebook: CRR firms: Deductions for non-performing exposures (revocations) (CRR) Instrument 2023 (pdf 0.1MB)
- PS14/23 - App4 - C 35.01 - NPE loss coverage: the calculation of deductions for non-performing exposures (NPE LC1) (xlsx 0.4MB)
- october
- september
-
december
-
2024
-
april
- Annex I: Classifications reporting and item codes (pdf 1.6MB)
- Annex I: Field Formats (pdf 1.5MB)
- Annex II: Underlying Exposures Information – Residential Real Estate (RRE) (pdf 1.8MB)
- Annex II: Underlying exposures template – Residential real estate (pdf 1.6MB)
- Annex III: Underlying Exposures Information – Commercial Real Estate (CRE) (pdf 2.4MB)
- Annex III: Underlying exposures template – Commercial real estate (pdf 1.8MB)
- Annex IV: Underlying Exposures Information – Corporate (pdf 2.1MB)
- Annex IV: Underlying exposures template – Corporate (pdf 1.7MB)
- Annex IX: Underlying Exposures Information – Esoteric (pdf 1.9MB)
- Annex IX: Underlying exposures template – Esoteric (pdf 1.6MB)
- Annex V: Underlying Exposures Information – Automobile (pdf 1.9MB)
- Annex V: Underlying exposures template – Automobile (pdf 1.6MB)
- Annex VI: Underlying Exposures Information – Consumer (pdf 1.8MB)
- Annex VI: Underlying exposures template – Consumer (pdf 1.6MB)
- Annex VII: Underlying Exposures Information – Credit Card (pdf 1.7MB)
- Annex VII: Underlying exposures template – Credit card (pdf 1.6MB)
- Annex VIII: Underlying Exposures Information – Leasing (pdf 1.9MB)
- Annex VIII: Underlying exposures template – Leasing (pdf 1.6MB)
- Annex X: Underlying Exposures Information – Add-On For Non-Performing Exposures (pdf 1.7MB)
- Annex X: Underlying exposures template – Add-on for non-performing exposures (pdf 1.6MB)
- Annex XI: Underlying Exposures Information – Asset-Backed Commercial Paper (pdf 1.8MB)
- Annex XI: Underlying exposures template – Asset-backed commercial paper (pdf 1.6MB)
- Annex XII: Investor Report Information – Non-Asset Backed Commercial Paper Securitisation (pdf 1.8MB)
- Annex XII: Investor report template – Non-asset backed commercial paper securitisation (pdf 1.5MB)
- Annex XIII: Investor Report Information – Asset Backed Commercial Paper Securitisation (pdf 1.6MB)
- Annex XIII: Investor report template – Asset backed commercial paper securitisation (pdf 1.5MB)
- Annex XIV: Inside Information or Significant Event Information – Non-Asset Backed Commercial Paper Securitisation (pdf 2.2MB)
- Annex XIV: Inside information or significant event template – Non-asset backed commercial paper securitisation (pdf 1.8MB)
- Annex XV: Inside Information or Significant Event Information – Asset Backed Commercial Paper Securitisation (pdf 1.9MB)
- Annex XV: Inside information or significant event template – Asset backed commercial paper securitisation (pdf 1.6MB)
- PS7/24 - Appendix 1 (pdf 0.4MB)
- december
-
february
- PS4/24 - PRA statement on the review of rules (pdf 0.3MB)
- PS2/24 – Review of Solvency II Adapting to the UK insurance market (pdf 1.6MB)
- PS2/24 – Appendix 1: Near-final changes to PRA rules and policy materials (pdf 1.5MB)
- PS2/24 –Appendix 17: Mapping table of assimilated law (pdf 0.9MB)
- PS2/24 - Appendix 19: Overview of applicable Branch Guidelines (pdf 0.9MB)
- PS2/24 – Appendix 2: PRA Rulebook: Solvency II Reform Instrument 2024 (pdf 1.2MB)
- PS3/24 – Review of Solvency II: Reporting and disclosure phase 2 near-final (pdf 0.5MB)
- PS3/24 – Appendix 1: PRA Rulebook: Solvency II Reporting Reform Instrument [2024] (pdf 0.8MB)
- PS3/24 – Appendix 2: Reporting and disclosure templates and instructions (xlsx 0.1MB)
- PS3/24 - Appendix 2a – Reporting and disclosure templates (zip 4.6MB)
- PS3/24 - Appendix 2b – Reporting and disclosure instructions (zip 111.1MB)
- PS3/24 – Appendix 3: Overview of applicable Branch Guidelines (pdf 0.9MB)
- PS3/24 – Appendix 6: Mapping of reporting and disclosure template names (xlsx 0.1MB)
- PS3/24 – Appendix 7: Overview of reporting and disclosure template and instruction changes (pdf 0.8MB)
-
july
- PS14/24 - Appendix 4: Annex XII – Instructions for leverage ratio disclosures (pdf 0.9MB)
- PS14/24 - Appendix 5: Annex XI – Reporting on leverage (pdf 1.7MB)
- PS11/24 – Appendix 1: List of respondents who have consented to the publication of their names (pdf 0.1MB)
- PS11/24 – Appendix 2: PRA Rulebook: PRA Fees Amendment Instrument 2024 (pdf 0.2MB)
- PS12/24 - Appendix 1: The names of respondents to the CP who consent to their names being published (pdf 0.1MB)
- PS13/24 - Appendix 2: Respondents to CP24/23 who have consented to the publication of their names (pdf 0.1MB)
- PS14/24 - Appendix 1: List of respondents who have consented to the publication of their names (pdf 0.1MB)
- PS14/24 - Appendix 2: PRA Rulebook: CRR Firms: Leverage Ratio (CRR) Instrument 2024 (pdf 0.1MB)
-
june
- PS10/24 – Appendix 1: PRA Rulebook: Solvency II Firms Matching Adjustment Instrument 2024 (pdf 0.2MB)
- PS10/24 – Appendix 11: MALIR template (xlsx 8.9MB)
- PS10/24 – Appendix 12: MALIR instruction (pdf 1MB)
- PS10/24 – Appendix 2: PRA Rulebook: Near-final Solvency II Firms Reporting Reform (Matching Adjustment) Instrument [2024] (pdf 1.6MB)
- PS10/24 – Appendix 10: Respondents to CP19/23 who have consented to the publication of their names (pdf 0.1MB)
-
march
- Annex XX instructions regarding disclosure (pdf 0.2MB)
- C0100 reporting template (xlsx 0.1MB)
- COREP index (CA1) (xlsx 0.1MB)
- PRA 101 reporting template (xlsx 0.2MB)
- PRA 102 reporting template (xlsx 0.2MB)
- PS5/24 – Solvent exit planning for non-systemic banks and building societies - App 1 (pdf 0.1MB)
- PS6/24 – Respondents to CP1/24 who have consented to the publication of their names (pdf 0.1MB)
- PS6/24 – PRA Rulebook: Non-Authorised Persons: FSCS Management Expenses Levy Limit And Base Costs Instrument 2024 (pdf 0.1MB)
- may
-
november
- Instructions regarding ISPV reporting templates (pdf 0.2MB)
- Appendix 15: Updated statement of policy - Interpretation of EU guidelines and recommendations: Bank of England and PRA approach after the UK's withdrawal from the EU (pdf 0.4MB)
- Appendices to PS15/24 – Review of Solvency II: Restatement of assimilated law (pdf 0.2MB)
- Overview of reporting and disclosure template and instruction changes (pdf 0.2MB)
- Appendix 22: Permissions for transitional measures on technical provisions and risk-free interest rates (pdf 0.2MB)
- Appendix 19: The PRA's approach to insurance group supervision (pdf 0.3MB)
- Appendix 24: Solvency II: The PRA's approach to the permissible recovery period for insurers to restore full cover for their SCR (pdf 0.2MB)
- Appendix 1: Final changes to PRA rules and policy materials (pdf 0.1MB)
- Appendix 18: UK insurance special purpose vehicle application forms, reporting templates and instructions (pdf 0.1MB)
- Appendix 2: Respondents to CP5/24 who have consented to the publication of their names (pdf 0.1MB)
- Appendix 27: Other Supervisory Statements and Statements of Policy that have been amended to refer to the PRA Rulebook instead of assimilated law and other minor changes (pdf 0.2MB)
- Appendix 28: Other supervisory statement and statements of policy that have not required any amendments as a result of the restatement of assimilated law (pdf 0.2MB)
- Appendix 29: Appendices to PS15/24 - Review of Solvency II: Restatement of assimilated law (pdf 0.2MB)
- Reporting instructions for PS15/24 – Review of Solvency II: Restatement of assimilated law (zip 14.5MB)
- Reporting templates for PS15/24 – Review of Solvency II: Restatement of assimilated law (zip 6.1MB)
- PS15/24 reporting templates and instructions (zip 19.1MB)
- Appendix 3: Abbreviations (pdf 0.1MB)
- Appendix 4: PRA Rulebook: Solvency II Reform Instrument 2024 (pdf 0.7MB)
- Appendix 5: PRA Rulebook: Solvency II Reporting Reform Instrument 2024 (pdf 0.5MB)
- Appendix 6: PRA Rulebook: Solvency II Instrument 2024 (pdf 1.8MB)
- Appendix 7: Standard Formula Annexes (pdf 19.3MB)
- Appendix 8: Mapping tables for Solvency II review (xlsx 0.1MB)
- PS16/24 -Operational resilience - Critical third parties to the UK financial sector (pdf 0.4MB)
- PS16/24 Appendix 1 (pdf 0.1MB)
- PS16/24 Appendix 3 (pdf 0.2MB)
- Appendix 1: List of respondents who have consented to the publication of their names (pdf 0.1MB)
- Appendix 3: FCA non-Handbook Guidance – Prudential assessment of acquisitions and increases in control (pdf 0.5MB)
- Reporting and disclosure templates and instructions (xlsx 0.1MB)
- PS15/24 – Review of Solvency II: Restatement of assimilated law (pdf 0.6MB)
- PS19/24 - PRA Rulebook: CRR Firms: SDDT Regime (Interim Capital Regime) Instrument 2024 (pdf 0.1MB)
- Appendix 25: Supervisory Statement SS15/15 [Deleted in its entirety] Solvency II: approvals (pdf 0.2MB)
- Appendix 26: Supervisory Statement SS23/15 [Deleted in its entirety] Solvency II: Supervisory approval for the volatility adjustment (pdf 0.3MB)
- UK ISPV reporting template SPV0.1 (xlsx 0.1MB)
- UK ISPV reporting template SPV0.2 (xlsx 0.1MB)
- UK ISPV reporting template SPV0.3 (xlsx 0.1MB)
- UK MISPV Group of Cells Notification Form (pdf 0.2MB)
- UK MISPV New Risk Assumption Notification Form (pdf 0.3MB)
- Application for Authorisation UK Insurance Special Purpose Vehicle (UK ISPV) Application Form (pdf 0.5MB)
- Application for Authorisation UK Insurance Special Purpose Vehicle (ISPV) Application Form – Notes (pdf 0.4MB)
-
october
- PS17/24 Appendix 1: PRA Rulebook: CRR Firms: Article 92b UK CRR Consequential Amendments Instrument 2024 (pdf 0.2MB)
- PS17/24 Appendix 2: PRA Rulebook: CRR Firms: Solvency II Firms: Regulatory Reporting, Reporting (CRR) & Reporting Instrument 2024 (pdf 0.1MB)
- PS17/24 Appendix 3: PRA Rulebook: Solvency II Firms: Non-solvency II Firms: Non-authorised Persons Policyholder Protection (Amendment) Instrument 2024 (pdf 0.1MB)
- PS17/24 Appendix 4: PRA Technical Standards (Bilateral Margining) (Amendment) Instrument 2024 (pdf 0.1MB)
- PS17/24 Appendix 5: FCA Technical Standards (Bilateral Margining) (Amendment) Instrument 2024 (pdf 0.1MB)
- PS17/24 Appendix 6: List of respondents who have consented to the publication of their names (pdf 0.1MB)
-
september
- Annex I: OF 02.00 - Output Floor reporting template (xlsx 0.1MB)
- Annex I: OF 02.01 - Output Floor reporting template (xlsx 0.1MB)
- Annex I: OF 07.00 - Credit Risk SA reporting template (xlsx 0.1MB)
- Annex I: OF 08.01 - Credit Risk IRB reporting template (xlsx 0.1MB)
- Annex I: OF 08.02 - Credit Risk IRB reporting template (xlsx 0.1MB)
- Annex I: OF 08.03 - Credit Risk IRB reporting template (xlsx 0.1MB)
- Annex I: OF 08.05.01 - Credit Risk IRB reporting template (xlsx 0.1MB)
- Annex I: OF 08.05 - Credit Risk IRB reporting template (xlsx 0.1MB)
- Annex I: OF 08.06 - Credit Risk IRB reporting template (xlsx 0.1MB)
- Annex I: OF 08.07 - Credit Risk IRB reporting template (xlsx 0.1MB)
- Annex I: OF 09.01 - Credit Risk SA reporting template (xlsx 0.1MB)
- Annex I: OF 09.02 - Credit Risk IRB reporting template (xlsx 0.1MB)
- Annex I: OF 16.00 - Operational Risk reporting template (xlsx 0.1MB)
- Annex I: OF 18.00 - Market Risk reporting template (xlsx 0.1MB)
- Annex I: OF 19.00 - Market Risk reporting template (xlsx 0.1MB)
- Annex I: OF 20.00 - Market Risk reporting template (xlsx 0.1MB)
- Annex I: OF 21.00 - Market Risk reporting template (xlsx 0.1MB)
- Annex I: OF 22.00 - Market Risk reporting template (xlsx 0.1MB)
- Annex I: OF 23.00 - Market Risk reporting template (xlsx 0.1MB)
- Annex I: OF 24.01 - Market Risk IMA reporting template (xlsx 0.1MB)
- Annex I: OF 24.02 - Market Risk IMA reporting template (xlsx 0.1MB)
- Annex I: OF 24.03 - Market Risk IMA reporting template (xlsx 0.1MB)
- Annex I: OF 25.01 - CVA reporting template (xlsx 0.1MB)
- Annex I: OF 25.02 - CVA reporting template (xlsx 0.1MB)
- Annex I: OF 25.03 - CVA reporting template (xlsx 0.1MB)
- Annex I: OF 34.07 - Credit Risk IRB reporting template (xlsx 0.1MB)
- Annex I: OF 90.00 - Market Risk authorisations reporting template (xlsx 0.1MB)
- Annex I: OF 91.01 - Market Risk ASA reporting template (xlsx 0.1MB)
- Annex I: OF 91.02 - Market Risk ASA reporting template (xlsx 0.1MB)
- Annex I: OF 91.03 - Market Risk ASA reporting template (xlsx 0.1MB)
- Annex I: OF 91.04 - Market Risk ASA reporting template (xlsx 0.1MB)
- Annex I: OF 91.05 - Market Risk ASA reporting template (xlsx 0.1MB)
- Annex I: OF 91.06 - Market Risk ASA reporting template (xlsx 0.1MB)
- Annex I: OF 91.07 - Market Risk ASA reporting template (xlsx 0.1MB)
- Annex I: OF 91.08 - Market Risk ASA reporting template (xlsx 0.1MB)
- Annex I: OF 91.09 - Market Risk ASA reporting template (xlsx 0.1MB)
- Annex I: OF 91.10 - Market Risk ASA reporting template (xlsx 0.1MB)
- Annex I: Output Floor and Capital Summaries disclosure templates (xlsx 0.1MB)
- Annex II: Output Floor and Capital Summaries disclosure instructions (pdf 1.7MB)
- Annex II: Reporting instructions (pdf 4.2MB)
- Annex XIX: Credit Risk SA disclosure templates (xlsx 0.1MB)
- Annex XX: Credit Risk SA disclosure instructions (pdf 1.7MB)
- Annex XXI: Credit Risk IRB disclosure templates (xlsx 0.1MB)
- Annex XXII: Credit Risk IRB disclosure instructions (pdf 1.8MB)
- Annex XXIII: Credit Risk IRB disclosure templates (xlsx 0.1MB)
- Annex XXIV: Credit Risk IRB disclosure instructions (pdf 1.6MB)
- Annex XXIX: Market Risk disclosure templates (xlsx 0.1MB)
- Annex XXV: CCR disclosure templates (xlsx 0.1MB)
- Annex XXVI: CCR disclosure instructions (pdf 1.7MB)
- Annex XXX: Market Risk disclosure instructions (pdf 1.6MB)
- Annex XXXI: Operational Risk disclosure templates (xlsx 0.1MB)
- Annex XXXII: Operational Risk disclosure instructions (pdf 1.6MB)
- Annex XXXIX: CVA disclosure templates (xlsx 0.1MB)
- Annex XXXX: CVA disclosure instructions (pdf 0.8MB)
- PS9/24 – Comparison of Draft PRA Rulebook (CRR) Instrument [2023] against the near-final PRA Rulebook: CRR Firms (CRR) Instrument [2024] (pdf 11.6MB)
- PRA112: Instructions (pdf 1.7MB)
- PRA112: Reporting template (xlsx 0.2MB)
- PRA113: Instructions (pdf 1.7MB)
- PRA113: Reporting template (xlsx 0.2MB)
- PRA114: Instructions (pdf 1.6MB)
- PRA114: Reporting template (xlsx 0.1MB)
- PS9/24 – Implementation of the Basel 3.1 standards near-final part 2 - full (pdf 1.6MB)
- PS9/24 – Appendix 1: Abbreviations (pdf 1.6MB)
- PS9/24 – Appendix 12: Near-final updated disclosure templates and instructions (pdf 1.6MB)
- PS9/24 – Appendix 13: Near-final mapping of reporting template codes (xlsx 0.1MB)
- PS9/24 – Appendix 14: Near-final updated reporting templates and instructions (pdf 1.6MB)
- PS9/24 – Appendix 16: Near-final PRA Standards Instrument: Technical Standards (Economic Downturn) Revocation Instrument [2024] (pdf 0.9MB)
- PS9/24 – Appendix 17: Near-final PRA Rulebook: CRR Firms: SDDT Regime (Interim Capital Regime) Instrument 2024 (pdf 1.2MB)
- PS9/24 – Appendix 18: Corresponding CRR rules – Interim Capital Regime (pdf 1.1MB)
- PS9/24 – Appendix 19: CRR restatement provisions – Interim Capital Regime (pdf 1.1MB)
- PS9/24 – Appendix 2: Near-final PRA Rulebook: CRR Firms: (CRR) Instrument [2024] (pdf 6.4MB)
- PS9/24 – Appendix 3: Summary of the purpose of the rules - Basel 3.1 (pdf 1.1MB)
- PS9/24 – Appendix 4: Corresponding CRR rules - Basel 3.1 (pdf 1.1MB)
- PS9/24 – Appendix 5: CRR restatement provisions - Basel 3.1 (pdf 1MB)
-
april
-
2025
-
april
- PS5/25 - appendix 1: PRA Rulebook: CRR Firms: Step-in Risk Instrument 2025 (pdf 0.2MB)
- Appendix 4: Respondents to CP23/23 who have consented to the publication of their names (pdf 2MB)
- PS5/25: Reporting Instructions: Step-in risk assessment: reporting instructions (pdf 1.6MB)
- PS5/25: Template: Templates for Reporting the Step-in Risk assessment (xlsx 0.1MB)
-
february
- PS2/25 - Appendix 1: List of respondents who have consented to the publication of their names (pdf 0.1MB)
- PS2/25 - Appendix 2: PRA Rulebook: CRR Firms: Buffers Instrument 2025 (pdf 0.3MB)
- PS3/25 - Appendix 1: Statement of Policy: The Prudential Regulation Authority’s approach to policy (pdf 0.8MB)
- PS3/25 - Appendix 2: List of respondents who have consented to the publication of their names (pdf 0.1MB)
- january
- july
- june
- march
-
may
- PS6/25 PRA Rulebook: CRR FIRMS: REGULATORY REPORTING (BRANCH REPORTING) INSTRUMENT 2025 (pdf 0.1MB)
- PS6/25 Reporting Guidance for the BRA001 (pdf 0.4MB)
- PS6/25 List of respondents who consented to having names published (pdf 0.1MB)
- PS6/25 Summary of changes on booking models (pdf 0.3MB)
- PS7/25 - Appendix 1: Near-final amendments to statement of policy – The PRA’s methodologies for setting Pillar 2 capital (pdf 1.1MB)
- PS7/25 - Appendix 2: Instructions for Pillar 2 SME lending adjustment and infrastructure lending adjustment data templates (pdf 0.5MB)
- PS7/25 - Appendix 3: Data templates for Pillar 2 SME lending adjustment and infrastructure lending adjustment (xlsx 0.1MB)
-
april
-
2013
- pra-statutory-powers
- practitioner-panel
-
publication
- 2013
- 2015
-
2019
- A framework for assessing financial impacts of physical climate change: A practitioner’s aide for the general insurance sector (pdf 2.9MB)
- Firms’ preparations for transition from London InterBank Offered Rate (LIBOR) to risk-free rates (RFRs): Key themes, good practice, and next steps (pdf 0.4MB)
- Joint statement on climate change (pdf 0.5MB)
- PRA Authorisations Performance Report 2018/19 (pdf 0.2MB)
- PRA110-LMM tool v01.03 (xlsx 1.6MB)
- PRA110-LMM tool v01.04 (xlsx 1.6MB)
- PRA110-LMM tool v02.01 (xlsx 1.8MB)
- PRA110-LMM tool v02.02 (xlsx 1.8MB)
- PRA Practitioner Panel and Insurance Sub-committee – Annual Report (pdf 0.7MB)
- Systemic Risk Buffer rates for ring-fenced banks and large building societies – applicable from 1 August 2019 (pdf 0.1MB)
-
2020
- Conversion of Pillar 2A capital requirements from RWA percentage to a nominal amount (pdf 0.4MB)
- CP9/20 - Non-systemic UK banks: The Prudential Regulation Authority’s approach to new and growing banks (pdf 0.9MB)
- Draft Supervisory Statement - Non-systemic UK banks: The Prudential Regulation Authority’s approach to new and growing banks (pdf 2.2MB)
- EBA Guidelines: Covid-19 disclosure template (xlsx 0.1MB)
- Statement on exposure value for internal models method counterparty credit risk (pdf 0.2MB)
- IRB Mortgages Round Table (pdf 1.4MB)
- Joint statement by the FCA, FRC and PRA (pdf 0.5MB)
- PRA Annual Report 2020 (pdf 2.1MB)
- PRA Authorisations Performance Report 2019/20 (pdf 0.4MB)
- PRA Business Plan 2020-21 (pdf 0.9MB)
- PRA decision on Systemic Risk Buffer rates (pdf 0.3MB)
- PRA110-LMM tool v0105-2020 (xlsx 1.6MB)
- PRA110-LMM tool v0203-2020 (xlsx 1.9MB)
- PRA110-LMM v02.04 (xlsx 3.9MB)
- PRA Practitioner Panel and Insurance Sub-committee – Annual Report (pdf 0.7MB)
- Q&A on Capital Requirements Regulation requirements for property valuations (pdf 0.4MB)
- Q&A on the use of Liquidity and Capital Buffers (pdf 0.7MB)
- Covid-19 regulatory reporting and disclosure amendments (pdf 0.6MB)
- Standardised approach - SS10/13 (pdf 1.4MB)
- Internal Ratings Based (IRB) approaches - SS11/13 updated January 2022 (pdf 1.8MB)
- Internal Ratings Based (IRB) approaches - SS11/13 updated July 2021 (pdf 2MB)
- Internal Ratings Based (IRB) approaches - SS11/13 (pdf 2MB)
- PRA Statement to insurers on the application of the matching adjustment during Covid-19 (pdf 0.6MB)
- Statement by the PRA on regulatory capital and IFRS 9 requirements for payment holidays (pdf 0.4MB)
- Statement on credit risk mitigation eligibility and leverage ratio treatment of loans under the Bounce Back Loan scheme (pdf 0.3MB)
- Statement by the PRA on the Capital Requirements Regulation (CRR) ‘Quick Fix’ package (pdf 0.5MB)
- Statement on VAR back-testing exceptions temporary approach (pdf 0.4MB)
-
2021
- 2021 firm feedback survey: large firms (pdf 0.2MB)
- 2021 firm feedback survey: small and medium-sized firms (pdf 0.2MB)
- Joint covering document - Operational resilience: Impact tolerances for important business services (pdf 0.9MB)
- December
- october
- PRA Authorisations Performance Report 2020/21 (pdf 0.1MB)
- PRA Business Plan 2021/22 (pdf 1MB)
- Appendix 1: PRA RULEBOOK: CRR FIRMS: CRR FIRMS, NON-CRR FIRMS, SOLVENCY II FIRMS, NON-SOLVENCY II FIRMS: SENIOR MANAGERS REGIME APPLICATIONS AND NOTIFICATIONS - TEMPORARY ABSENCE INSTRUMENT 2021 (pdf 0.2MB)
- september
-
2022
- 2022 firm feedback survey: large firms (pdf 0.4MB)
- 2022 firm feedback survey: small and medium-sized firms (pdf 0.4MB)
- CP10/22 – Insurance special purpose vehicles: Further updates to authorisation and supervision (pdf 0.9MB)
- CP5/22 - The Strong and Simple Framework: a definition of a Simpler-regime Firm (pdf 0.5MB)
- DP5/22 - Artificial Intelligence and Machine Learning (pdf 1.9MB)
- Exercise by the Bank of England of sub-delegated powers under the European Union (Withdrawal) Act 2018 (pdf 0.4MB)
- PRA Authorisations Performance Report 2021/22 (pdf 0.4MB)
- Solvency II Review Matching Adjustment and Reforms to the Fundamental Spread (pdf 0.8MB)
- CP5/22 - presentation slides (pdf 0.9MB)
-
2023
- PRA Authorisations Performance Report Q2 2023/24 (pdf 0.1MB)
- PRA Authorisations Performance Report Q4 2023/24 (pdf 0.1MB)
- PRA Authorisations Performance Report Q3 2023/24 (pdf 0.1MB)
- CP15/23 – Securitisation: General requirements (pdf 1.4MB)
- CP17/23 – Capitalisation of foreign exchange positions for market risk (pdf 0.2MB)
- CP5/23 – Remuneration: Enhancing proportionality for small firms (pdf 0.8MB)
- december
- MANDATORY REDUCTION AND SHARE TRANSFER INSTRUMENT Final version X 13323 (doc 0.1MB)
-
october
- Annex XXXIII Table UK UKREMA of the Disclosure (CRR) – Pillar 3 Templates and Instructions Part of the PRA Rulebook (xlsx 0.1MB)
- PRA Rulebook: CRR Firms: Remuneration and Disclosure Instrument 2023 (pdf 0.1MB)
- Senior Management Arrangements, Systems and Controls (Remuneration Codes) (No 9) Instrument 2023 (pdf 0.2MB)
- PRA Authorisations Performance Report Q1 2023/24 (pdf 0.1MB)
- PRA Authorisations Performance Report Q4 2022/23 (pdf 0.1MB)
- PRA Authorisations Performance Report Q4 2022/23: Accompanying information (pdf 0.2MB)
- september
- Solvency II Review – considerations for year-end 2023 (pdf 0.2MB)
- transfer-instrument-13-march-2023 (doc 0.1MB)
-
2024
- Letter to credit unions with total assets up to £10m (pdf 0.2MB)
- Letter to credit unions with total assets between £10m and £50m (pdf 0.2MB)
- Approach to life insurance stress test 2025 (pdf 0.3MB)
- PRA Authorisations Performance Report Q1 2024/25 (pdf 0.1MB)
- PRA Authorisations Performance Report Q2 2024/25 (pdf 0.3MB)
- PRA Authorisations Performance Report Q3 2024/25 (pdf 0.4MB)
- PRA Authorisations Performance Report Q4 2024/25 (pdf 0.8MB)
- Cryptoassets data collection questionnaire (xlsx 0.1MB)
- Results of the firm feedback survey 2024
- firm-feedback-survey-2023-results (pdf 0.5MB)
- Industry Roundtable - IRB Mortgage
- Industry Roundtable - IRB Wholesale (pdf 0.6MB)
- LIST 2025 Scenario Specification, Guidelines and Instructions (pdf 0.5MB)
- LIST data dictionary (xlsx 0.1MB)
- LIST DMT style templates (xlsx 21.8MB)
- PS19/24 Operating the Interim Capital Regime (pdf 0.2MB)
- The Prudential Regulation Authority’s approach to cost benefit analysis document (pdf 1MB)
- PS12/24 appendix 2: Statement of policy - The Prudential Regulation Authority’s approach to rule permissions and waiver’s (pdf 0.2MB)
- Prudential Regulation Authority Business Plan 2024/25 (pdf 0.6MB)
- PS10/24 – Review of Solvency II: Reform of the Matching Adjustment - pdf print copy (pdf 1.1MB)
- Results and Basis of Preparation Report (pdf 0.3MB)
- Review of ring-fencing rules (pdf 0.5MB)
- Solvency II Amendment (No1) 2024 (pdf 0.1MB)
- Solvency II regulatory reporting waivers SOP (pdf 1.7MB)
-
2025
- PRA Authorisations Performance Report Q1 2025/26 (pdf 0.4MB)
- CP15/24 PRA Industry Roundtable Slides (pdf 0.4MB)
- CP15/24 PRA Industry Roundtable Summary (pdf 0.3MB)
- CP7/25 PRA industry roundtable matching adjustment investment accelerator (pdf 0.5MB)
- CP7/25 PRA industry roundtable summary (pdf 0.2MB)
- CFO roundtable summary: Future Banking Data (pdf 0.1MB)
- Life Insurance Stress Test 2025 – Quantitative Template (xlsx 20.4MB)
- Life Insurance Stress Test (LIST) 2025 - Question and answer log (xlsx 0.2MB)
- Life Insurance Stress Test 2025 - Scenario Specification, Guidelines and Instructions (pdf 0.5MB)
- Data Dictionary (xlsx 0.2MB)
- Webinar slides - Life Insurance Stress Test 2025: Objectives, design and planned disclosure (11 June 2025) (pdf 0.9MB)
- may
- Results and Basis of Preparation Report (pdf 0.3MB)
- Risk-free curves as of 31 December 2024 – LIST Section A Stage 1 (xlsx 0.9MB)
- Risk-free curves as of 31 December 2024 – LIST Section A Stage 2 (xlsx 0.9MB)
- Risk-free curves as of 31 December 2024 – LIST Section A Stage 3, Section B and Section C (xlsx 0.9MB)
- A review of requirements for firms entering into or expanding in the banking sector 26 march 2013 (pdf 0.3MB)
- A review of requirements for firms entering into or expanding in the banking sector 7 July 2014 (pdf 0.3MB)
- Annex to individual liquidity guidance letters (pdf 0.1MB)
- Bank of England approach to enforcement statement of policy procedures (pdf 1.4MB)
- PRA Conference for Chairs of Non-Systemic UK Banks and Building Societies (pdf 0.1MB)
- PRA - Directors' certificates for 2015/2016 PRA regulatory returns for insurers - February 2016 (pdf 0.2MB)
- Enforcement Decision Making Committee - Procedures (pdf 0.3MB)
- Handbook Administration Instrument (No 1) 2013 (pdf 0.9MB)
- PRA 2013/25 Handbook Administration Instrument (No 2) 2013 (pdf 0.1MB)
- Handbook Administration Instrument (No 3) 2014 (pdf 0.1MB)
- Handbook Administration Instrument (No 1) 2014 (pdf 0.1MB)
- Handbook Administration Instrument (No 2) 2014 (pdf 0.2MB)
- PRA Rulebook: Administration Instrument (No 1) 2014 (pdf 0.1MB)
- PRA 2015/32 PRA Rulebook: Administration Instrument (No 1) 2015 (pdf 0.1MB)
- PRA 2015/33 Handbook Administration Instrument (No1) 2015 (pdf 0.4MB)
- HBOS Andrew Bailey Remarks 2015 (pdf 0.2MB)
- HBOS Andrew Green report 2015 (pdf 3.1MB)
- HBOS Complete Report - 2015 (pdf 7.8MB)
- HBOS Press Conference Transcript 2015 (pdf 0.1MB)
- HBOS Executive Summary and Recommendations 2015 (pdf 2.3MB)
- STATEMENT ON THE REGULATORY TREATMENT OF RETAIL RESIDENTIAL MORTGAGE LOANS UNDER THE HELP TO BUY (pdf 0.1MB)
- PRA SII internal model and partial internal model approved firms - December 2015 (pdf 0.2MB)
- The impact of climate change on the UK insurance sector - September 2015 (pdf 2.7MB)
- Insurance data release (pdf 0.4MB)
- Update on insurance special purpose vehicles following HMT release Risk Transformation Regs July 2017 (pdf 0.2MB)
- LMM tool for Simplified ILAS firms (xls 1.9MB)
- LMM tool for Standard ILAS firms (xls 1.9MB)
- Note following conference for CEOs of UK banks and building societies December 2016 (pdf 0.2MB)
- Note following the PRA IRB seminar for small and mid-tier banks and building societies February 2017 (pdf 0.2MB)
- Note following PRA seminar for Chairs of UK banks and building societies July 2017 (pdf 0.1MB)
- Outsourcing functions to the Cloud 1 (pdf 0.2MB)
- PRA note - Regulatory references: update February 2016 (pdf 0.2MB)
- PRA Annual Competition Report July 2017 (pdf 1.2MB)
- PRA Annual Competition Report June 2016 (pdf 4.1MB)
- PRA Authorisations Performance Report 2017/18 (pdf 0.2MB)
- Prudential Regulation Authority Business Plan 2018/19 (pdf 0.5MB)
- Prudential Regulation Authority Business Plan 2019/20 (pdf 1.8MB)
- PRA note - Outsourcing functions to the Cloud July 2016 (pdf 0.2MB)
- PRA response to DWP consultation paper: Defined benefit pension scheme consolidation (pdf 0.5MB)
- PRA Seminar for Chief Executives of Non-Systemic UK Banks and Building Societies (pdf 0.2MB)
- PRA Senior Managers Regime (Treasury Select Committee) March 2016 (pdf 1.6MB)
- PRA statement on consumer credit July 2017 (pdf 0.4MB)
- PRA statement on feedback received during the consultation period for CP21/16 Pillar 2 liquidity (pdf 0.2MB)
- The PRA's statement on the interaction between the PRA buffer and the CRD IV combined buffer (pdf 0.4MB)
- PRA statement on adjustments to firms' PRA buffers (pdf 0.2MB)
- PRA statement on housing tools - July 2015 (pdf 0.2MB)
- PRA statement on the concept of 'durable link' october 2016 (pdf 0.3MB)
- PRA statement on the leverage ratio August 2016 (pdf 0.6MB)
- Solvency II: PRA review of model change related processes, policies and reporting (pdf 0.3MB)
- PRA110 LMM tool v01 (xlsx 1.4MB)
- PRA110-LMM tool v01.02 (xlsx 1.5MB)
- Practitioner Panel Annual Report 2014 (pdf 0.3MB)
- Practitioner Panel Annual Report 2015 (pdf 0.4MB)
- Practitioner Panel Annual Report 2016 (pdf 0.4MB)
- PRA Practitioner Panel Annual Report 2017 (pdf 0.2MB)
- Practitioner Panel Annual Report 2018 (pdf 0.3MB)
- PRA response to the Independent Evaluation Office evaluation of the PRA approach to its insurance objective March 2017 (pdf 0.5MB)
- The PRA's response to the Independent Evaluation Office's evaluation of the PRA's approach to it secondary competition objective (pdf 0.6MB)
- Exercise by the Bank of England and Prudential Regulation Authority of sub-delegated powers under the European Union (Withdrawal) Act 2018 (pdf 1.3MB)
- Senior Managers Regime (response to the Treasury Select Committee recommendation) update July 2016 (pdf 1.2MB)
- Solvency II: Solvency and Financial Condition Report roundtables (pdf 0.2MB)
- Solvency II: internal model approval process data review findings February 2016 (pdf 1MB)
- Solvency II: Supervisory disclosures PRA supervisory approach insurance regulations August 2018 (pdf 0.8MB)
- Solvency II: Supervisory disclosures, the PRA's supervisory approach and insurance regulations applicable in the UK (pdf 0.8MB)
- Solvency II: Supervisory disclosures, PRA’s supervisory approach and insurance regulations applicable in the UK year-end 2018 (pdf 0.6MB)
- Solvency II: Supervisory disclosures, the PRA’s supervisory approach and insurance regulations applicable in the United Kingdom - year end 2019 (pdf 1MB)
- Definition of Core Tier 1 Capital (pdf 0.4MB)
- The PRA and Bank's response to the Independent Review of the Co-operative Bank - 27 March 2019 (pdf 0.6MB)
- UK Mortgage IRB Round Table Slides (pdf 1MB)
-
regulatory-action
- 2024
- 2025
- Final notice from the PRA to Mr Akira KAMIYA (pdf 0.2MB)
- Approval of Change in Control subject to conditions - EFG Private Bank Limited (pdf 0.2MB)
- Decision notice to Cardenden & Kinglassie Credit Union Limited (pdf 0.2MB)
- Decision notice to South Airdrie Credit Union Limited (pdf 0.2MB)
- Final notice to Spa Credit Union Limited (pdf 0.2MB)
- Final notice from BoE and PRA to Citigroup Global Markets Limited (pdf 0.4MB)
- Final notice from PRA to Credit Suisse (pdf 0.7MB)
- Final notice from PRA to HSBC (pdf 0.5MB)
- Final notice from PRA to Iain Mark Hunter (pdf 0.6MB)
- Final notice from PRA to Metro Bank (pdf 1MB)
- Final Notice from the PRA to Mr Grimsdale (pdf 0.4MB)
- Final Notice from the PRA to Mr Neale (pdf 0.3MB)
- Final Notice from the PRA to Mr Nichols (pdf 0.6MB)
- Final Notice from the PRA to Mr Staley (pdf 0.3MB)
- Final notice from the PRA to MS Amlin Underwriting Limited (pdf 0.7MB)
- Final Notice from the PRA to Ms Birkett (pdf 0.3MB)
- Final notice from PRA to Standard Chartered Bank (pdf 0.7MB)
- Final notice from the PRA to TSB Bank (pdf 1.3MB)
- PRA Final Notice to Wyelands Bank Plc (pdf 0.8MB)
- Final notice from the PRA to Goldman Sachs International (pdf 0.9MB)
- First supervisory notice - PRA to PCF bank limited (pdf 0.1MB)
- Final notice from PRA to R. Raphael & Sons plc (pdf 0.2MB)
- Final notice from the PRA to Mr Takami Onodera (pdf 0.2MB)
- Tokio Marine Kiln Insurance Limited & Tokio Marine Kiln Syndicates Limited (pdf 0.6MB)
- Written Notice from the PRA to Barclays Bank PLC (pdf 0.2MB)
- Written Notice from the PRA to Barclays Bank UK PLC (pdf 0.2MB)
- Written Notice from the PRA to Sonali Bank (UK) Limited (pdf 0.3MB)
- Written Notice from the PRA to the Society of Lloyd's (pdf 0.6MB)
-
regulatory-digest
- 2014
-
2015
- PRA Regulatory Digest - April 2015 (pdf 0.2MB)
- PRA Regulatory Digest - August 2015 (pdf 0.3MB)
- PRA Regulatory Digest - December 2015 (pdf 0.2MB)
- PRA Regulatory Digest - February 2015 (pdf 0.2MB)
- PRA Regulatory Digest - January 2015 (pdf 0.2MB)
- PRA Regulatory Digest - July 2015 (pdf 0.3MB)
- PRA Regulatory Digest - June 2015 (pdf 0.2MB)
- PRA Regulatory Digest - March 2015 (pdf 0.2MB)
- PRA Regulatory Digest - May 2015 (pdf 0.2MB)
- PRA Regulatory Digest - November 2015 (pdf 0.2MB)
- PRA Regulatory Digest - October 2015 (pdf 0.2MB)
- PRA Regulatory Digest - September 2015 (pdf 0.2MB)
-
2016
- PRA Regulatory Digest - April 2016 (pdf 0.3MB)
- PRA Regulatory Digest - August 2016 (pdf 0.3MB)
- PRA Regulatory Digest - December 2016 (pdf 0.3MB)
- PRA Regulatory Digest - February 2016 (pdf 0.2MB)
- PRA Regulatory Digest - January 2016 (pdf 0.3MB)
- PRA Regulatory Digest - July 2016 (pdf 0.2MB)
- PRA Regulatory Digest - June 2016 (pdf 0.3MB)
- PRA Regulatory Digest - March 2016 (pdf 0.3MB)
- PRA Regulatory Digest - May 2016 (pdf 0.2MB)
- PRA Regulatory Digest - November 2016 (pdf 0.3MB)
- PRA Regulatory Digest - October 2016 (pdf 0.3MB)
- PRA Regulatory Digest - September 2016 (pdf 0.3MB)
-
2017
- PRA Regulatory Digest - April 2017 (pdf 0.3MB)
- PRA Regulatory Digest - August 2017 (pdf 0.3MB)
- PRA Regulatory Digest - December 2017 (pdf 0.5MB)
- PRA Regulatory Digest - February 2017 (pdf 0.3MB)
- PRA Regulatory Digest - January 2017 (pdf 0.3MB)
- PRA Regulatory Digest - July 2017 (pdf 0.3MB)
- PRA Regulatory Digest - June 2017 (pdf 0.3MB)
- PRA Regulatory Digest - March 2017 (pdf 0.3MB)
- PRA Regulatory Digest - May 2017 (pdf 0.3MB)
- PRA Regulatory Digest - November 2017 (pdf 0.3MB)
- PRA Regulatory Digest - October 2017 (pdf 0.4MB)
- PRA Regulatory Digest - September 2017 (pdf 0.3MB)
-
2018
- PRA Regulatory Digest - April 2018 (pdf 0.3MB)
- PRA Regulatory Digest - August 2018 (pdf 0.3MB)
- PRA Regulatory Digest - February 2018 (pdf 0.4MB)
- PRA Regulatory Digest - January 2018 (pdf 0.4MB)
- PRA Regulatory Digest - July 2018 (pdf 0.5MB)
- PRA Regulatory Digest - June 2018 (pdf 0.4MB)
- PRA Regulatory Digest - March 2018 (pdf 0.2MB)
- PRA Regulatory Digest - May 2018 (pdf 0.4MB)
- PRA Regulatory Digest - September 2018 (pdf 0.4MB)
- 2024
-
regulatory-reporting
-
banking
-
2022
- Bank of England Banking Change log 3.5.0 vs 3.5.1 – March 2022 (xlsx 0.1MB)
- Bank of England Taxonomy DPM V3.5.1 (zip 1.6MB)
- Bank of England Banking Taxonomy Sample Instances V3.5.1 (zip 1.8MB)
- Bank of England Banking Taxonomy Validations V3.5.1 (zip 0.3MB)
- Bank of England Banking 3.5.1 (zip 28.7MB)
- List of known issues - August 2022 (xlsx 0.1MB)
- Bank of England Branch Return – Common problems and queries (pdf 0.4MB)
- Bank of England Branch Return – new validations (xlsx 0.1MB)
- Bank of England Branch Return template - May 2022 (xlsx 0.1MB)
- Branch Returns Schema V11 (zip 0.1MB)
- Branch Return XML Schema ZIP (zip 0.1MB)
- Bank of England Branch Returns schema
- Met.xsd
- MET File (zip 0.1MB)
- Bank of England Branch Return update - release note (pdf 0.2MB)
- Bank of England Banking taxonomy release note v3.5.1 (pdf 0.1MB)
-
2023
- List of known issues (last updated 16 August 2023) (xlsx 0.1MB)
- List of known issues (last updated 5 October 2023) (xlsx 0.1MB)
- Bank of England Banking change logs v.3.6.0 - August 2023 (zip 0.2MB)
- Bank of England Banking taxonomy DPM v3.6.0 - August 2023 (zip 2MB)
- Bank of England Banking taxonomy release note v3.6.0 - August 2023 (pdf 0.2MB)
- Bank of England Banking taxonomy sample instances v.3.6.0 - August 2023 (zip 1.8MB)
- Bank of England Banking taxonomy validations v.3.6.0 - August 2023 (zip 0.6MB)
- Bank of England Banking taxonomy v.3.6.0 - August 2023 (zip 29.1MB)
-
2024
- Bank of England Banking taxonomy release note v3.8.0 PWD (pdf 0.1MB)
- Bank of England Banking taxonomy validations v3.8.0 PWD (xlsx 0.1MB)
- Bank of England Banking XBRL taxonomy v3.8.0 PWD (zip 1.7MB)
- Bank of England Banking DPM v3.8.0 PWD (zip 0.8MB)
- Bank of England Banking taxonomy sample instances v3.8.0 PWD (zip 0.1MB)
-
2025
- Bank of England Banking DPM v3.9.0 PWD (zip 1.2MB)
- Bank of England Banking taxonomy release note v3.9.0 PWD (pdf 0.1MB)
- Bank of England Banking Sample Instances v3.9.0 PWD (zip 0.5MB)
- Bank of England Banking Taxonomy Validations v3.9.0 PWD (zip 0.4MB)
- PRA Branch Return Form (pdf 0.9MB)
- Bank of England Banking Taxonomy Package v3.9.0 PWD (zip 13.8MB)
- Annex 1 rules and guidance 2017 (xls 0.2MB)
- Annex 2 options and discretions 2017 (xls 0.2MB)
- Annex 3 srep 2017 (xls 0.1MB)
- Annex IV Aggregate Statistical data as at 31 December 2016 (xls 0.3MB)
- Annex IV Aggregate Statistical data as at 31 December 2017 (xls 0.2MB)
- Annex 1 Rules and guidance (xlsx 0.1MB)
- Annex 1 Rules and guidance 2019 (xlsx 0.1MB)
- Annex 1 Rules and guidance 2020 (xlsx 0.1MB)
- Annex 2 Options and discretions (xlsx 0.1MB)
- Annex 2 Options and discretions 2019 (xlsx 0.1MB)
- Annex 2 Options and discretions 2020 (xlsx 0.1MB)
- Annex 3 Supervisory review and evaluation process (SREP) (xlsx 0.1MB)
- Annex 3 Supervisory review and evaluation process (SREP) 2019 (xlsx 0.1MB)
- Annex 3 Supervisory review and evaluation process 2020 (xlsx 0.1MB)
- Annex IV Aggregate Statistical data as at 31 December 2018 (xlsx 0.1MB)
- Annex IV Aggregate Statistical data as at 31 December 2019 (xlsx 0.1MB)
- Annex IV Aggregate Statistical data as at 31 December 2020 (xlsx 0.1MB)
- ARD notification form December 2018 (xlsx 0.7MB)
- Bank of England Banking annotated templates v300 Capital plus (xlsx 0.4MB)
- Bank of England Banking annotated templates v300 Financial statements (xlsx 0.1MB)
- Bank of England Banking annotated templates v300 pillar 2 liquidity (xlsx 0.5MB)
- Bank of England Banking annotated templates v300 PWD Capital plus (xlsx 0.4MB)
- Bank of England Banking annotated templates v300 PWD Financial statements (xlsx 0.1MB)
- Bank of England Banking annotated templates v300 PWD Liquidity pillar 2 (xlsx 0.2MB)
- Bank of England Banking annotated templates v300 PWD Ringfencing (xlsx 0.3MB)
- Bank of England Banking annotated templates v300 Ringfencing (xlsx 0.3MB)
- Bank of England Banking annotated templates v310 PWD - MREL (xlsx 0.1MB)
- Bank of England Banking DPM Dictionary v300 (xlsx 0.5MB)
- Bank of England Banking DPM Dictionary v300 PWD (xlsx 0.5MB)
- Bank of England Banking DPM Dictionary v310 PWD - MREL (xlsx 0.5MB)
- Bank of England Banking Ringfencing v300 PWD change log (xlsx 0.1MB)
- Bank of England Banking taxonomy DPM v310 (zip 1.6MB)
- Bank of England taxonomy release note v3.2.1 and v3.3.0 PWD (pdf 0.3MB)
- Bank of England Banking taxonomy v300 (zip 17.1MB)
- Bank of England Banking taxonomy v300 PWD (zip 9.8MB)
- Bank of England Banking taxonomy v300 validations (xlsx 0.3MB)
- bank of england banking taxonomy v310 (zip 17.9MB)
- Bank of England Banking taxonomy validations v310 (xlsx 0.3MB)
- Bank of England Banking XBRL taxonomy validations v300 PWD (xlsx 0.2MB)
- Bank of England Banking XBRL taxonomy validations v310 PWD - MREL (xlsx 0.1MB)
- Bank of England Banking DPM v3.7.0 PWD (zip 1.6MB)
- Bank of England Banking XBRL taxonomy v3.1.1 (zip 18MB)
- Bank of England Banking XBRL taxonomy v3.2.0 (zip 42.3MB)
- Bank of England Banking XBRL taxonomy v3.2.0 PWD (zip 23.9MB)
- Bank of England Banking change log v.3.5.0 PWD to v3.5.0 (xlsx 0.1MB)
- Bank of England Banking detailed change log v3.4.0 PWD (xlsx 0.4MB)
- Bank of England Banking detailed change logs v.3.4.0 (zip 0.2MB)
- Bank of England Banking detailed change logs v.3.4.1 (zip 0.1MB)
- Bank of England Banking DPM v3.1.1 (zip 1.6MB)
- Bank of England Banking DPM v3.2.0 (zip 1.9MB)
- Bank of England Banking DPM dictionary v3.2.0 PWD (zip 0.9MB)
- Bank of England Banking DPM v3.2.1 (zip 1.9MB)
- Bank of England Banking DPM dictionary v3.2.1 PWD (zip 1MB)
- Bank of England Banking DPM v3.3.0 (zip 1.6MB)
- Bank of England Banking DPM v3.4.0 PWD (zip 1.2MB)
- Bank of England Banking DPM v.3.4.0 (zip 1.6MB)
- Bank of England Banking DPM v.3.4.1 (zip 1.6MB)
- Bank of England Banking DPM v.3.5.0 (zip 1.7MB)
- Bank of England Banking DPM v.3.5.0 PWD (zip 0.8MB)
- Bank of England Banking taxonomy release note v3.7.0 PWD (pdf 0.1MB)
- Bank of England taxonomy release note v3.1.1 (pdf 0.1MB)
- Bank of England taxonomy release note v3.3.0 (pdf 0.1MB)
- Bank of England Banking taxonomy release note v3.4.0 PWD (pdf 0.2MB)
- Bank of England Banking taxonomy release note v3.4.0 (pdf 0.2MB)
- Bank of England Banking taxonomy release note v3.4.1 (pdf 0.2MB)
- Bank of England Banking taxonomy release note v3.5.0 (pdf 0.2MB)
- Bank of England Banking taxonomy release note v3.5.0 PWD (pdf 0.1MB)
- Bank of England Banking taxonomy sample instances v3.4.0 PWD (zip 0.1MB)
- Bank of England Banking taxonomy sample instances v3.4.0 (zip 1.2MB)
- Bank of England Banking taxonomy sample instances v3.4.1 (zip 1.2MB)
- Bank of England Banking taxonomy sample instances v3.5.0 (zip 1.8MB)
- Bank of England Banking taxonomy sample instances v3.5.0 PWD
- Bank of England Banking XBRL taxonomy v3.3.0 (zip 45.8MB)
- Bank of England Banking XBRL taxonomy v3.4.0 PWD (zip 5.1MB)
- Bank of England Banking XBRL taxonomy v.3.4.0 (zip 28.1MB)
- Bank of England Banking XBRL taxonomy v.3.4.1 (zip 28.1MB)
- Bank of England Banking XBRL taxonomy v.3.5.0 (zip 28.7MB)
- Bank of England Banking XBRL taxonomy v.3.5.0 PWD (zip 1.9MB)
- Bank of England Banking taxonomy validations v3.1.1 (xlsx 0.3MB)
- Bank of England Banking taxonomy validations v3.2.0 (xlsx 0.4MB)
- Bank of England Banking XBRL taxonomy validations v3.2.0 PWD (xlsx 0.4MB)
- Bank of England Banking taxonomy validations v321 (xlsx 0.5MB)
- Bank of England Banking taxonomy validations v330 PWD (xlsx 0.5MB)
- Bank of England Banking Taxonomy Validations v3.7.0 PWD (zip 0.4MB)
- Bank of England Banking taxonomy validations v330 (xlsx 0.5MB)
- Bank of England Banking taxonomy validations v3.4.0 PWD (zip 0.2MB)
- Bank of England Banking taxonomy validations v.3.4.0 (zip 0.3MB)
- Bank of England Banking taxonomy validations v.3.4.1 (zip 0.3MB)
- Bank of England Banking taxonomy validations v.3.5.0 (zip 0.4MB)
- Bank of England Banking taxonomy validations v.3.5.0 PWD (xlsx 0.1MB)
- Bank of England Banking Annotated Templates v2.0.0 (xlsx 0.5MB)
- Banking annotated templates ring-fencing public work draft (xls 11.2MB)
- Bank of England Banking DPM Dictionary v2.0.0 (xlsx 0.4MB)
- Banking DPM dictionary ring-fencing public working draft (xlsx 0.5MB)
- Bank of England Sample XBRL Files for v2.0.0 (zip 0.1MB)
- Bank of England Banking XBRL Taxonomy v2.0.0 (zip 2.1MB)
- Release notes for BoE Banking XBRL Taxonomy v2.0.0 (pdf 0.2MB)
- Banking XBRL taxonomy ring-fencing public working draft (zip 2.6MB)
- Bank of England Banking XBRL Taxonomy Validations v2.0.0 (xlsx 0.2MB)
- Banking XBRL taxonomy validations ring-fencing public working draft (xls 0.6MB)
- BEEDS portal contact card - credit unions (pdf 0.1MB)
- BEEDS user guide - credit unions (pdf 0.6MB)
- BoE Banking taxonomy v310 PWD MREL (zip 1.5MB)
- Bank of England Banking Change Log v3.7.0 PWD vs PWD2 (xlsx 0.7MB)
- Bank of England Banking DPM v3.7.0 PWD2 (zip 1.4MB)
- Bank of England Banking taxonomy release note v3.7.0 PWD2 (pdf 0.1MB)
- Bank of England Banking Sample Instances v3.7.0 PWD2 (zip 1.3MB)
- Bank of England Banking Taxonomy Validations v3.7.0 PWD2 (zip 0.4MB)
- Bank of England Banking XBRL taxonomy v3.2.1 (zip 42.2MB)
- BoE Banking taxonomy v330 PWD (zip 4.4MB)
- Branch return form validations - September 2020 (xlsx 0.1MB)
- Reporting guidance for the Branch Return - November 2021 (pdf 1.1MB)
- Branch return guidance - September 2019 (pdf 0.5MB)
- Branch Return: Q&As (pdf 0.5MB)
- Branch Return: Q&As V2 (pdf 0.7MB)
- Branch Return: Q&As V3 (pdf 0.8MB)
- Branch return template (xls 2.6MB)
- Branch return template - January 2020 (xlsx 0.1MB)
- Branch return form - July 2018 (xls 2.6MB)
- Branch return template - November 2020 (xlsx 0.1MB)
- Branch return template - November 2021 (pdf 0.9MB)
- Branch return template - September 2020 (xlsx 0.1MB)
- Branch return template - September 2019 (xlsx 0.1MB)
- Branch return schema - November 2020
- Capital+ timeline of BEEDS onboarding (pdf 0.1MB)
- Capital Plus XBRL Utility v2.0.0 (zip 0.7MB)
- Release notes for Capital Plus XBRL Utility v2.0.1 (pdf 0.5MB)
- Close links notification form December 2018 (xls 1.2MB)
- Annex XVIII: Reporting on additional liquidity monitoring metrics (xlsx 0.1MB)
- Annex XIX: Instructions for reporting on additional liquidity monitoring metrics (pdf 1.2MB)
- Annex XX: Reporting on counterbalancing capacity (xlsx 0.1MB)
- Annex XXI: Instructions for reporting on counterbalancing capacity (pdf 1MB)
- Annex XXVI: Supplementary reporting for the purpose of identifying and assigning G-SII buffer rates (xlsx 0.1MB)
- Annex XXVII: Instructions for supplementary reporting for the purpose of identifying and assigning G-SII buffer rates (pdf 1.1MB)
- Annex VIII: Reporting on large exposures and concentration risk (xlsx 0.1MB)
- Annex IX: Instructions for reporting on large exposures and concentration risk (pdf 1.1MB)
- Annex XXIV: Reporting on liquidity (xlsx 0.1MB)
- Annex XXV: Instructions for reporting on liquidity (pdf 2MB)
- Annex VI: Reporting on losses stemming from lending collateralised by immovable property (xlsx 0.1MB)
- Annex VII: Instructions for reporting on losses stemming from lending collateralised by immovable property (pdf 1MB)
- Annex XII: Reporting on net stable funding ratio (xlsx 0.1MB)
- Annex XIII: Instructions for reporting on net stable funding ratio (pdf 1.3MB)
- Annex I: Reporting on own funds and own funds requirements (xlsx 0.4MB)
- Annex II: Instructions for reporting on own funds and own funds requirements (pdf 3.1MB)
- Notes on completing the quarterly and annual returns (‘CQ’ and ‘CY’) for credit unions (pdf 0.3MB)
- Quarterly return for Credit Unions - January 2017 (xlsx 0.1MB)
- Credit union reporting - clarifications (pdf 0.1MB)
- Annual Return for Credit Unions - January 2017 (xlsx 0.1MB)
- Annex XI: Instructions for reporting on leverage (pdf 0.6MB)
- Annex X: Reporting on leverage (xlsx 0.1MB)
- EBA regulatory reporting: FINREP reporting taxonomy implications (pdf 0.3MB)
- Financial statements XBRL utility v1.0.0 (zip 1.4MB)
- Financial statements XBRL v1.0.0 release notes (pdf 0.3MB)
- Annex XVI: Reporting on asset encumbrance (xlsx 0.1MB)
- Annex XVII: Instructions for reporting on asset encumbrance (pdf 1.1MB)
- Annex III: Reporting financial information according to IFRS (xlsx 0.3MB)
- Annex V: Instructions for reporting financial information (pdf 1.6MB)
- Annex IV: Reporting financial information according to national accounting frameworks (xlsx 0.3MB)
- Firm to Report Financial Information (FINREP) form (xls 0.1MB)
- Form CQ (xlsx 0.1MB)
- Form CY (xlsx 0.1MB)
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fsa-data-items
- FSA001 Balance sheet - template (pdf 0.1MB)
- FSA001 Balance sheet - instructions (pdf 0.2MB)
- FSA002 Income statement - template (pdf 0.1MB)
- FSA002 Income statement - instructions (pdf 0.2MB)
- FSA005 Market risk - template (pdf 0.1MB)
- FSA005 Market risk - instructions (pdf 0.1MB)
- FSA006 Market risk - supplementary data - template (pdf 0.1MB)
- FSA006 Market risk - supplementary data - instructions (pdf 0.1MB)
- FSA011 Building society liquidity - template (pdf 0.1MB)
- FSA011 Building society liquidity - instructions (pdf 0.1MB)
- FSA014 Forecast data from firms - template (pdf 0.1MB)
- FSA014 Forecast data from firms - instructions (pdf 0.1MB)
- FSA015 Sectoral information - template (pdf 0.1MB)
- FSA015 Sectoral information - instructions (pdf 0.3MB)
- FSA016 Solo consolidated data - template (pdf 0.1MB)
- FSA016 Solo consolidated data - instructions (pdf 0.1MB)
- FSA017 Interest rate gap report - template (pdf 0.1MB)
- FSA017 Interest rate gap report - instructions (pdf 1MB)
- FSA017 instructions - November 2021 (pdf 1MB)
- FSA018 UK integrated group - large exposures - template (pdf 0.5MB)
- FSA018 UK integrated group - large exposures - instructions (pdf 0.6MB)
- FSA019 Data Item (pdf 0.1MB)
- FSA019 Instructions (pdf 0.2MB)
- FSA038 - Volumes and Type of Business - Data Item (pdf 0.1MB)
- FSA038 - Volumes and Type of Business - Instructions (pdf 0.2MB)
- FSA042 - UCITS - Data Item (pdf 0.1MB)
- FSA042 - UCITS - Instructions (pdf 0.1MB)
- FSA045 IRB portfolio risk - template (pdf 0.1MB)
- FSA045 IRB portfolio risk - instructions (pdf 0.2MB)
- FSA047 Daily flows - template (pdf 0.1MB)
- FSA047 Daily flows - instructions (pdf 0.1MB)
- FSA048 Enhanced mismatch report - template (pdf 0.1MB)
- FSA048 Enhanced mismatch report - instructions (pdf 0.3MB)
- FSA071 firm information and Pillar 2A summary and instructions December 2018 (pdf 0.7MB)
- FSA071 Firm information and Pillar 2A summary - template
- FSA071 - Firm information and Pillar 2 A summary template - January 2019
- FSA071 Firm information and Pillar 2A summary instructions - ring-fencing January 2019
- FSA071 template December 2018
- FSA071 firm information and Pillar 2A summary - template rinf-fencing January 2019 (pdf 0.7MB)
- FSA071 Firm information and Pillar 2A summary - instructions (pdf 0.7MB)
- FSA072 Pillar 2 Operational risk historical losses - template (xlsx 0.1MB)
- FSA072 Pillar 2 Operational risk historical losses - instructions (pdf 0.7MB)
- FSA072 data instructions December 2018 (pdf 0.7MB)
- FSA073 Pillar 2 Operational risk historical loss details - template (xlsx 0.8MB)
- FSA073 Pillar 2 Operational risk historical loss details - instructions (pdf 0.1MB)
- FSA073 template - 20160205 (xlsx 3.7MB)
- FSA073 data instructions December 2018 (pdf 0.1MB)
- FSA074 Pillar 2 Operational risk forecast losses - template
- FSA074 Pillar 2 Operational risk forecast losses - instructions (pdf 0.1MB)
- FSA074 template - 20160205 (xlsx 1.2MB)
- FSA074 data instructions December 2018 (pdf 0.1MB)
- FSA075 Pillar 2 Operational risk scenario data - template (xlsx 0.1MB)
- FSA075 Pillar 2 Operational risk scenario data - instructions (pdf 0.1MB)
- fsa075-template-20160205 (xlsx 1.4MB)
- FSA075 data instructions December 2018 (pdf 0.1MB)
- FSA076 Pillar 2 Credit risk standardised approach wholesale - template (xls 0.1MB)
- FSA076 Pillar 2 Credit risk standardised approach wholesale - instructions (pdf 0.7MB)
- FSA076 Instructions October 2017 (pdf 0.8MB)
- FSA076 template December 2018
- FSA076 data instructions December 2018 (pdf 0.1MB)
- FSA077 Pillar 2 Credit risk standardised approach retail - template
- FSA077 Pillar 2 Credit risk standardised approach retail - instructions (pdf 0.7MB)
- FSA077 instructions October 2017 (pdf 0.8MB)
- FSA077 template December 2018
- FSA077 data instructions December 2018 (pdf 0.1MB)
- FSA078 Pillar 2 Concentration risk minimum data requirements - template (xlsx 0.1MB)
- FSA078 Pillar 2 Concentration risk minimum data requirements - instructions (pdf 0.5MB)
- FSA078 template December 2018
- FSA078 data instructions December 2018 (pdf 0.5MB)
- FSA079 Pillar 2 Concentration risk additional data requirements - template (xls 0.1MB)
- FSA079 Pillar 2 Concentration risk additional data requirements - instructions (pdf 0.5MB)
- FSA079 template December 2018
- FSA079 template December 2020
- FSA079 data instructions December 2018 (pdf 0.7MB)
- FSA079 data instructions December 2020 (pdf 0.5MB)
- FSA080 Pillar 2 Market risk - template (xlsx 1MB)
- FSA080 Pillar 2 Market risk - instructions (pdf 0.7MB)
- FSA080 template - 20160205 (xlsx 4.1MB)
- FSA080 data instructions December 2018 (pdf 0.7MB)
- FSA081 Pillar 2 Pension risk - template
- FSA081 Pillar 2 Pension risk - instructions (pdf 0.5MB)
- FSA081 template December 2018
- FSA081 data instructions December 2018 (pdf 0.7MB)
- FSA081 instructions - November 2021 (pdf 0.5MB)
- FSA081 template - November 2021
- FSA082 Pillar 2 Credit risk IRB retail - template (xls 0.1MB)
- FSA082 Pillar 2 Credit risk IRB retail - instructions (pdf 0.1MB)
- FSA082 template December 2018
- FSA082 data instructions December 2018 (pdf 0.1MB)
- FSA083 Leverage Ratio - template
- FSA083 – Leverage Ratio template November 2018
- FSA083 Leverage Ratio template - instructions (pdf 0.9MB)
- FSA083 – Leverage Ratio template instructions November 2018 (pdf 0.9MB)
- FSA083 Modifed Leverage Ratio template
- FSA084 Leverage Ratio transitional template
- FSA084 Leverage Ratio transitional template - instructions (pdf 0.3MB)
- Guidance on terms used in data items FSA071 to FSA082 (pdf 0.3MB)
- Guidance on terms used in data items FSA071 to FSA082 (pdf 0.4MB)
- guidanceontermsusedindataitemsfsa071tofsa082 (pdf 0.3MB)
- Pillar 2 reporting schedule July 2015 (pdf 0.7MB)
- Pillar 2 reporting schedule April 2018 (pdf 0.3MB)
- Pillar 2 reporting schedule July 2016 (pdf 0.6MB)
- Pillar 2 reporting schedule October 2017 (pdf 0.6MB)
- PV001 Prudent Valuation - template (pdf 0.5MB)
- PV001 Prudent Valuation - instructions (pdf 0.7MB)
- Liquidity and Funding Reporting additional background and guidance (pdf 0.1MB)
- Liquidity and Funding Reporting Q&A form (xlsx 0.1MB)
- List of known issues (last updated 4 May 2022) (xlsx 0.1MB)
- Mapping for Pillar 2 credit risk data items (pdf 0.3MB)
- Notes on submitting the Interim Intraday Liquidity data items via BEEDS (pdf 0.2MB)
- Annex IX: Disclosure of countercyclical capital buffers (xlsx 0.1MB)
- Annex X: Instructions for disclosure of countercyclical capital buffers (pdf 1.2MB)
- Annex XXV: Disclosure of exposures to counterparty credit risk (xlsx 0.1MB)
- Annex XXVI: Instructions for disclosure of exposures to counterparty credit risk (pdf 1.2MB)
- Annex XVII: Disclosure of the use of credit risk mitigation techniques (xlsx 0.1MB)
- Annex XVIII: Instructions for disclosure of the use of credit risk mitigation techniques (pdf 1.1MB)
- Annex XV: Disclosure of credit risk quality (xlsx 0.1MB)
- Annex XVI: Instructions for disclosure of credit risk quality (pdf 1.6MB)
- Annex XI: Disclosure of the leverage ratio (xlsx 0.1MB)
- Annex XXXV: Disclosure of encumbered and unencumbered assets (xlsx 0.1MB)
- Annex XXXVI: Instructions for disclosure of encumbered and unencumbered assets (pdf 1.4MB)
- Annex XII: Instructions for disclosure of the leverage ratio (pdf 1.1MB)
- Annex XXI: Disclosure of the use of the IRB approach to credit risk (xlsx 0.1MB)
- Annex XXII: Instructions for disclosure of the use of the IRB approach to credit risk (pdf 1.4MB)
- Annex XXXVII: Disclosure of interest rate risk in the banking book (IRRBB) (xlsx 0.1MB)
- Annex XXXVIII: Instructions for disclosure of interest rate risk in the banking book (IRRBB) (pdf 1.1MB)
- Annex XIII: Disclosure of liquidity requirements (xlsx 0.1MB)
- Annex XIII: Disclosure of liquidity requirements - August 2022 (xlsx 0.1MB)
- Annex XIV: Instructions for disclosure of liquidity requirements (pdf 1.2MB)
- Annex XIV: Instructions for disclosure of liquidity requirements - August 2022 (pdf 0.7MB)
- Annex XXXI: Disclosure of operational risk (xlsx 0.1MB)
- Annex XXXII: Instructions for disclosure of operational risk (pdf 1.1MB)
- Annex VII: Disclosure of own funds (xlsx 0.1MB)
- Annex VIII: Instructions for disclosure of own funds (pdf 1.5MB)
- Annex XXXIII: Disclosure of remuneration policy (xlsx 0.1MB)
- Annex XXXIV: Instructions for disclosure of remuneration policy (pdf 1.3MB)
- Annex III: Disclosure of risk management objectives and policies (xlsx 0.1MB)
- Annex IV: Instructions for disclosure of risk management objectives and policies (pdf 1.2MB)
- Annex I: Disclosure of key metric and overview of risk weighted exposure amounts (xlsx 0.1MB)
- Annex II: Instructions for disclosure of key metric and overview of risk weighted exposure amounts (pdf 1.4MB)
- Annex II: Instructions for disclosure of key metric and overview of risk weighted exposure amounts - PS21/21 (pdf 1.2MB)
- Annex I: Disclosure of key metric and overview of risk weighted exposure amounts - PS21/21 (xlsx 0.1MB)
- Annex XXIX: Disclosure of use of standardised approach and internal model for market risk (xlsx 0.1MB)
- Annex XXX: Instructions for disclosure of use of standardised approach and internal model for market risk (pdf 1.2MB)
- Annex V: Disclosure of the scope of application (xlsx 0.1MB)
- Annex VI: Instructions for disclosure of the scope of application (pdf 1.2MB)
- Annex XXVII: Disclosure of exposures to securitisation positions (xlsx 0.1MB)
- Annex XXVIII: Instructions for disclosure of exposures to securitisation positions (pdf 1.3MB)
- Annex XXIII: Disclosure of specialised lending (xlsx 0.1MB)
- Annex XXIV: Instructions for disclosure of specialised lending (pdf 1.1MB)
- Annex XIX: Disclosure of the use of the standardised approach (xlsx 0.1MB)
- Annex XX: Instructions for disclosure of the use of the standardised approach (pdf 1.1MB)
- PRA101 Capital+ actuals and forecasts - instructions (pdf 0.7MB)
- PRA101 - Capital+actuals and forecasts instructions - March 2022 (pdf 0.7MB)
- PRA101 instructions (pdf 1MB)
- PRA101 Capital+ actuals and forecasts instructions - January 2022 (pdf 1.3MB)
- PRA101 Capital+ actuals and forecasts (pdf 0.9MB)
- pra101-template-1-march-2020 (xlsx 0.3MB)
- PRA101 template – Jan 2022 (xlsx 0.3MB)
- PRA101 Capital+ actuals and forecasts March 2020 (pdf 0.3MB)
- PRA101 template March 2020 (pdf 0.9MB)
- PRA101 template - May 2022 (xlsx 0.3MB)
- PRA101 template - September 2020 (xlsx 0.3MB)
- PRA102 Capital+ forecast semi-annual - instructions (pdf 0.5MB)
- PRA102 Capital+ forecast semi-annual instructions - March 2022 (pdf 0.7MB)
- PRA102 instructions (pdf 1MB)
- PRA102 Capital+ forecast semi annual instructions - January 2022 (pdf 1.3MB)
- PRA102 Capital+ forecast semi-annual (pdf 0.9MB)
- pra102-template-1-march-2020 (xlsx 0.3MB)
- PRA102 template – Jan 2022 (xlsx 0.3MB)
- PRA102 Capital+ forecast semi-annual - template March 2020 (pdf 0.5MB)
- PRA102 template March 2020 (pdf 1.1MB)
- PRA102 template - May 2022 (xlsx 0.3MB)
- PRA103 Capital+ forecast annual - instructions (pdf 0.3MB)
- PRA103 Capital+ forecast annual instructions - March 2022 (pdf 0.5MB)
- PRA103 instructions (pdf 0.9MB)
- PRA103 Capital+ forecast annual instructions - January 2022 (pdf 1.1MB)
- PRA103 Capital+ forecast annual (pdf 0.7MB)
- PRA103 template – Jan 2022 (xlsx 0.1MB)
- PRA103 Capital+ forecast annual - March 2020 (pdf 0.8MB)
- PRA103 Capital+ forecast annual - May 2022 (xlsx 0.1MB)
- PRA104-106 instructions (pdf 0.6MB)
- PRA104 Balance sheet - forecast data (Assets) (xlsx 0.1MB)
- PRA104 template – Jan 2022 (xlsx 0.1MB)
- PRA105 Balance sheet - forecast data (Liabilities) (xlsx 0.1MB)
- PRA105 template – Jan 2022 (xlsx 0.1MB)
- PRA106 Balance sheet - forecast data (Equity) (xlsx 0.1MB)
- PRA106 template – Jan 2022 (xlsx 0.1MB)
- PRA107 Statement of profit or loss - forecast data (xlsx 3MB)
- PRA107 Statement of profit or loss - forecast data - instructions (pdf 0.5MB)
- PRA107 template – Jan 2022 (xlsx 5.8MB)
- PRA108 Memorandum items (xlsx 0.1MB)
- PRA108 Memorandum items - instructions (pdf 0.1MB)
- PRA108 template – Jan 2022 (xlsx 0.1MB)
- PRA109 Operational continuity (pdf 0.1MB)
- PRA109 Operational continuity - instructions (pdf 0.2MB)
- PRA109 Operational continuity - April 2019 (xlsx 0.1MB)
- PRA110 reporting templates and instructions Q&As (pdf 0.7MB)
- PRA110 - Cashflow mismatch risk (xlsx 0.3MB)
- PRA110 Cash flow mismatch risk - January 2020 (xlsx 0.3MB)
- PRA110 - Cashflow mismatch risk - instructions (pdf 0.6MB)
- PRA110 instructions - January 2020 (pdf 1.2MB)
- PRA110 instructions - September 2020 (pdf 1.2MB)
- PRA110 instructions (pdf 1.5MB)
- PRA110 reporting template and instructions Q and As - Version 4 (pdf 0.9MB)
- PRA220 reporting template and instructions Q and As - Version 5 (pdf 1.5MB)
- PRA220 reporting template and instructions Q and As - Version 6 (pdf 0.9MB)
- PRA110 reporting template and instructions: Q&A (pdf 1.8MB)
- PRA111 Data Item (xlsx 0.3MB)
- Notes on submitting PRA111 via BEEDs (pdf 0.2MB)
- Release note - November 2020 (pdf 0.4MB)
- REP001 close links report - annual - instructions (pdf 0.1MB)
- REP001a close links report - monthly - instructions (pdf 0.2MB)
- REP001a template December 2018 (pdf 0.1MB)
- REP001 template December 2018 (pdf 0.1MB)
- REP002 - controllers report - instructions (pdf 0.2MB)
- Request to exempt firm from reporting the PS18/17 FINREP templates on an individual basis (xlsx 0.1MB)
- Request to report financial information (FINREP) and PRA104-PRA107 on ARD-linked basis (xls 0.1MB)
- Request for firm to report the PS18/17 FINREP templates on ARD-linked basis (xls 0.1MB)
- RFB001 instructions (pdf 0.1MB)
- RFB001 instructions December 2018 (pdf 0.3MB)
- RFB001 Intragroup exposures (pdf 0.7MB)
- RFB001 template (xlsx 0.1MB)
- RFB001 template – Jan 2022 (xlsx 0.1MB)
- RFB002 instructions (pdf 0.1MB)
- RFB002 Intragroup funding (pdf 0.2MB)
- RFB002 template (pdf 0.1MB)
- RFB003 and RFB004 instructions (pdf 0.3MB)
- RFB003 to RFB004 instructions December 2018 (pdf 0.3MB)
- RFB003 and RFB004: Intragroup financial reporting - core and detailed breakdowns (pdf 1MB)
- RFB003 and RFB004 Instructions - June 2020 (pdf 0.5MB)
- RFB003 template (pdf 0.7MB)
- RFB003 template - June 2020 (pdf 0.6MB)
- RFB003 template – Jan 2022 (xlsx 0.1MB)
- RFB004 template (pdf 0.8MB)
- RFB004 template – Jan 2022 (xlsx 0.1MB)
- RFB004 template - June 2020 (pdf 1MB)
- RFB004 template June 2020 (pdf 0.9MB)
- RFB004 template December 2018 (pdf 0.7MB)
- RFB005 instructions (pdf 0.1MB)
- RFB005 Joint and several liability arising from taxes (pdf 0.3MB)
- RFB005 template (pdf 0.1MB)
- RFB006 instructions (pdf 0.1MB)
- RFB006 Excluded activity entities (pdf 0.3MB)
- RFB006 template (pdf 0.1MB)
- RFB007 instructions (pdf 0.1MB)
- RFB007 Use of financial market infrastructures (pdf 0.3MB)
- RFB007 template (pdf 0.1MB)
- RFB008 instructions (pdf 0.1MB)
- RFB008 Excluded activities and prohibitions (pdf 0.4MB)
- RFB008 template (pdf 0.8MB)
- RFB 008 template - June 2020 (pdf 0.2MB)
- Annex XIV: Single Data Point Model principles (pdf 0.9MB)
- Notes on submitting the Pillar 2 data items via BEEDS (pdf 0.2MB)
- Template CA3 - Capital ratios and Pillar II adjustments (pdf 0.2MB)
- Template CA4 - Clarification of reporting instructions (pdf 0.1MB)
- Template C27, C28, and, C29 clarifications (pdf 0.2MB)
- Templates C28 and C29 - Interim clarifications (pdf 0.4MB)
- Templates CA1 and CA5.1 - Deductions for significant investments (pdf 0.2MB)
- UK-specific reporting clarifications for FINREP Financial Statements templates (xlsx 0.5MB)
- Updated Pillar 2 reporting instructions - March 2023 (pdf 0.1MB)
- Annex XV: Validation rules (pdf 0.9MB)
- Bank of England Banking Taxonomy Package v3.7.0 PWD2 (zip 28.7MB)
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2022
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insurance
- AoC.01 – Analysis of Change in Solvency Capital Requirement (pdf 0.2MB)
- AoC.01 – Analysis of change in solvency capital requirement – instructions 29-02-2024 (pdf 1.6MB)
- Template analysis of change in solvency capital requirement (xlsx 0.1MB)
- AoC.01 – Analysis of change in solvency capital requirement – template 29-02-2024 (xlsx 0.1MB)
- Bank of England Insurance XBRL taxonomy v1.1.0 PWD (zip 24.1MB)
- Bank of England Insurance DPM dictionary v1.1.0 PWD (zip 3.4MB)
- Bank of England Insurance DPM v1.1.0 (zip 3.5MB)
- Bank of England Insurance taxonomy v1.1.0 (zip 24MB)
- Bank of England insurance XBRL taxonomy v1.2.0 (zip 11.7MB)
- Bank of England Insurance XBRL taxonomy v1.3.0 (zip 11.2MB)
- Bank of England Insurance XBRL taxonomy v1.3.0 PWD (zip 10.9MB)
- Bank of England Insurance XBRL taxonomy v1.3.1 (zip 11.2MB)
- Bank of England insurance taxonomy v200 - November 2023 (zip 30.1MB)
- Bank of England Insurance XBRL taxonomy validations v1.1.0 PWD (zip 0.2MB)
- Bank of England Insurance taxonomy validations v1.1.0 (zip 0.2MB)
- Basis of preparation look through reporting - S0603 (pdf 0.2MB)
- BEEDS portal quick start guide (pdf 0.4MB)
- BEEDS portal user guide (pdf 1.3MB)
- Bank of England insurance IMO MRS DPM v1.0.0 PWD (zip 2.8MB)
- Bank of England insurance IMO MRS validations v1.0.0 PWD (xlsx 0.1MB)
- Bank of England insurance IMO MRS XBRL taxonomy v1.0.0 PWD (zip 3.4MB)
- Bank of England insurance DPM v1.0.0 (zip 3.3MB)
- Bank of England Insurance DPM v1.0.0 hotfix (zip 3.4MB)
- Release notes for the Bank of England Insurance DPM and XBRL taxonomy v1.0.0 hotfix release (pdf 0.3MB)
- Bank of England Insurance DPM v1.2.0 (zip 2.9MB)
- Bank of England Insurance DPM v1.2.0 PWD (zip 3.5MB)
- Bank of England Insurance DPM v1.3.0 (zip 2MB)
- Bank of England Insurance DPM v1.3.0 PWD (zip 2MB)
- Bank of England Insurance DPM v1.3.1 (zip 2MB)
- Bank of England Insurance Taxonomy Data Point Model (DPM) v2.0.0 (zip 4.2MB)
- Bank of England insurance DPM v200 - November 2023 (zip 3.7MB)
- Bank of England Insurance Taxonomy Data Point Model (DPM) v2.0.1 (zip 4.5MB)
- Bank of England Insurance Taxonomy Data Point Model (DPM) V2.0.1 (last updated 31.01.2025) (zip 4.5MB)
- Solvency II known issues log - July 2024 (pdf 0.1MB)
- BoE insurance known issues - May 2024 (xlsx 0.1MB)
- BoE insurance known issues - October 2024 (xlsx 0.1MB)
- Bank of England Insurance Liquidity Taxonomy Data Point Model (DPM) PWD
- Bank of England Insurance Liquidity Taxonomy release note PWD (pdf 0.1MB)
- Bank of England Insurance Liquidity Taxonomy sample instances PWD
- Bank of England Insurance Liquidity Taxonomy validations PWD (xlsx 0.1MB)
- Bank of England Insurance Liquidity XBRL Taxonomy PWD (zip 5.7MB)
- boe-insurance-list-of-known-issues (xlsx 0.1MB)
- Taxonomy known issues log (last updated 07.03.2025) (xlsx 0.1MB)
- Bank of England Insurance taxonomy release note v1.2.0 (pdf 0.1MB)
- Bank of England Insurance v1.2.0 PWD release note (pdf 0.1MB)
- Bank of England Insurance taxonomy v1.3.0 release note (pdf 0.2MB)
- Bank of England Insurance taxonomy v1.3.0 PWD release note (pdf 0.1MB)
- Bank of England Insurance taxonomy v1.3.1 release note (pdf 0.2MB)
- Bank of England Insurance Taxonomy 2.0.0 PWD release note - November 2023 (pdf 0.1MB)
- Bank of England Insurance Taxonomy v2.0.0 release note (pdf 0.2MB)
- Bank of England Insurance Taxonomy v2.0.1 release note (pdf 0.2MB)
- Bank of England Insurance v1.2.0 Sample instance documents (zip 2.7MB)
- Bank of England Insurance Sample instances documents v1.2.0 (zip 2.7MB)
- Bank of England Insurance Sample instances documents v1.3.0 (zip 2.4MB)
- Bank of England Insurance DPM v1.3.0 PWD (zip 2.4MB)
- Bank of England Insurance Taxonomy sample instances v2.0.0 (zip 2.6MB)
- Bank of England Insurance Taxonomy sample instances v2.0.1 (zip 2.5MB)
- Bank of England Insurance Sample instances documents v1.3.1 (zip 2.4MB)
- Bank of England insurance sample instances v200 - November 2023 (zip 2.6MB)
- Bank of England Insurance Taxonomy Mapping Document v2.0.0 - November 2023 (xlsx 0.1MB)
- Bank of England Insurance Taxonomy Mapping Document v2.0.0 (xlsx 0.2MB)
- Bank of England Insurance Taxonomy Mapping Document v2.0.1 (xlsx 0.1MB)
- Bank of England Insurance XBRL Taxonomy v2.0.0 (zip 30.2MB)
- Bank of England Insurance XBRL Taxonomy v2.0.1 (zip 30.7MB)
- Bank of England Insurance Taxonomy v2.0.1 Validation Deny List (xlsx 0.1MB)
- Bank of England insurance validations v1.0.0 (zip 0.2MB)
- Bank of England Insurance Sample instances documents v1.2.0 (zip 0.3MB)
- Bank of England Insurance taxonomy validations v1.2.0 PWD (zip 0.3MB)
- Bank of England Insurance taxonomy validations v1.3.0 (zip 0.2MB)
- Bank of England Insurance taxonomy validations v1.3.0 PWD (zip 0.2MB)
- Bank of England Insurance taxonomy validations v1.3.1 (zip 0.2MB)
- boe-insurance-validations-v200 (zip 1.1MB)
- Bank of England validations v200 - November 2023 (zip 1.1MB)
- Bank of England Insurance Taxonomy validations v2.0.1 (zip 1.2MB)
- Bank of England insurance XBRL taxonomy v1.0.0 (zip 11.9MB)
- Bank of England Insurance XBRL taxonomy v1.0.0 hotfix (zip 12MB)
- Bank of England Insurance XBRL taxonomy v1.2.0 PWD (zip 11.6MB)
- Business line reporting for employers' liability insurance and motor insurance, May 2016 (pdf 0.2MB)
- Change log between v1.10 and v1.2.0 (xls 0.1MB)
- Change log between v1.1.0 and v1.2.0 PWD (xls 0.1MB)
- Change log between v1.2.0 PWD and v1.2.0 (xls 0.1MB)
- Change log between v1.2.0 and v1.3.0 (xlsx 0.7MB)
- Change log between v1.2.0 and v1.3.0 PWD (xlsx 0.3MB)
- Change log between v1.2.0 and v1.3.1 (xlsx 0.7MB)
- Change log between v1.3.0 PWD and v1.3.0 (xlsx 0.2MB)
- Change log between v1.3.0 PWD and v1.3.1 (xlsx 0.2MB)
- Change log between v2.0.0 PWD and v2.0.0 (xlsx 1.3MB)
- Change log between v2.0.0 and v2.0.1 (xlsx 0.5MB)
- Change log between v2.0.0 and v2.0.1 (last updated 31.01.2025) (xlsx 0.5MB)
- Euro-Sterling value for insurance regulatory purposes (pdf 0.2MB)
- EVT results template (xlsx 0.1MB)
- Feedback to life insurers to improve data quality for 2017 YE QRTs and NSTs (pdf 0.2MB)
- FSA data items
- Industry engagement group meeting notes: 1 March 2022 (pdf 0.1MB)
- Industry engagement group meeting notes: 10 February 2022 (pdf 0.1MB)
- Industry engagement group meeting notes: 11 January 2022 (pdf 0.1MB)
- Industry engagement group meeting notes: 14 March 2022 (pdf 0.1MB)
- Industry engagement group meeting notes: 18 November 2021 (pdf 0.1MB)
- Industry engagement group meeting notes: 21 March 2022 (pdf 0.1MB)
- Industry engagement group meeting notes: 24 February 2022 (pdf 0.1MB)
- Industry engagement group meeting notes: 28 January 2022 (pdf 0.1MB)
- Industry engagement group meeting notes: 3 November 2022 (pdf 0.1MB)
- Industry engagement group meeting notes: 7 March 2022 (pdf 0.1MB)
- Industry engagement group terms of reference (pdf 0.2MB)
- Internal model output .00 and .03 - template - 30/09/2019 (xlsx 1.3MB)
- IM.00 – Internal model risk output - Content of the submission and Basic information (pdf 0.2MB)
- IM.00 – IMO content of the submission – instructions 29-02-2024 (pdf 1.1MB)
- Internal model output .00 - log - 30/09/2019 (pdf 0.4MB)
- IM.00 - Template 30-11-19 (xlsx 0.1MB)
- Template content of the submission (xlsx 0.1MB)
- IM.00 – IMO content of the submission – template 29-02-2024 (xlsx 0.1MB)
- IM.01 — Internal model outputs (life) (pdf 0.2MB)
- IM.01 – Internal model outputs (life) – instructions 29-02-2024 (pdf 1.2MB)
- IM.01 - Internal model risk outputs (life) - LOG file (pdf 0.9MB)
- IM.01 - Internal model risk outputs (life) - LOG file 31-12-18 (pdf 0.5MB)
- IM.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- IM.01 - Internal model risk outputs (life) - template (xlsx 0.1MB)
- IM.01 - Internal model risk outputs (life) - template 31-12-18 (xlsx 0.1MB)
- IM.01 - Review of Solvency II: Reporting phase 2 - template 7-11-22 (xlsx 0.2MB)
- Template internal model outputs life (xlsx 0.1MB)
- IM.01 – Internal model outputs (life) – template 29-02-2024 (xlsx 0.1MB)
- IM.02 — Internal model counterparty risk (pdf 0.1MB)
- IM.02 – Internal model counterparty risk – instructions 29-02-2024 (pdf 1.1MB)
- IM.02 - Internal model counterparty risk - LOG file (pdf 0.8MB)
- IM.02 - Internal model risk outputs (life) - LOG file 31-12-18 (pdf 0.4MB)
- IM.02 - Internal model counterparty risk - template (xlsx 0.1MB)
- IM.02 - Internal model risk outputs (life) - template 31-12-18 (xlsx 0.1MB)
- Template internal model outputs counterparty risk (xlsx 0.1MB)
- IM.02 – Internal model counterparty risk – template 29-02-2024 (xlsx 0.1MB)
- IM.03 – Internal model outputs (non-life) – instructions 29-02-2024 (pdf 2.5MB)
- IM.03 – Internal model outputs (non-life) (pdf 1MB)
- Internal model output 03 - log - 30/09/2019 (pdf 1.4MB)
- IM.03 - Internal model risk outputs (life) - LOG file 31-12-18 (pdf 2MB)
- IM.03 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- IM.03.01 - IM.03.11 - Internal model outputs (non-life) - LOG file (pdf 2MB)
- IM.03.01 - IM.03.11 - Internal model outputs (non-life) - template (xlsx 2.2MB)
- IM.03 - Template 30-11-19 (xlsx 1.3MB)
- IM.03 - Internal model risk outputs (life) - template 31-12-18 (xlsx 1.9MB)
- IM.03 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.3MB)
- Template internal model outputs non life (xlsx 1.2MB)
- IM.03 – Internal model outputs (non-life) – template 29-02-2024 (xlsx 1.2MB)
- IR.01.01 – Content of the submission (pdf 0.4MB)
- IR.01.01 – Content of the submission – instructions 29-02-2024 (pdf 1.8MB)
- ir0101 template content of the submission (xlsx 0.5MB)
- IR.01.01 – Content of the submission – template 29-02-2024 (xlsx 0.5MB)
- IR.01.02 – Basic information (pdf 0.2MB)
- IR.01.02 – Basic information - general – instructions 29-02-2024 (pdf 1MB)
- ir0102 template basic information general (xlsx 0.5MB)
- IR.01.02 – Basic information - general – template 29-02-2024 (xlsx 0.5MB)
- IR.01.03 – Basic information - RFF and matching adjustment portfolios – instructions 29-02-2024 (pdf 1MB)
- IR.01.03 – Basic information – RFF and matching adjustment portfolios (pdf 0.1MB)
- IR.01.03 – Basic information - RFF and matching adjustment portfolios – template 29-02-2024 (xlsx 0.1MB)
- ir0103 template basic information rff and matching adjustment portfolios (xlsx 0.1MB)
- IR.01.04 – Basic information – Branch legal entity (pdf 0.1MB)
- IR.01.04 – Basic information - branch legal entity – instructions 29-02-2024 (pdf 1MB)
- ir0104 template basic information branch legal entity (xlsx 0.5MB)
- IR.01.04 – Basic information - branch legal entity – template 29-02-2024 (xlsx 0.5MB)
- IR.02.01 – Balance sheet (pdf 0.3MB)
- IR.02.01 – Balance sheet – instructions 29-02-2024 (pdf 1.2MB)
- ir0201 template balance sheet (xlsx 0.1MB)
- IR.02.01 – Balance sheet – template 29-02-2024 (xlsx 0.1MB)
- IR.02.02 — Assets and liabilities by currency (pdf 0.2MB)
- IR.02.02 – Assets and liabilities by currency – instructions 29-02-2024 (pdf 1.1MB)
- ir0202 template assets and liabilities by currency (xlsx 0.1MB)
- IR.02.02 – Assets and liabilities by currency – template 29-02-2024 (xlsx 0.1MB)
- IR.02.03 — Additional branch balance sheet information (pdf 0.1MB)
- IR.02.03 – Additional branch balance sheet information – instructions 29-02-2024 (pdf 1.1MB)
- ir0203 template additional branch balance sheet information (xlsx 0.1MB)
- IR.02.03 – Additional branch balance sheet information – template 29-02-2024 (xlsx 0.1MB)
- IR.03.01 — Off–balance sheet items — general (pdf 0.2MB)
- IR.03.01 – Off-balance sheet items - general – instructions 29-02-2024 (pdf 1.1MB)
- IR.03.01 – Off-balance sheet items - general – template 29-02-2024 (xlsx 0.1MB)
- ir0301 template off balance sheet items general (xlsx 0.1MB)
- IR.03.02 — Off-balance sheet items —unlimited guarantees received (pdf 0.1MB)
- IR.03.02 – Off-balance sheet items - unlimited guarantees received – instructions 29-02-2024 (pdf 1MB)
- ir0302 template off balance sheet items unlimited guarantees received (xlsx 0.1MB)
- IR.03.02 – Off-balance sheet items - unlimited guarantees received – template 29-02-2024 (xlsx 0.1MB)
- IR.03.03 – Off-balance sheet items - unlimited guarantees provided – instructions 29-02-2024 (pdf 1MB)
- IR.03.03 — Off-balance sheet items — unlimited guarantees provided (pdf 0.1MB)
- IR.03.03 – Off-balance sheet items - unlimited guarantees provided – template 29-02-2024 (xlsx 0.1MB)
- ir0303 template off balance sheet items unlimited guarantees provided (xlsx 0.1MB)
- IR.05.02 – Premiums, claims and expenses by country (pdf 0.2MB)
- IR.05.02 – Premiums, claims and expenses by country – instructions 29-02-2024 (pdf 1.1MB)
- ir0502 template premiums claims and expenses by country (xlsx 0.1MB)
- IR.05.02 – Premiums, claims and expenses by country – template 29-02-2024 (xlsx 0.1MB)
- IR.05.03 – Life income and expenditure (pdf 0.2MB)
- IR.05.03 – Life income and expenditure – instructions 29-02-2024 (pdf 1.1MB)
- IR.05.03 – Life income and expenditure – template 29-02-2024 (xlsx 0.1MB)
- ir0503 template life income and expenditure (xlsx 0.1MB)
- IR.05.04 – Non-life income, expenditure and business model analysis (pdf 0.9MB)
- IR.05.04 – Non-life income expenditure and business model analysis – instructions 29-02-2024 (pdf 2.3MB)
- ir0504 template non life income expenditure and business model analysis (xlsx 0.1MB)
- IR.05.04 – Non-life income expenditure and business model analysis – template 29-02-2024 (xlsx 0.2MB)
- IR.05.05 – Life premiums and claims by country (pdf 0.1MB)
- IR.05.05 – Life premiums and claims by country – instructions 29-02-2024 (pdf 1MB)
- ir0505 template life premiums and claims by country (xlsx 0.1MB)
- IR.05.05 – Life premiums and claims by country – template 29-02-2024 (xlsx 0.1MB)
- IR.05.06 – Non-life premiums and claims by country (pdf 0.3MB)
- IR.05.06 – Non-life premiums and claims by country – instructions 29-02-2024 (pdf 1.1MB)
- IR.05.06 – Non-life premiums and claims by country – template 29-02-2024 (xlsx 0.1MB)
- ir0506 template non life premiums and claims by country (xlsx 0.1MB)
- IR.05.07 – Business model analysis - financial guarantee insurers (pdf 0.2MB)
- IR.05.07 – Business model analysis - financial guarantee insurers – instructions 29-02-2024 (pdf 1.1MB)
- ir0507 template business model analysis financial guarantee insurers (xlsx 0.1MB)
- IR.05.07 – Business model analysis - financial guarantee insurers – template 29-02-2024 (xlsx 0.1MB)
- IR.05.08 - Material pooling arrangements (pdf 0.1MB)
- IR.05.08 – Material pooling arrangements – instructions 29-02-2024 (pdf 1.5MB)
- ir0508 template material pooling arrangements (xlsx 0.1MB)
- IR.05.08 – Material pooling arrangements – template 29-02-2024 (xlsx 0.1MB)
- IR.05.09 – Assessable mutuals (pdf 0.2MB)
- IR.05.09 – Assessable mutuals – instructions 29-02-2024 (pdf 1.6MB)
- ir0509 template assessable mutuals (xlsx 0.1MB)
- IR.05.09 – Assessable mutuals – template 29-02-2024 (xlsx 0.1MB)
- IR.05.10.01 – Excess capital generation (pdf 0.2MB)
- IR.05.10 – Excess capital generation – instructions 29-02-2024 (pdf 1.6MB)
- ir0510 template excess capital generation (xlsx 0.2MB)
- IR.05.10 – Excess capital generation – template 29-02-2024 (xlsx 0.2MB)
- IR.06.02 — List of assets (pdf 0.4MB)
- IR.06.02 – List of assets – instructions 29-02-2024 (pdf 1.9MB)
- IR.06.02 – List of assets – template 29-02-2024 (xlsx 0.1MB)
- ir0602 template list of assets (xlsx 0.1MB)
- IR.06.03 — Collective investment undertakings — look–through approach (pdf 0.2MB)
- IR.06.03 – Collective investment undertakings - look-through approach – instructions 29-02-2024 (pdf 1MB)
- IR.06.03 – Collective investment undertakings - look-through approach – template 29-02-2024 (xlsx 0.1MB)
- ir603 template collective investment undertakings look through approach (xlsx 0.1MB)
- IR.08.01 — Open derivatives (pdf 0.4MB)
- IR.08.01 – Open derivatives – instructions 29-02-2024 (pdf 1.8MB)
- ir801 template open derivatives (xlsx 0.1MB)
- IR.08.01 – Open derivatives – template 29-02-2024 (xlsx 0.1MB)
- IR.09.01 — Information on income/gains and losses in the period (pdf 0.2MB)
- IR.09.01 – Income/gains and losses in the period – instructions 29-02-2024 (pdf 1.1MB)
- ir901 template income gains and losses in the period (xlsx 0.1MB)
- IR.09.01 – Income/gains and losses in the period – template 29-02-2024 (xlsx 0.1MB)
- IR.10.01 — Securities lending and repos (pdf 0.2MB)
- IR.10.01 – Securities lending and repos – instructions 29-02-2024 (pdf 1.1MB)
- ir1001 template securities lending and repos (xlsx 0.1MB)
- IR.10.01 – Securities lending and repos – template 29-02-2024 (xlsx 0.1MB)
- IR.11.01 — Assets held as collateral (pdf 0.3MB)
- IR.11.01 – Assets held as collateral – instructions 29-02-2024 (pdf 1.2MB)
- ir1101 template assets held as collateral (xlsx 0.1MB)
- IR.11.01 – Assets held as collateral – template 29-02-2024 (xlsx 0.1MB)
- IR.12.01 – Life technical provisions (pdf 0.2MB)
- IR.12.01 – Life technical provisions – instructions 29-02-2024 (pdf 1.1MB)
- ir1201 template life technical provisions (xlsx 0.1MB)
- IR.12.01 – Life technical provisions – template 29-02-2024 (xlsx 0.1MB)
- IR.12.03 – Life best estimate liabilities by country (pdf 0.1MB)
- IR.12.03 – Life best estimate liabilities by country – instructions 29-02-2024 (pdf 1MB)
- ir1203 template life best estimate liabilities by country (xlsx 0.1MB)
- IR.12.03 – Life best estimate liabilities by country – template 29-02-2024 (xlsx 0.1MB)
- IR.12.04 – best estimate assumptions for life insurance risks (pdf 0.2MB)
- IR.12.04 – Best estimate assumptions for life insurance risks – instructions 29-02-2024 (pdf 1.1MB)
- ir1204 template best estimate assumptions for life insurance risks (xlsx 0.1MB)
- IR.12.04 – Best estimate assumptions for life insurance risks – template 29-02-2024 (xlsx 0.1MB)
- IR.12.05 – with-profits value of bonus (pdf 0.1MB)
- IR.12.05 – With-profits value of bonus – instructions 29-02-2024 (pdf 1.1MB)
- ir1205 template with profits value of bonus (xlsx 0.1MB)
- IR.12.05 – With-profits value of bonus – template 29-02-2024 (xlsx 0.1MB)
- IR.12.06 – with-profits liabilities and assets (pdf 0.2MB)
- IR.12.06 – With-profits liabilities and assets – instructions 29-02-2024 (pdf 1.1MB)
- IR.12.06 – With-profits liabilities and assets – template 29-02-2024 (xlsx 0.1MB)
- ir206 template with profits liabilities and assets (xlsx 0.1MB)
- IR.14.01 – Life obligations analysis (pdf 0.2MB)
- IR.14.01 – Life obligations analysis – instructions 29-02-2024 (pdf 1.6MB)
- ir1401 template life obligations analysis (xlsx 0.2MB)
- IR.14.01 – Life obligations analysis – template 29-02-2024 (xlsx 0.2MB)
- IR.16.01 — Non-life annuities information (pdf 0.2MB)
- IR.16.01 – Non-life annuities information – instructions 29-02-2024 (pdf 1.6MB)
- ir1601 template non life annuities information (xlsx 0.1MB)
- IR.16.01 – Non-life annuities information – template 29-02-2024 (xlsx 0.1MB)
- IR.16.02 — Non-life annuities projection of future cash flows (pdf 0.1MB)
- IR.16.02 – Non-life annuities projection of future cash flows – instructions 29-02-2024 (pdf 0.7MB)
- ir1602 template non life annuities projection of future cash flows (xlsx 0.1MB)
- IR.16.02 – Non-life annuities projection of future cash flows – template 29-02-2024 (xlsx 0.1MB)
- IR.17.01 — Non–life technical provisions (pdf 0.3MB)
- IR.17.01 – Non-life technical provisions – instructions 29-02-2024 (pdf 1.7MB)
- ir1701 template non life technical provisions (xlsx 0.1MB)
- IR.17.01 – Non-life technical provisions – template 29-02-2024 (xlsx 0.1MB)
- IR.17.03 — Non–life best estimate liabilities by country (pdf 0.1MB)
- IR.17.03 – Non-life best estimate liabilities by country – instructions 29-02-2024 (pdf 1.5MB)
- ir1703 template non life best estimate liabilities by country (xlsx 0.1MB)
- IR.17.03 – Non-life best estimate liabilities by country – template 29-02-2024 (xlsx 0.1MB)
- IR.18.01 — Non-life projection of future cash flows (pdf 0.1MB)
- IR.18.01 – Non-life projection of future cash flows – instructions 29-02-2024 (pdf 1.5MB)
- ir1801 template non life projection of future cash flows (xlsx 0.1MB)
- IR.18.01 – Non-life projection of future cash flows – template 29-02-2024 (xlsx 0.1MB)
- IR.18.02 – Non-life liability projection of future cash flows (pdf 0.3MB)
- IR.18.02 – Non-life liability projection of future cash flows – instructions 29-02-2024 (pdf 1.7MB)
- ir1802 template non life liability projection of future cash flows (xlsx 0.1MB)
- IR.18.02 – Non-life liability projection of future cash flows – template 29-02-2024 (xlsx 0.1MB)
- IR.19.01.01 — Non-life insurance claims (pdf 0.2MB)
- IR.19.01 – Non-life insurance claim – instructions 29-02-2024 (pdf 1.6MB)
- ir1901 template non life insurance claims (xlsx 0.1MB)
- IR.19.01 – Non-life insurance claim – template 29-02-2024 (xlsx 0.1MB)
- IR.19.02 – Non-life general liability claim development (pdf 0.2MB)
- IR.19.02 – Non-life general claim development general liability sub classes – instructions 29-02-2024 (pdf 1.6MB)
- ir1902 template non life claim development general liability sub clauses (xlsx 0.1MB)
- IR.19.02 – Non-life general claim development general liability sub classes – template 29-02-2024 (xlsx 0.1MB)
- IR.20.01 — Development of the distribution of the claims incurred (pdf 0.1MB)
- IR.20.01 – Development of the distribution of the claims incurred – instructions 29-02-2024 (pdf 1.6MB)
- ir2001 template development of the distribution of the claims incurred (xlsx 0.1MB)
- IR.20.01 – Development of the distribution of the claims incurred – template 29-02-2024 (xlsx 0.1MB)
- IR.21.02.01 — Non-life underwriting risks (pdf 0.1MB)
- IR.21.02 – Non-life underwriting risks – instructions 29-02-2024 (pdf 1.6MB)
- ir2102 template non life underwriting risks (xlsx 0.1MB)
- IR.21.02 – Non-life underwriting risks – template 29-02-2024 (xlsx 0.1MB)
- IR.21.04 — Cyber underwriting risk (pdf 0.1MB)
- IR.21.04 – Cyber underwriting risk – instructions 29-02-2024 (pdf 1.6MB)
- ir2102 template non life underwriting risks (xlsx 0.1MB)
- IR.21.04 – Cyber underwriting risk – template 29-02-2024 (xlsx 0.1MB)
- IR.22.01 — Impact of long term guarantees measures and transitionals (pdf 0.2MB)
- IR.22.01 – Impact of long term guarantees measures and transitionals – instructions 29-02-2024 (pdf 1.8MB)
- ir2201 template impact of long term guarantees measures and transitionals (xlsx 0.1MB)
- IR.22.01 – Impact of long term guarantees measures and transitionals – template 29-02-2024 (xlsx 0.1MB)
- IR.22.04 — Information on the transitional on interest rates calculation (pdf 0.1MB)
- IR.22.04 – Information on the transitional on interest rates calculation – instructions 29-02-2024 (pdf 1.6MB)
- ir2204 template information on the transitional on interest rates calculation (xlsx 0.1MB)
- IR.22.04 – Information on the transitional on interest rates calculation – template 29-02-2024 (xlsx 0.1MB)
- IR.22.07 – Best estimate subject to volatility adjustment by currency (pdf 0.1MB)
- IR.22.07 – Best estimate subject to volatility adjustment by currency – instructions 29-02-2024 (pdf 1.5MB)
- ir2207 template best estimate subject to volatility adjustment by currency (xlsx 0.1MB)
- IR.22.07 – Best estimate subject to volatility adjustment by currency – template 29-02-2024 (xlsx 0.1MB)
- IR.23.01 — Own Funds (pdf 0.3MB)
- IR.23.01 – Own funds – instructions 29-02-2024 (pdf 2.1MB)
- ir2301 template own funds (xlsx 0.1MB)
- IR.23.01 – Own funds – template 29-02-2024 (xlsx 0.1MB)
- IR.23.02 — Detailed information by tiers on own funds (pdf 0.2MB)
- IR.23.02 – Detailed information by tiers on own funds – instructions 29-02-2024 (pdf 1.7MB)
- ir2302 template detailed information by tiers on own funds (xlsx 0.1MB)
- IR.23.02 – Detailed information by tiers on own funds – template 29-02-2024 (xlsx 0.1MB)
- IR.23.03 — Annual movements on own funds (pdf 0.2MB)
- IR.23.03 – Annual movements on own funds – instructions 29-02-2024 (pdf 1.8MB)
- ir2303 template annual movements on own funds (xlsx 0.1MB)
- IR.23.03 – Annual movements on own funds – template 29-02-2024 (xlsx 0.1MB)
- IR.23.04 — List of items on own funds (pdf 0.2MB)
- IR.23.04 – List of items on own funds – instructions 29-02-2024 (pdf 1.7MB)
- IR.23.04 – List of items on own funds – template 29-02-2024 (xlsx 0.1MB)
- ir2304 template list of items on own funds (xlsx 0.1MB)
- IR.23.05 — Society of Lloyd’s own funds and capital requirements (pdf 0.1MB)
- IR.23.05 – Society of Lloyd's own funds and capital requirements – instructions 29-02-2024 (pdf 1.5MB)
- ir2305 template society of lloyds own funds and capital requirements (xlsx 0.1MB)
- IR.23.05 – Society of Lloyd's own funds and capital requirements – template 29-02-2024 (xlsx 0.1MB)
- IR.24.01 — Participations held (pdf 0.2MB)
- IR.24.01 – Participations held – instructions 29-02-2024 (pdf 1.8MB)
- ir2401 template participations held (xlsx 0.1MB)
- IR.24.01 – Participations held – template 29-02-2024 (xlsx 0.1MB)
- IR.25.04 – Solvency Capital Requirement (pdf 0.2MB)
- IR.25.04 – Solvency Capital Requirement – instructions 29-02-2024 (pdf 1.6MB)
- ir2401 template participations held (xlsx 0.1MB)
- IR.25.04 – Solvency Capital Requirement – template 29-02-2024 (xlsx 0.1MB)
- IR.25.05 – Solvency Capital Requirement – Partial or full internal model components (pdf 0.1MB)
- IR.25.05 – Solvency Capital Requirement - Partial or full internal model components – instructions 29-02-2024 (pdf 1.5MB)
- ir2505 template solvency capital requirement partial of full internal model components (xlsx 0.1MB)
- IR.25.05 – Solvency Capital Requirement - Partial or full internal model components – template 29-02-2024 (xlsx 0.1MB)
- IR.25.06 – Solvency Capital Requirement – loss-absorbing capacity of deferred taxes (pdf 0.1MB)
- IR.25.06 – Solvency Capital Requirement - Loss-absorbing capacity of deferred taxes – instructions 29-02-2024 (pdf 1.5MB)
- ir2506 template solvency capital requirement loss absorbing capacity of deferred taxes (xlsx 0.1MB)
- IR.25.06 – Solvency Capital Requirement - Loss-absorbing capacity of deferred taxes – template 29-02-2024 (xlsx 0.1MB)
- IR.26.01 – Solvency Capital Requirement – Market risk (pdf 0.2MB)
- IR.26.01 – Solvency Capital Requirement - Market risk – instructions 29-02-2024 (pdf 1.6MB)
- IR.26.01 – Solvency Capital Requirement - Market risk – template 29-02-2024 (xlsx 0.1MB)
- ir2601 template solvency capital requirement market risk (xlsx 0.1MB)
- ir2602-instructions-solvency-capital-requirement-counterparty-default-risk-15-11-2024 (pdf 0.1MB)
- IR.26.02 – Solvency Capital Requirement - Counterparty default risk – instructions 29-02-2024 (pdf 1.6MB)
- ir2602 template solvency capital requirement counterparty default risk (xlsx 0.1MB)
- IR.26.02 – Solvency Capital Requirement - Counterparty default risk – template 29-02-2024 (xlsx 0.1MB)
- IR.26.03 – Solvency Capital Requirement – Life underwriting risk (pdf 0.2MB)
- IR.26.03 – Solvency Capital Requirement - Life underwriting risk – instructions 29-02-2024 (pdf 1.6MB)
- IR.26.03 – Solvency Capital Requirement - Life underwriting risk – template 29-02-2024 (xlsx 0.1MB)
- ir2603 template solvency capital requirement life underwriting risk (xlsx 0.1MB)
- IR.26.04 – Solvency Capital Requirement – Health underwriting risk (pdf 0.2MB)
- IR.26.04 – Solvency Capital Requirement - Health underwriting risk – instructions 29-02-2024 (pdf 1.7MB)
- ir2604 template solvency capital requirement health underwriting risk (xlsx 0.1MB)
- IR.26.04 – Solvency Capital Requirement - Health underwriting risk – template 29-02-2024 (xlsx 0.1MB)
- IR.26.05 — Solvency Capital Requirement — Non–Life underwriting risk (pdf 0.2MB)
- IR.26.05 – Solvency Capital Requirement - Non-life underwriting risk – instructions 29-02-2024 (pdf 1.6MB)
- ir2605 template solvency capital requirement non life underwriting risk (xlsx 0.1MB)
- IR.26.05 – Solvency Capital Requirement - Non-life underwriting risk – template 29-02-2024 (xlsx 0.1MB)
- IR.26.06 — Solvency Capital Requirement — Operational risk (pdf 0.1MB)
- IR.26.06 – Solvency Capital Requirement - Operational risk – instructions 29-02-2024 (pdf 1.6MB)
- IR.26.06 – Solvency Capital Requirement - Operational risk – template 29-02-2024 (xlsx 0.1MB)
- ir2606 template solvency capital requirement operational risk (xlsx 0.1MB)
- IR.26.07 — Solvency Capital Requirement — Simplifications (pdf 0.2MB)
- IR.26.07 – Solvency Capital Requirement - Simplifications – instructions 29-02-2024 (pdf 1.6MB)
- ir2607 template solvency capital requirement simplifications (xlsx 0.1MB)
- IR.26.07 – Solvency Capital Requirement - Simplifications – template 29-02-2024 (xlsx 0.1MB)
- IR.27.01 — Solvency Capital Requirement — Non–life and health catastrophe risk (pdf 0.4MB)
- IR.27.01 – Solvency Capital Requirement - Non-life and health catastrophe risk – instructions 29-02-2024 (pdf 2.3MB)
- ir2701 template solvency capital requirement non life and health catastrophe risk (xlsx 0.1MB)
- IR.27.01 – Solvency Capital Requirement - Non-life and health catastrophe risk – template 29-02-2024 (xlsx 0.1MB)
- IR.28.01.01 — Minimum Capital Requirement — Only life or only non–life activity (pdf 0.2MB)
- IR.28.01 – Minimum Capital Requirement - Only life or only non-life activity – instructions 29-02-2024 (pdf 1.6MB)
- ir2801 template minimum capital requirement only life or only non life activity (xlsx 0.1MB)
- IR.28.01 – Minimum Capital Requirement - Only life or only non-life activity – template 29-02-2024 (xlsx 0.1MB)
- IR.28.02.01— Minimum Capital Requirement — Both life and non–life activity (pdf 0.2MB)
- IR.28.02 – Minimum Capital Requirement - Both life and non-life activity – instructions 29-02-2024 (pdf 1.8MB)
- ir2802 template minimum capital requirement both life and non life activity (xlsx 0.1MB)
- IR.28.02 – Minimum Capital Requirement - Both life and non-life activity – template 29-02-2024 (xlsx 0.1MB)
- IR.30.03 — Non-life outwards reinsurance contract information (pdf 0.2MB)
- IR.30.03 – Non-life outwards reinsurance contract information – instructions 29-02-2024 (pdf 1.7MB)
- IR.30.03 – Non-life outwards reinsurance contract information – template 29-02-2024 (xlsx 0.1MB)
- ir3003 template non life outwards reinsurance contract information (xlsx 0.1MB)
- IR.30.04 — Non-life outwards reinsurance contract reinsurer exposures (pdf 0.2MB)
- IR.30.04 – Non-life outwards reinsurance contract reinsurer exposures – instructions 29-02-2024 (pdf 1.6MB)
- ir3004 template non life outwards reinsurance contract reinsurer exposures (xlsx 0.1MB)
- IR.30.04 – Non-life outwards reinsurance contract reinsurer exposures – template 29-02-2024 (xlsx 0.1MB)
- IR.30.05 — Reinsurer and collateral provider entity information (pdf 0.2MB)
- IR.30.05 – Reinsurance and collateral provider entity information – instructions 29-02-2024 (pdf 1.6MB)
- ir3005 template reinsurer and collateral provider entity information (xlsx 0.1MB)
- IR.30.05 – Reinsurance and collateral provider entity information – template 29-02-2024 (xlsx 0.1MB)
- IR.30.06 – Life outwards reinsurance summary (pdf 0.1MB)
- IR.30.06 – Life outwards reinsurance summary – instructions 29-02-2024 (pdf 0.7MB)
- ir3006 template life outwards reinsurance summary (xlsx 0.1MB)
- IR.30.06 – Life outwards reinsurance summary – template 29-02-2024 (xlsx 0.1MB)
- IR.30.07 – Life outwards proportional reinsurance (pdf 0.1MB)
- IR.30.07 – Life outwards proportional reinsurance – instructions 29-02-2024 (pdf 0.7MB)
- ir3007 template life outwards proportional reinsurance (xlsx 0.1MB)
- IR.30.07 – Life outwards proportional reinsurance – template 29-02-2024 (xlsx 0.1MB)
- IR.30.08 – Life outwards non-proportional reinsurance (pdf 0.1MB)
- IR.30.08 – Life outwards non-proportional reinsurance – instructions 29-02-2024 (pdf 0.7MB)
- ir3008 template life outwards non proportional reinsurance (xlsx 0.1MB)
- IR.30.08 – Life outwards non-proportional reinsurance – template 29-02-2024 (xlsx 0.1MB)
- IR.31.01 — Outwards reinsurance balance sheet exposures (pdf 0.2MB)
- IR.31.01 – Outwards reinsurance balance sheet exposures – instructions 29-02-2024 (pdf 0.7MB)
- ir3101 template outwards reinsurance balance sheet exposures (xlsx 0.1MB)
- IR.31.01 – Outwards reinsurance balance sheet exposures – template 29-02-2024 (xlsx 0.1MB)
- IR.32.01.04 — Undertakings in the scope of the group (pdf 0.2MB)
- IR.32.01 – Undertakings in the scope of the group – instructions 29-02-2024 (pdf 0.8MB)
- ir3201 template undertakings in the scope of the group (xlsx 0.1MB)
- IR.32.01 – Undertakings in the scope of the group – template 29-02-2024 (xlsx 0.1MB)
- IR.33.01 — Insurance and reinsurance individual requirements (pdf 0.2MB)
- IR.33.01 – Insurance and reinsurance individual requirements – instructions 29-02-2024 (pdf 0.7MB)
- ir3301 template insurance and reinsurance individual requirements (xlsx 0.1MB)
- IR.33.01 – Insurance and reinsurance individual requirements – template 29-02-2024 (xlsx 0.1MB)
- IR.34.01 — Other regulated and non–regulated financial undertakings (pdf 0.1MB)
- IR.34.01 – Other regulated and non-regulated financial undertakings – instructions 29-02-2024 (pdf 0.7MB)
- ir3401 template other regulated and non regulated financial undertakings (xlsx 0.1MB)
- IR.34.01 – Other regulated and non-regulated financial undertakings – template 29-02-2024 (xlsx 0.1MB)
- IR.35.01.04 — Contribution to group technical provisions (pdf 0.2MB)
- IR.35.01 – Contribution to group technical provisions – instructions 29-02-2024 (pdf 0.7MB)
- ir3501 template contribution to group technical provisions (xlsx 0.1MB)
- IR.35.01 – Contribution to group technical provisions – template 29-02-2024 (xlsx 0.1MB)
- IR.36.01 — IGT — equity–type transactions, debt and asset transfer (pdf 0.2MB)
- IR.36.01 – IGT - equity-type transactions, debt and asset transfer – instructions 29-02-2024 (pdf 0.7MB)
- IR.36.01 – IGT - equity-type transactions, debt and asset transfer – template 29-02-2024 (xlsx 0.1MB)
- ir3601 template igt equity type transactions debt and asset transfer (xlsx 0.1MB)
- IR.36.02 — IGT — derivatives (pdf 0.2MB)
- IR.36.02 – IGT - derivatives – instructions 29-02-2024 (pdf 0.8MB)
- ir3602 template igt derivatives (xlsx 0.1MB)
- IR.36.02 – IGT - derivatives – template 29-02-2024 (xlsx 0.1MB)
- IR.36.04 — IGT — cost sharing, contingent liabilities, off BS and other items (pdf 0.2MB)
- IR.36.04 – IGT - cost sharing, contingent liabilities, off BS and other items – instructions 29-02-2024 (pdf 0.7MB)
- ir3604 template igt cost sharing contingent liabilities off bs and other items (xlsx 0.1MB)
- IR.36.04 – IGT - cost sharing, contingent liabilities, off BS and other items – template 29-02-2024 (xlsx 0.1MB)
- IRR.22.02 — Matching adjustment portfolio projection of future cash flows (pdf 0.1MB)
- IRR.22.02 – Matching adjustment portfolio projection of future cash flows – instructions 29-02-2024 (pdf 0.7MB)
- IRR.22.02 – Matching adjustment portfolio projection of future cash flows – template 29-02-2024 (xlsx 0.3MB)
- irr2202 template matching adjustment portfolio projection of future cash flows (xlsx 0.3MB)
- IRR.22.03 – Matching adjustment calculation (pdf 0.1MB)
- IRR.22.03 – Matching adjustment calculation – instructions 29-02-2024 (pdf 0.7MB)
- irr2203 template matching adjustment calculation (xlsx 0.1MB)
- IRR.22.03 – Matching adjustment calculation – template 29-02-2024 (xlsx 0.1MB)
- Industry working group meeting notes: April 2016 (pdf 0.5MB)
- Industry working group meeting notes: December 2016 (pdf 0.8MB)
- Industry working group meeting notes: January 2016 (pdf 0.9MB)
- Industry working group meeting notes: January 2018 (pdf 0.3MB)
- Industry working group meeting notes: July 2017 (pdf 0.4MB)
- Industry working group meeting notes: March 2017 (pdf 0.3MB)
- Industry working group meeting notes: May 2019 (pdf 0.5MB)
- Industry working group meeting notes: November 2018 (pdf 0.8MB)
- Industry working group meeting notes: September 2016 (pdf 1.4MB)
- Matching adjustment asset and liability information return (MALIR) – Content of the submission, basic information and analytical data (pdf 0.3MB)
- MALIR template (xlsx 8.9MB)
- Market risk sensitivities instructions (pdf 0.2MB)
- ps2020market-risk-sensitivities-instructions (pdf 0.3MB)
- Market risk sensitivities data item (xlsx 0.1MB)
- ps2020market-risk-sensitivities-template (xlsx 0.1MB)
- MR.01.02 - Market risk sensitivities (pdf 0.2MB)
- MR.01.02 – Market risk sensitivities – instructions 29-02-2024 (pdf 0.8MB)
- mr01 template market risk sensitivities (xlsx 0.1MB)
- MR.01.02 – Market risk sensitivities – template 29-02-2024 (xlsx 0.1MB)
- Non-Solvency II Firm (except friendly societies) reporting templates (xlsx 0.7MB)
- Non-Solvency II Firm (friendly society) reporting templates (xlsx 0.1MB)
-
NSTs
- Bank of England insurance NST SF.01 DPM v1.0.0 PWD (zip 2.2MB)
- Bank of England insurance NST SF.01 validations v1.0.0 PWD (xlsx 0.2MB)
- Bank of England insurance NST SF.01 XBRL taxonomy v1.0.0 PWD (zip 6.2MB)
- BoE Insurance Validations v1.0.0 (xlsx 0.1MB)
- Interpretation of the National Specific Template NS.07 LOG file for year-end 2018 reporting (pdf 0.5MB)
- NST00 - log file (pdf 0.2MB)
- ps2020ns00log (pdf 0.3MB)
- NST00 - template (xlsx 0.1MB)
- ps2020ns00 (xlsx 0.1MB)
- NST01 - log file (pdf 0.8MB)
- ns01-log-file (pdf 0.7MB)
- NST01 - template (xlsx 0.1MB)
- NST02 - log file (pdf 0.9MB)
- ns02-log-file (pdf 0.7MB)
- NST02 - template (xlsx 0.1MB)
- NST03 - log file (pdf 0.2MB)
- NST03 - template (xlsx 0.1MB)
- NST04 - log file (pdf 0.2MB)
- NST04 - template (xlsx 0.1MB)
- NST05 - log file (pdf 0.9MB)
- NST05 - log file - 31.12.18 (pdf 0.7MB)
- NST05 - template (xlsx 0.1MB)
- NST05 - template - 31.12.18 (xlsx 0.1MB)
- NST06 - log file (pdf 0.8MB)
- NST06 - log file (pdf 0.7MB)
- NST06 - template (xlsx 0.1MB)
- NST06 - template - 31.12.18 (xlsx 0.1MB)
- NST07 - log file (pdf 1.1MB)
- NS07 - Log file - 30/09/2019 (pdf 0.8MB)
- ps2020ns07log (pdf 0.7MB)
- ns07-log-file (pdf 1.7MB)
- NS.07 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 1.3MB)
- NST07 - template (xlsx 0.1MB)
- NS07 - template - 30/09/2019 (xlsx 0.1MB)
- ps2020ns07 (xlsx 0.4MB)
- NST07 - template - 31.12.18 (xlsx 0.1MB)
- NS.07 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.2MB)
- NS.07.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 1.3MB)
- NST08 - log file (pdf 0.8MB)
- NS08 - log file - 30/09/2019 (pdf 0.4MB)
- NST08 - template (xlsx 0.1MB)
- NS08 - template - 30/09/2019 (xlsx 0.1MB)
- NST09 - log file (pdf 0.9MB)
- ps2020ns09log (pdf 0.5MB)
- ns09-log-file (pdf 0.7MB)
- NST09 - template (xlsx 0.1MB)
- NST09 - template 31.12.18 (xlsx 0.1MB)
- NST10 - log file (pdf 1MB)
- NS10 - log file - 30/09/2019 (pdf 0.5MB)
- ps2020ns10log (pdf 0.5MB)
- ns10-log-file (pdf 1.1MB)
- NS.10.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.9MB)
- NST10 - template (xlsx 0.1MB)
- ps2020ns10 (xlsx 0.1MB)
- NST10 - template 31.12.18 (xlsx 0.1MB)
- NS.10 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.3MB)
- NST11 - log file (pdf 0.9MB)
- NS11 - log file - 30/09/2019 (pdf 0.5MB)
- ns11-log-file (pdf 1.3MB)
- NS.11 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- NST11 - template (xlsx 0.1MB)
- NST11 - template 31.12.18 (xlsx 0.1MB)
- NS.11 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.3MB)
- NST12 - log file (pdf 0.2MB)
- NST12 - template (xlsx 0.1MB)
- NST13 - log file (pdf 0.2MB)
- NS.13.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.7MB)
- NST13 - template (xlsx 0.1MB)
- NS.13 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.1MB)
- NS.14 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- NS.14 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.1MB)
- S.14.01 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.1MB)
- NST Lloyd's workbook
- NST workbook
- Review of Solvency II: Adapting to the UK insurance market log files (zip 36.3MB)
- Review of Solvency II: Adapting to the UK insurance market templates (zip 2MB)
- S.03.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.7MB)
- S.05.02 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.05.02 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.1MB)
- S.05.03.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.05.03.01 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.2MB)
- S.05.03.02 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.2MB)
- S.05.04 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.7MB)
- S.05.04 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.1MB)
- S.06.02.04 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.9MB)
- S.06.03.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.7MB)
- S.06.03.04 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.7MB)
- S.11.01. - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.12.01. - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.9MB)
- S.13.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.13.01 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.3MB)
- S.14.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.14.01 - Review of Solvency II: Reporting phase 2- template - 7-11-22 (xlsx 0.2MB)
- S.14.02 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.7MB)
- S.14.02 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.1MB)
- S.14.02 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (docx 0.1MB)
- S.14.03 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.14.03 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.1MB)
- S.14.03 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (docx 0.1MB)
- S.16.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (docx 0.1MB)
- S.16.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.7MB)
- S.16.01 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.3MB)
- S.17.01.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.18.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.7MB)
- S.19.01-disclosure - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.19.01-reporting - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.20.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.23.01.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.9MB)
- S.23.01.01 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.1MB)
- S.23.01.04 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 1MB)
- S.25.04.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.25.04.01 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.2MB)
- S.25.04.21 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.2MB)
- S.25.04.21 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.2MB)
- S.25.05.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.25.06.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.7MB)
- S.26.02 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.7MB)
- S.26.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 1MB)
- S.26.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 1MB)
- S.26.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 1MB)
- S.26.01 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.1MB)
- S.26.02 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.26.03 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.9MB)
- S.26.04 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.9MB)
- S.30.03 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.30.03 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.2MB)
- S.30.04 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.30.05 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.7MB)
- S.30.06 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.7MB)
- S.30.07 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.7MB)
- S.30.08 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.7MB)
- S.03.01 - Groups - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.31.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.31.04 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.32.01.04 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.32.01.04 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.1MB)
- S.33.01.04 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.35.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- S.37.01.04 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- SR.05.03.01 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.2MB)
- SR.25.04.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- SR.25.04.01 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.2MB)
- SR.25.05.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.8MB)
- SR.26.01 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 1MB)
- SR.26.01 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (xlsx 0.1MB)
- SR.26.02 - Review of Solvency II: Reporting phase 2 - template - 7-11-22 (pdf 0.8MB)
- SR.26.03 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.9MB)
- SR.26.04 - Review of Solvency II: Reporting phase 2 - LOG file - 7-11-22 (pdf 0.9MB)
- Updates to NST firms submission workbook and LOG files (pdf 0.3MB)
- QMC
- QMC.01 – Quarterly model change (pdf 0.1MB)
- QMC.01 – Quarterly model change – instructions 29-02-2024 (pdf 0.7MB)
- qmc01 template quarterly model change (xlsx 0.1MB)
- QMC.01 – Quarterly model change – template 29-02-2024 (xlsx 0.1MB)
- Reporting the reduction in loss-absorbing capacity of own fund instruments that are taxed on write down (pdf 0.1MB)
- PRA Solvency II regulatory reporting schedule - 20 February year end (2020) (pdf 0.4MB)
- PRA Solvency II regulatory reporting schedule - 30 April year end (2020) (pdf 0.4MB)
- PRA Solvency II regulatory reporting schedule - 30 June year end (2020) (pdf 0.1MB)
- PRA Solvency II regulatory reporting schedule - 30 November year end (2020) (pdf 0.4MB)
- PRA Solvency II regulatory reporting schedule - 30 September year end (2020) (pdf 0.4MB)
- PRA Solvency II regulatory reporting schedule - 31 August year end (2020) (pdf 0.4MB)
- PRA Solvency II regulatory reporting schedule - 31 January year end (2020) (pdf 0.4MB)
- PRA Solvency II regulatory reporting schedule - 30 July year end (2020) (pdf 0.4MB)
- PRA Solvency II regulatory reporting schedule - 31 March year end (2020) (pdf 0.4MB)
- PRA Solvency II regulatory reporting schedule - 30 May year end (2020) (pdf 0.4MB)
- PRA Solvency II regulatory reporting schedule - 30 October year end (2020) (pdf 0.4MB)
- Solvency II regulatory reporting reforms roundtable Q&A - July 2024 (pdf 0.2MB)
- Solvency II non-December year end reporting schedules (pdf 0.2MB)
- Solvency II regulatory reporting FAQs (pdf 0.5MB)
- PRA Solvency II reporting schedule 31 December year end (2020) (pdf 0.1MB)
- Bank of England Solvency II XBRL filing manual (pdf 1MB)
- Solvency UK reporting schedule for a firm with a year end of 31 December (pdf 0.1MB)
- PRA Solvency UK reporting schedule firms with a year end of 31 December (pdf 0.1MB)
- Solvency UK reporting schedules for firms with a non-December year end (pdf 0.2MB)
- PRA Solvency UK reporting schedules firms with a non-December year end (pdf 0.2MB)
- Template SF01
- xbrl-filing-manual-april-2024 (pdf 0.8MB)
-
banking
-
report
- Final report by the Complaints Commissioner 17 April 2024 (pdf 0.2MB)
- Application of the Senior Managers and Certification Regime to firms in the temporary permissions regime: clarification of the PRA’s and FCA’s proposals (pdf 0.3MB)
- Complaints Commissioner report 20 October 2020 (pdf 0.2MB)
- Commissioners report 25 March 2021 (pdf 0.2MB)
- Complaints Commissioners report 30 April 2021 (pdf 0.2MB)
- Complaints Commissioners report 7 April 2022 (pdf 0.1MB)
- Evaluation of the Senior Managers and Certification Regime (pdf 1.7MB)
- Getting ready for IFRS 9 – a note for non-executive directors (pdf 0.4MB)
- Note following PRA seminar for relevant UK banks and building societies (pdf 0.1MB)
- The PRA and FCA response to the Complaints Commissioners Report 17 April 2024 (pdf 0.1MB)
- PRA response to complaints commissioner report 17 July 2018 (pdf 0.1MB)
- The PRA’s response to the Complaints Commissioner’s Final Report 18 May 2021 (pdf 0.4MB)
- The PRA’s response to the Complaints Commissioner’s Final Report 3 November 2020 (pdf 0.2MB)
- PRA response to the Commissioners report 30 March 2021 (pdf 0.2MB)
- PRA’s response to the Complaints Commissioner’s Report 7 April 2022 (pdf 0.1MB)
- PRA statement on the concept of 'durable link' (pdf 0.3MB)
- PRA statement on feedback received during the consultation period for CP21/16 'Pillar 2 liquidity' (pdf 0.2MB)
- Competitiveness and growth: Embedding the PRA’s new secondary objective - June 2025 (pdf 1.2MB)
- Proprietary Trading Review (pdf 2.2MB)
- Protocol for the relationship between the Office of the Complaints Commissioner and The Bank of England (pdf 0.2MB)
- The adequacy of PRA resources and the independence of PRA functions (pdf 0.4MB)
- Response to the Complaints Commissioner’s Annual Report 2020/21: ‘Reviewing how the financial services regulators consider complaints (pdf 0.8MB)
- PRA response to the OCC annual report (pdf 0.2MB)
- Response to the Complaints Commissioner’s Annual Report 2022/23: ‘Reviewing how the financial services regulators consider complaints (pdf 0.3MB)
- PRA response to the Complaints Commissioner’s Annual Report 2023/24 (pdf 0.2MB)
- PRA response to the Treasury Committee’s inquiry into Solvency II (pdf 2MB)
- PRA response to the Treasury Committee’s inquiry into Solvency II - 02.08.2018 (pdf 0.9MB)
- Competitiveness and growth: Embedding the PRA’s new secondary objective (pdf 0.7MB)
- Securitisation Regulation: PRA and FCA joint statement on reporting of private securitisations (pdf 0.5MB)
- Annex - FCA-PRA private securitisation notification template (xlsx 0.1MB)
- Securitisation Regulation: PRA and FCA joint statement on reporting of private securitisations - Jan 19 (pdf 0.5MB)
- Annex - FCA-PRA private securitisation notification template - Jan 19 (xlsx 0.1MB)
- Systemic Risk Buffers and Pillar 2A in stress test hurdle rates (pdf 0.2MB)
- Transition in thinking: The impact of climate change on the UK banking sector (pdf 2.4MB)
-
Solvency II
- DCE - Data collection exercise instructions (pdf 0.3MB)
- DCE - Review of the Solvency II - Data Collection Exercise (pdf 0.3MB)
- DCE - Data collection exercise template (xlsx 0.2MB)
- Deep, liquid, and transparent (DLT) assessment for January 2025 implementation (pdf 0.2MB)
- Deep, liquid, and transparent (DLT) assessment for January 2024 implementation - convert to pdf instead of button (pdf 0.1MB)
- Review of Solvency II Effective Value Test parameters - applicable from 31 December 2019 (pdf 0.5MB)
- Review of Solvency II Effective Value Test parameters – applicable from 31 March 2022 (pdf 0.5MB)
- Review of Solvency II Effective Value Test parameters – applicable from 27 March 2023 (pdf 0.1MB)
- Review of Solvency II Effective Value Test parameters – applicable from 28 March 2024 (pdf 0.1MB)
- Review of Solvency II Effective Value Test deferment rate parameter – applicable from 31 March 2025 (pdf 0.1MB)
- Review of Solvency II Effective Value Test parameters – applicable from 31 March 2020 (pdf 0.5MB)
- Review of Solvency II Effective Value parameters - applicable from 31 March 2021 (pdf 0.5MB)
- Review of Solvency II Effective Value Test parameters – applicable from 30 September 2022 (pdf 0.1MB)
- Review of Solvency II Effective Value parameters - applicable from 30 September 2021 (pdf 0.4MB)
- Review of Solvency II Effective Value Test parameters – applicable from 29 September 2023 (pdf 0.1MB)
- Review of Solvency II Effective Value Test parameters – applicable from 30 September 2024 (pdf 0.1MB)
- Review of Solvency II Effective Value Test parameters – applicable from 30 September 2020 (pdf 0.5MB)
- Feedback on data quality and expectations for YE2017 (pdf 0.6MB)
- Liquidity Subject Expert Group – 23 April 2024 (pdf 0.1MB)
- Liquidity Subject Expert Group – 23 July 2024 (pdf 0.1MB)
- Liquidity Subject Expert Group – 24 September 2024 (pdf 0.1MB)
- Liquidity Subject Expert Group – 25 June 2024 (pdf 0.1MB)
- Liquidity Subject Expert Group – 28 May 2024 (pdf 0.1MB)
- MA Asset and Liability Information Request Q&A (pdf 0.2MB)
- MA Asset and Liability Information Request template for YE22 (xlsx 1.8MB)
- Potential changes to data collection YE2018 (pdf 0.5MB)
- Terms of reference - PRA/ABI-INDUSTRY SUBJECT EXPERT GROUPS ON MA-FSSUPERVISORY MEASURES – 2023 (pdf 0.1MB)
- PRA/ABI insurer plenary session 13 March 2023 (pdf 0.1MB)
- PRA/ABI insurer plenary session 20 January 2023 (pdf 0.1MB)
- Solvency II: Technical information - volatility adjustment reference portfolios from 31 March 2021 (xlsx 0.1MB)
- Volatility adjustment reference portfolios from 31 March 2022 (xlsx 0.1MB)
- VA reference portfolios from and including 31 March 2023 (xlsx 0.1MB)
- VA reference portfolios from and including 31 March 2024 (xlsx 0.1MB)
- Volatility adjustment reference portfolios from 31 March 2025 (xlsx 0.1MB)
-
RFR releases 2023
- Risk-free curves as of 28 February 2023 (xlsx 1.2MB)
- Risk-free curves as of 30 April 2023 (xlsx 1.2MB)
- Risk-free curves as of 30 June 2023 (xlsx 1.2MB)
- Risk-free curves as of 30 November 2023 (xlsx 0.4MB)
- Risk-free curves as of 30 September 2023 (xlsx 1.2MB)
- Risk-free curves as of 31 August 2023 (xlsx 1.2MB)
- Risk-free curves as of 31 December 2023 (xlsx 0.4MB)
- Risk-free curves as of 31 January 2023 (xlsx 1.2MB)
- Risk-free curves as of 31 July 2023 (xlsx 1.2MB)
- Risk-free curves as of 31 March 2023 (xlsx 1.2MB)
- Risk-free curves as of 31 May 2023 (xlsx 1.2MB)
- Risk-free curves as of 31 October 2023 (xlsx 1.2MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 28 February 2023 (xlsx 1.9MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 30 April 2023 (xlsx 1.9MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 30 June 2023 (xlsx 1.9MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 30 November 2023 (xlsx 1.1MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 30 September 2023 (xlsx 1.9MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 August 2023 (xlsx 1.9MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 December 2023 (xlsx 1.1MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 January 2023 (xlsx 1.9MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 July 2023 (xlsx 1.9MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 March 2023 (xlsx 1.9MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 May 2023 (xlsx 1.9MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 October 2023 (xlsx 1.9MB)
- Smith-Wilson extrapolation parameters as of 28 February 2023 (xlsx 1.1MB)
- Smith-Wilson extrapolation parameters as of 30 April 2023 (xlsx 1.1MB)
- Smith-Wilson extrapolation parameters as of 30 June 2023 (xlsx 1.1MB)
- Smith-Wilson extrapolation parameters as of 30 November 2023 (xlsx 0.2MB)
- Smith-Wilson extrapolation parameters as of 30 September 2023 (xlsx 1.1MB)
- Smith-Wilson extrapolation parameters as of 31 August 2023 (xlsx 1.1MB)
- Smith-Wilson extrapolation parameters as of 31 December 2023 (xlsx 0.2MB)
- Smith-Wilson extrapolation parameters as of 31 January 2023 (xlsx 1.1MB)
- Smith-Wilson extrapolation parameters as of 31 July 2023 (xlsx 1.1MB)
- Smith-Wilson extrapolation parameters as of 31 March 2023 (xlsx 1.1MB)
- Smith-Wilson extrapolation parameters as of 31 May 2023 (xlsx 1.1MB)
- Smith-Wilson extrapolation parameters as of 31 October 2023 (xlsx 1.1MB)
- Risk-free Volatility Adjustment portfolios as of 28 February 2023 (xlsx 0.9MB)
- Risk-free Volatility Adjustment portfolios as of 30 April 2023 (xlsx 0.9MB)
- Risk-free Volatility Adjustment portfolios as of 30 June 2023 (xlsx 0.9MB)
- Risk-free Volatility Adjustment portfolios as of 30 November 2023 (xlsx 0.2MB)
- Risk-free Volatility Adjustment portfolios as of 30 September 2023 (xlsx 0.9MB)
- Risk-free Volatility Adjustment portfolios as of 31 August 2023 (xlsx 0.9MB)
- Risk-free Volatility Adjustment portfolios as of 31 December 2023 (xlsx 0.2MB)
- Risk-free Volatility Adjustment portfolios as of 31 January 2023 (xlsx 0.9MB)
- Risk-free Volatility Adjustment portfolios as of 31 July 2023 (xlsx 0.9MB)
- Risk-free Volatility Adjustment portfolios as of 31 March 2023 (xlsx 0.9MB)
- Risk-free Volatility Adjustment portfolios as of 31 May 2023 (xlsx 0.9MB)
- Risk-free Volatility Adjustment portfolios as of 31 October 2023 (xlsx 0.9MB)
- Symmetric Adjustment Equity Capital Charge - December 2023 (xlsx 1.1MB)
- Symmetric Adjustment Equity Capital Charge - November 2023 (xlsx 1.1MB)
- Symmetric Adjustment Equity Capital Charge - October 2023 (xlsx 1MB)
-
RFR releases 2024
- Risk-free curves as of 29 February 2024 (xlsx 0.4MB)
- Risk-free curves as of 30 April 2024 (xlsx 0.9MB)
- Risk-free curves as of 30 June 2024 (xlsx 0.9MB)
- Risk-free curves as of 30 November 2024 (xlsx 0.9MB)
- Risk-free curves as of 30 September 2024 (xlsx 0.9MB)
- Risk-free curves as of 31 August 2024 (xlsx 0.9MB)
- Risk-free curves as of 31 December 2024 (xlsx 0.9MB)
- Risk-free curves as of 31 January 2024 (xlsx 0.4MB)
- Risk-free curves as of 31 July 2024 (xlsx 0.9MB)
- Risk-free curves as of 31 March 2024 (xlsx 1MB)
- Risk-free curves as of 31 May 2024 (xlsx 0.9MB)
- Risk-free curves as of 31 October 2024 (xlsx 0.9MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 29 February 2024 (xlsx 1.1MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 30 April 2024 (xlsx 1.1MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 30 June 2024 (xlsx 1.1MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 30 November 2024 (xlsx 1.1MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 30 September 2024 (xlsx 1.1MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 August 2024 (xlsx 1.1MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 December 2024 (xlsx 1.1MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 January 2024 (xlsx 1.1MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 July 2024 (xlsx 1.1MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 March 2024 (xlsx 1.6MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 May 2024 (xlsx 1.1MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 October 2024 (xlsx 1.1MB)
- Smith-Wilson extrapolation parameters as of 29 February 2024 (xlsx 0.2MB)
- Smith-Wilson extrapolation parameters as of 30 April 2024 (xlsx 0.3MB)
- Smith-Wilson extrapolation parameters as of 30 June 2024 (xlsx 0.3MB)
- Smith-Wilson extrapolation parameters as of 30 November 2024 (xlsx 0.3MB)
- Smith-Wilson extrapolation parameters as of 30 September 2024 (xlsx 0.3MB)
- Smith-Wilson extrapolation parameters as of 31 August 2024 (xlsx 0.3MB)
- Smith-Wilson extrapolation parameters as of 31 December 2024 (xlsx 0.3MB)
- Smith-Wilson extrapolation parameters as of 31 January 2024 (xlsx 0.2MB)
- Smith-Wilson extrapolation parameters as of 31 July 2024 (xlsx 0.3MB)
- Smith-Wilson extrapolation parameters as of 31 March 2024 (xlsx 0.4MB)
- Smith-Wilson extrapolation parameters as of 31 May 2024 (xlsx 0.3MB)
- Smith-Wilson extrapolation parameters as of 31 October 2024 (xlsx 0.3MB)
- Risk-free Volatility Adjustment portfolios as of 29 February 2024 (xlsx 0.2MB)
- Risk-free Volatility Adjustment portfolios as of 30 April 2024 (xlsx 0.1MB)
- Risk-free Volatility Adjustment portfolios as of 30 June 2024 (xlsx 0.2MB)
- Risk-free Volatility Adjustment portfolios as of 30 November 2024 (xlsx 0.1MB)
- Risk-free Volatility Adjustment portfolios as of 30 September 2024 (xlsx 0.1MB)
- Risk-free Volatility Adjustment portfolios as of 31 August 2024 (xlsx 0.1MB)
- Risk-free Volatility Adjustment portfolios as of 31 December 2024 (xlsx 0.1MB)
- Risk-free Volatility Adjustment portfolios as of 31 January 2024 (xlsx 0.2MB)
- Risk-free Volatility Adjustment portfolios as of 31 July 2024 (xlsx 0.1MB)
- Risk-free Volatility Adjustment portfolios as of 31 March 2024 (xlsx 0.2MB)
- Risk-free Volatility Adjustment portfolios as of 31 May 2024 (xlsx 0.1MB)
- Risk-free Volatility Adjustment portfolios as of 31 October 2024 (xlsx 0.1MB)
- Symmetric Adjustment Equity Capital Charge - April 2024 (xlsx 4.9MB)
- Symmetric Adjustment Equity Capital Charge - August 2024 (xlsx 4.8MB)
- Symmetric Adjustment Equity Capital Charge - December 2024 (xlsx 4.8MB)
- Symmetric Adjustment Equity Capital Charge - January 2024 (xlsx 1.1MB)
- Symmetric Adjustment Equity Capital Charge - July 2024 (xlsx 4.8MB)
- Symmetric Adjustment Equity Capital Charge - January 2024 (xlsx 1.1MB)
- Symmetric Adjustment Equity Capital Charge - November 2024 (xlsx 4.8MB)
- Symmetric Adjustment Equity Capital Charge - October 2024 (xlsx 4.8MB)
- Symmetric Adjustment Equity Capital Charge - September 2024 (xlsx 3.9MB)
-
RFR releases 2025
- Risk-free curves as of 28 February 2025 (xlsx 0.9MB)
- Risk-free curves as of 30 April 2025 (xlsx 0.9MB)
- Risk-free curves as of 31 January 2025 (xlsx 0.9MB)
- Risk-free curves as of 31 March 2025 (xlsx 0.9MB)
- Risk-free curves as of 31 May 2025 (xlsx 0.9MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 28 February 2025 (xlsx 1.1MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 30 April 2025 (xlsx 1.1MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 January 2025 (xlsx 1.1MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 March 2025 (xlsx 1.1MB)
- Risk-free Fundamental Spreads, Probability of Default and Cost of Downgrade as of 31 May 2025 (xlsx 1.1MB)
- Smith-Wilson extrapolation parameters as of 28 February 2025 (xlsx 0.3MB)
- Smith-Wilson extrapolation parameters as of 30 April 2025 (xlsx 0.3MB)
- Smith-Wilson extrapolation parameters as of 31 January 2025 (xlsx 0.3MB)
- Smith-Wilson extrapolation parameters as of 31 March 2025 (xlsx 0.3MB)
- Smith-Wilson extrapolation parameters as of 31 May 2025 (xlsx 0.3MB)
- Risk-free Volatility Adjustment portfolios as of 28 February 2025 (xlsx 0.1MB)
- Risk-free Volatility Adjustment portfolios as of 30 April 2025 (xlsx 0.1MB)
- Risk-free Volatility Adjustment portfolios as of 31 January 2025 (xlsx 0.1MB)
- Risk-free Volatility Adjustment portfolios as of 31 March 2025 (xlsx 0.1MB)
- Risk-free Volatility Adjustment portfolios as of 31 May 2025 (xlsx 0.1MB)
- Symmetric Adjustment Equity Capital Charge - April 2025 (xlsx 4.8MB)
- Symmetric Adjustment Equity Capital Charge - February 2025 (xlsx 4.7MB)
- Symmetric Adjustment Equity Capital Charge - January 2025 (xlsx 3.8MB)
- Symmetric Adjustment Equity Capital Charge - March 2025 (xlsx 4.7MB)
- Symmetric Adjustment Equity Capital Charge - May 2025 (xlsx 3.8MB)
- Risk-free curves as of 31 December 2020 (xlsx 1.2MB)
- Risk-free Fundamental Spreads, Probability of Default, and Cost of Downgrade as of 31 December 2020 (xlsx 1.9MB)
- Smith-Wilson extrapolation parameters as of 31 December 2020 (xlsx 1.1MB)
- Risk-free Volatility Adjustment portfolios as of 31 December 2020 (xlsx 0.9MB)
- Symmetric Adjustment Equity Capital Charge as of 30 November 2022 (xlsx 1.1MB)
-
solvency-ii-reform-quantitative-impact-survey
- Detailed agenda for 6 October TMTP Roundtable (pdf 0.2MB)
- Template (xlsx 1.7MB)
- MA asset and liability information request Q&A (pdf 0.8MB)
- Locked Main QIS template (Updated with corrections 8 October 2021) (xlsx 1.2MB)
- Unlocked Main QIS Template (Unlocked version published 8 October 2021) (xlsx 1.2MB)
- QIS data sheets for Matching Adjustment asset and liability cashflows (16 June 2021) (xlsx 7.6MB)
- QIS instructions (20 July 2021) (pdf 0.9MB)
- QIS instructions v1.1 (20 August 2021) (pdf 0.9MB)
- QIS Q&A (8 October 2021) (pdf 0.7MB)
- Qualitative Questionnaire template (1 October 2021) (xlsx 0.4MB)
- Qualitative Questionnaire Q&A (13 October 2021) (pdf 0.5MB)
- Solvency II Review: Summary of Quantitative Impact Study (QIS) (pdf 0.7MB)
- Risk free Fundamental Spreads, Probability of Default, and cost of Downgrade output as of 31 December 2020 (xlsx 1.9MB)
- Risk-free curves as of 31 December 2020 (xlsx 1.2MB)
- Smith-Wilson Extrapolation parameters as of 31 December 2020 (xlsx 1.1MB)
- Risk-free Volatility Adjustment portfolios as of 31 December 2020 (xlsx 0.9MB)
- Summary slides from Solvency II Review meetings with firms Q4 2021 (pdf 0.9MB)
- PRA Solvency UK regulatory reporting - Q&A (pdf 0.3MB)
- Solvency II: Supervisory disclosures, the PRA’s supervisory approach and insurance regulations applicable in the United Kingdom (pdf 0.8MB)
- Solvency II: Template A for the disclosure of aggregate statistical data with regard to insurance and reinsurance undertakings supervised under Directive 2009/138/EC (pdf 0.4MB)
- Solvency II: Template A for the disclosure of aggregate statistical data with regard to insurance and reinsurance undertakings supervised under Directive 2009/138/EC (xlsx 0.4MB)
- Solvency II template A disclosure statistical data year-end 2018 (pdf 0.6MB)
- Solvency ii - template A disclosure statistical data year end 2019 (pdf 0.5MB)
- Solvency II: Template B for the disclosure of aggregate statistical data with regard to insurance and reinsurance undertakings supervised under Directive 2009/138/EC (pdf 0.1MB)
- Solvency II: Template B for the disclosure of aggregate statistical data with regard to insurance groups supervised under Directive 2009/138/EC (xlsx 0.4MB)
- Solvency II template B disclosure statistical data year-end 2018 (pdf 0.4MB)
- Solvency ii - template B disclosure statistical data year end 2019 (pdf 0.5MB)
- Solvency II template C disclosure statistical data year-end 2018 (pdf 0.5MB)
- Solvency ii - template C disclosure statistical data year end 2019 (pdf 0.6MB)
- Solvency II template D disclosure statistical data year-end 2018 (pdf 0.4MB)
- Solvency ii - template D disclosure statistical data year end 2019 (pdf 0.4MB)
- Indicative SONIA TI: Risk-free curves as of 30 June 2021 (xlsx 1.2MB)
- Indicative SONIA TI: Risk-free curves as of 31 May 2021 (xlsx 1.2MB)
- Indicative SONIA TI: Risk-free Fundamental Spreads, Probability of Default, and Cost of Downgrade output as of 30 June 2021 (xlsx 1.9MB)
- Indicative SONIA TI: Risk-free Fundamental Spreads, Probability of Default, and Cost of Downgrade output as of 31 May 2021 (xlsx 1.9MB)
- Indicative SONIA TI: Smith-Wilson extrapolation parameters as of 30 June 2021 (xlsx 1.1MB)
- Indicative SONIA TI: Smith-Wilson extrapolation parameters as of 31 May 2021 (xlsx 1.1MB)
- Indicative SONIA TI: Risk-free Volatility Adjustment portfolios as of 30 June 2021 (xlsx 0.9MB)
- Indicative SONIA TI: Risk-free Volatility Adjustment portfolios as of 31 May 2021 (xlsx 0.9MB)
- SONIA-based indicative technical information package: additional information (pdf 0.2MB)
- Subject expert group – attestation meeting 15 February 2023 (pdf 0.1MB)
- Subject expert group – attestation meeting 16 March 2023 (pdf 0.1MB)
- Subject expert group – attestation meeting 2 March 2023 (pdf 0.1MB)
- Subject expert group – attestation meeting 23 February 2023 (pdf 0.1MB)
- Subject expert group – attestation meeting 23 March 2023 (pdf 0.1MB)
- Subject expert group – attestation meeting 29 March 2023 (pdf 0.1MB)
- Subject expert group – attestation meeting 9 March 2023 (pdf 0.1MB)
- Subject expert group – MA investment flexibility meeting 16 February 2023 (pdf 0.1MB)
- Subject expert group – MA investment flexibility meeting 16 March 2023 (pdf 0.1MB)
- Subject expert group – MA investment flexibility meeting 2 March 2023 (pdf 0.1MB)
- Subject expert group – MA investment flexibility meeting 22 February 2023 (pdf 0.1MB)
- Subject expert group – MA investment flexibility meeting 22 March 2023 (pdf 0.1MB)
- Subject expert group – MA investment flexibility meeting 30 March 2023 (pdf 0.1MB)
- Subject expert group – MA investment flexibility meeting 9 February 2023 (pdf 0.1MB)
- Subject expert group – MA investment flexibility meeting 9 March 2023 (pdf 0.1MB)
- Subject expert group – notching meeting 1 March 2023 (pdf 0.1MB)
- Subject expert group – notching meeting 10 February 2023 (pdf 0.1MB)
- Subject expert group – notching meeting 15 March 2023 (pdf 0.1MB)
- Subject expert group – notching meeting 17 February 2023 (pdf 0.1MB)
- Subject expert group – notching meeting 22 February 2023 (pdf 0.1MB)
- Subject expert group – notching meeting 22 March 2023 (pdf 0.1MB)
- Subject expert group – notching meeting 29 March 2023 (pdf 0.1MB)
- Subject expert group – notching meeting 8 March 2023 (pdf 0.1MB)
- Subject expert group – stress testing meeting 15 June 2023 (pdf 0.2MB)
- Subject expert group - stress testing meeting 20 February 2024 (pdf 0.1MB)
- Subject expert group – stress testing meeting 20 June 2023 (pdf 0.2MB)
- Subject expert group – stress testing meeting 21 September 2023 (pdf 0.1MB)
- Subject expert group - stress testing meeting 28 February 2024 (pdf 0.1MB)
- Subject expert group – stress testing meeting 28 September 2023 (pdf 0.1MB)
- Subject expert group – stress testing meeting 29 June 2023 (pdf 0.1MB)
- Subject expert group - stress testing meeting 30 April 2025 (pdf 0.1MB)
- Subject expert group - stress testing meeting 5 March 2024 (pdf 0.1MB)
- Subject expert group – stress testing meeting 5 October 2023 (pdf 0.1MB)
- Subject expert group - stress testing meeting 6 February 2024 (pdf 0.1MB)
- Subject expert group – stress testing meeting 6 July 2023 (pdf 0.2MB)
- Subject expert group – stress testing meeting 8 June 2023 (pdf 0.2MB)
- Solvency II: Template C for the disclosure of quantitative aggregate statistical data on the supervisory authority August 2018 (pdf 0.5MB)
- Solvency II: Template D for the disclosure of quantitative aggregate statistical data on the supervisory authority August 2018 (pdf 0.1MB)
- Solvency II: Template C for the disclosure of quantitative aggregate statistical data on the supervisory authority (pdf 0.2MB)
- Solvency II: Template D for the disclosure of quantitative aggregate statistical data on the supervisory authority (pdf 0.2MB)
- Solvency II: Template for the disclosure of information (pdf 0.3MB)
-
statement-of-policy
- 2013
- 2014
-
2015
- Conditions, time limits and variations - Statement of Policy (pdf 0.9MB)
- Deposit Guarantee Scheme - Statement of Policy (pdf 0.4MB)
- Deposit Guarantee Scheme - Statement of Policy UPDATE (pdf 1.2MB)
- Dormant Account Scheme - Statement of Policy (pdf 1MB)
- Policyholder protection - Statement of Policy (pdf 1.8MB)
- The Prudential Regulation Authority's approach to insurance business transfers - Statement of Policy (pdf 1MB)
- the-pras-methodologies-for-setting-pillar-2-capital-sop (pdf 0.9MB)
-
2016
- Calculating risk-based levies for the Financial Services Compensation Scheme deposits class - SoP (pdf 1.2MB)
- The implementation of ring-fencing: the PRA's approach to ring-fencing transfer schemes - SoP (pdf 0.6MB)
- The PRA's approach to enforcement: statutory statements of policy and procedure - SoP (pdf 1.5MB)
- The PRA's approach to identifying other systemically important institutions (O-SIIs) - SoP (pdf 2MB)
- The PRA's approach to the implementation of the systemic risk buffer - Statement of Policy (pdf 1.1MB)
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2017
- Calculating risk-based levies for the FSCS deposits class - SoP UPDATE (pdf 1.4MB)
- Statement of Policy UPDATE - Conditions, time limits and variations of approval (pdf 1.1MB)
- The PRA's methodologies for setting Pillar 2 capital - Statement of Policy UPDATE (pdf 1.5MB)
- The PRA's methodologies for setting Pillar 2 capital - Statement of Policy UPDATE 2 (pdf 1.5MB)
- The PRA’s methodologies for setting Pillar 2 capital - Statement of Policy - December 2017 (pdf 1.5MB)
-
2018
- Conditions, time limits and variations - Statement of Policy UPDATE July 2018 (pdf 0.6MB)
- Pillar 2 liquidity - Statement of Policy (pdf 1.5MB)
- The Prudential Regulation Authority’s approach to enforcement: statutory statements of policy and procedure August 2018 (pdf 1.9MB)
- The PRA's approach to the implementation of the systemic risk buffer - Statement of Policy UPDATE December 2018 (pdf 1.6MB)
- The PRA’s methodologies for setting Pillar 2 capital - Statement of Policy April 2018 (effective January 2019) (pdf 1.7MB)
- The PRA’s methodologies for setting Pillar 2 capital - Statement of Policy April 2018 (effective October 2018) (pdf 1.8MB)
-
2019
- Calculating risk-based levies for the Financial Services Compensation Scheme deposits class - SoP UPDATE March 2019 (pdf 0.9MB)
- Pillar 2 liquidity - SoP UPDATE June 2019 (pdf 2.7MB)
- The PRA's approach to enforcement: statutory statements of policy and procedure - SoP UPDATE October 2019 (pdf 2.4MB)
- The PRA’s approach to enforcement: statutory statements of policy and procedure - SoP UPDATE September 2021 (pdf 3.3MB)
- The PRA’s approach to enforcement: statutory statements of policy and procedure - SoP UPDATE March 2019 (pdf 2.3MB)
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2020
- Deposit Guarantee Scheme - Statement of Policy UPDATE August 2020 (pdf 1.4MB)
- The PRA’s approach to the publication of Solvency II technical information (pdf 1.5MB)
- The PRA's approach to the implementation of the O-SII buffer - Statement of Policy UPDATE December 2020 (pdf 0.7MB)
- The PRA’s approach to the implementation of the O-SII buffer - updated November 2023 (pdf 1.8MB)
- The PRA's approach to identifying other systemically important institutions (O-SIIs) - Statement of Policy UPDATE December 2020 (pdf 1.9MB)
- The PRA’s approach to the publication of Solvency II technical information (pdf 1.2MB)
- The PRA’s approach to the publication of Solvency II technical information – June 2021 (pdf 2.1MB)
- The PRA's methodologies for setting Pillar 2 capital - Statement of Policy UPDATE December 2020 (pdf 1.6MB)
- The PRA’s methodologies for setting Pillar 2 capital - Statement of Policy UPDATE February 2020 (pdf 2.5MB)
- The PRA’s methodologies for setting Pillar 2 capital - Statement of Policy UPDATE January 2020 (pdf 2.3MB)
-
2021
- Statement of Policy ‘Designation of investment firms for prudential supervision by the Prudential Regulation Authority’ – December 2021 (pdf 0.8MB)
- Statement of Policy 'Liquidity and funding permissions' (pdf 1.4MB)
- Statement of Policy 'Liquidity and funding permissions', November 2021 (pdf 0.9MB)
- Operational resilience (pdf 2.3MB)
- Statement of Policy ‘Supervisory measures and penalties in relation to financial holding companies (pdf 0.9MB)
- Statement of Policy 'The PRA's methodologies for setting Pillar 2 capital' - Jan 2022 (pdf 1.8MB)
- Statement of Policy ‘The PRA’s methodologies for setting Pillar 2 capital’ - UPDATE April 2021 (pdf 2.8MB)
- 2022
-
2023
- Statement of policy – Calculating risk-based levies for the Financial Services Compensation Scheme deposits class – June 2023 (pdf 0.6MB)
- Statement of policy – Dealing with insurers in financial difficulties (pdf 0.2MB)
- Statement of policy – Deposit Guarantee Scheme – June 2023 (pdf 0.5MB)
- Statement of policy – Interpretation of EU Guidelines and Recommendations: Bank of England and PRA approach after the UK’s withdrawal from the EU – December 2023 (pdf 1.8MB)
- Statement of policy – Liquidity and funding permissions – December 2023 (pdf 0.4MB)
- Operating the Small Domestic Deposit Takers (SDDT) regime - December 2023 (pdf 0.2MB)
- Operating the Interim Capital Regime – December 2023 (pdf 1.7MB)
- Statement of policy – Pillar 2 liquidity – December 2023 (pdf 1.3MB)
- Amendments to Policyholder protection statement of policy (pdf 0.5MB)
- The PRA’s approach to the implementation of the O-SII buffer (clean version) (pdf 0.3MB)
- The PRA’s approach to the implementation of the O-SII buffer (showing changes) (pdf 0.3MB)
- Statement of policy – The PRA’s approach to the publication of Solvency II technical information – December 2023 current (pdf 1.8MB)
- Statement of policy – The PRA’s approach to the publication of Solvency II technical information – December 2023 (pdf 1.8MB)
-
2024
- Statement of Policy - The Prudential Regulation Authority’s approach to insurance branch authorisation and supervision (pdf 0.4MB)
- The PRA's approach to insurance group supervision (pdf 0.3MB)
- Appendix 15: Updated statement of policy - Interpretation of EU guidelines and recommendations: Bank of England and PRA approach after the UK's withdrawal from the EU (pdf 0.4MB)
- Statement of policy – Interpretation of EU Guidelines and Recommendations: Bank of England and PRA approach after the UK’s withdrawal from the EU – November 2024 (pdf 0.4MB)
- Statement of policy – Operational resilience – November 2024 update (pdf 0.5MB)
- Permissions for transitional measures on technical provisions and risk-free interest rates (pdf 0.2MB)
- Statement of policy – Permissions for transitional measures on technical provisions and risk-free interest rates – February 2024 (pdf 1.7MB)
- The PRA's approach to insurance group supervision (pdf 0.3MB)
- Solvency II: The PRA's approach to the permissible recovery period for insurers to restore full cover for their SCR (pdf 0.2MB)
- Appendix 11: Statement of policy - Solvency II: The PRA's approach to insurance own funds permission (pdf 0.3MB)
- Appendix 13: Solvency II: The PRA's approach to Standard Formula adaptations (pdf 0.3MB)
- Statement of policy – Solvency II: Capital add-ons – February 2024 (pdf 1.8MB)
- Appendix 23: Statement of policy - Solvency II: Capital add-ons (pdf 0.2MB)
- Statement of policy – Solvency II internal models: Permissions and ongoing monitoring – February 2024 (pdf 3.8MB)
- Statement of policy – Solvency II internal models: Permissions and ongoing monitoring – November 2024 update (pdf 1MB)
- Appendix 14: Statement of policy - Solvency II regulatory reporting waivers (pdf 0.3MB)
- Statement of policy – Solvency II regulatory reporting waivers statement – February 2024 (pdf 1.7MB)
- Appendix 9: Statement of policy - the PRA's approach to the publication of Solvency II technical information (pdf 0.3MB)
- Appendix 21: Statement of policy - Solvency II: Volatility adjustment permissions (pdf 0.3MB)
- Statement of policy – Solvency II: Matching Adjustment Permissions – June 2024 (pdf 0.3MB)
- Statement of policy – The PRA’s approach to the publication of Solvency II technical information – June 2024 – Update (pdf 0.4MB)
- Statement of policy – The Bank of England’s approach to enforcement: statements of policy and procedure – January 2024 (pdf 1.4MB)
- Statement of policy – The Prudential Regulation Authority’s allocation of decision making and approach to supervisory decisions – January 2024 (pdf 0.4MB)
- Statement of policy – The PRA's approach to insurance group supervision – February 2024 (pdf 1.8MB)
- 2025
-
strengthening-accountability
- Instructions to assist the completion of the benchmarking report (pdf 0.1MB)
- Instructions to assist the completion of the high earners report (pdf 0.1MB)
- Inventory of senior managers responsibilities (xlsx 0.1MB)
- Inventory of senior managers responsibilities - November 2023 (xlsx 0.1MB)
- Redesignation of Senior Insurance Management Functions to Senior Management Functions (pdf 0.3MB)
- Remuneration policy statement for Category 1 and 2 firms (doc 0.2MB)
- Remuneration Policy Statement (RPS) reporting template for PRA Category 1 and 2 firms - 2018 (doc 0.2MB)
- Regulatory policy statement Annex 1: malus (docx 0.1MB)
- Remuneration policy statement table 7: malus (xls 0.2MB)
- Remuneration policy statement table 8: Material Risk Takers exclusions - July 2021 (xlsx 20.7MB)
- Remuneration policy statement table 8: Material Risk Takers exclusions - May 2022 (xlsx 11.7MB)
- Remuneration policy statement tables for level one firms - May 2022 (xlsx 3MB)
- Remuneration policy statement tables for level one firms (xlsx 3MB)
- Remuneration policy statement tables for level two and three firms - May 2022 (xlsx 0.1MB)
- Remuneration policy statement tables for level two and three firms (xlsx 0.1MB)
- Remuneration policy statement tables for stage 1 - July 2021 (xlsx 0.1MB)
- Remuneration policy statement template for level one firms - July 2021 (docx 0.2MB)
- Remuneration policy statement template for level one firms - May 2022 (docx 0.1MB)
- Remuneration policy statement template for level two firms - July 2021 (docx 0.1MB)
- Remuneration policy statement template for level two firms - May 2022 (docx 0.1MB)
- Remuneration policy statement template for level three firms - July 2021 (docx 0.1MB)
- Remuneration policy statement template for level three firms - May 2022 (docx 0.1MB)
- The Solvency II Staff Table (xlsx 0.1MB)
- Solvency II staff table - 2018 (xlsx 0.1MB)
- structural-reform
-
supervision
-
capital-instruments-pre-issuance-notification
- Common equity tier 1 compliance template - April 2023 (docx 0.1MB)
- Flowchart for AT1 - 1 April 2020 (pdf 0.4MB)
- Flowchart for CET1 - 1 April 2020 (pdf 0.4MB)
- Pre insurance notification form for insurance firms - December 2024 (pdf 0.2MB)
- Pre/post-Issuance Notification (PIN) form for CRR firms - April 2023 (docx 0.1MB)
- New PIN for CRR firms - 1 April 2020 (pdf 0.4MB)
- Pre-Issuance Notification form for insurance firms (pdf 0.4MB)
- PIN for insurance - how far in advance guidance - 1 April 2020 (pdf 0.4MB)
- co-operative-bank-supervision-review
-
credit-unions
- 2018 Assessment of Category 5 credit unions under £15m (pdf 0.1MB)
- 2018 Assessment of Category 5 growth credit unions (pdf 0.1MB)
- 2018 Assessment of Category 5 plus credit unions above £15m (pdf 0.1MB)
- 2019 Assessment of Category 5 credit unions under £15m (pdf 0.3MB)
- 2019 Assessment of Category 5 plus credit unions above £15m (pdf 0.4MB)
- Category 5 credit unions under £15m and 10,000 members (pdf 0.2MB)
- Category 5 plus credit unions (pdf 0.2MB)
- Assessment of Category 4 credit unions (pdf 0.1MB)
- Assessment of Category 5 credit unions under £15 million (pdf 0.2MB)
- Assessment of Category 5 growth credit unions (pdf 0.1MB)
- Assessment of Category 5 credit unions above £15 million (pdf 0.2MB)
- Firm Feedback Survey for Category 1-2 firms (pdf 0.2MB)
- Firm Feedback Survey small and medium firms (pdf 0.2MB)
- The Prudential Regulation Authority's approach to enforcement: statutory statements of policy and procedure (pdf 0.4MB)
- Firm-feedback-survey-2016-2017 (pdf 0.6MB)
- Firm feedback survey 2017/18 (pdf 0.7MB)
- Firm feedback survey 2018/19 (pdf 0.5MB)
- Results of the firm feedback survey 2021 (pdf 0.6MB)
- Firm feedback survey 2022 (pdf 0.5MB)
- Results of the firm feedback survey 2024 (pdf 0.5MB)
- Firm feedback survey for category 1-2 firms 2020 (pdf 0.2MB)
- Firm feedback survey for small and medium firms 2020 (pdf 0.2MB)
- Results of the firm feedback survey 2020
-
skilled-persons
- List of Skilled Person Panel Suppliers (pdf 0.1MB)
- PRA Q4 2017/18 skilled persons reviews commissioned (pdf 0.2MB)
- PRA Q1 2018/19 skilled persons reviews commissioned - restated (pdf 0.2MB)
- PRA Q4 2018/19 skilled persons reviews commissioned (pdf 0.3MB)
- PRA Q1 2017/18 skilled persons reviews commissioned (pdf 0.2MB)
- PRA Q2 2017/18 skilled persons reviews commissioned (pdf 0.2MB)
- PRA Q3 2017/18 skilled persons reviews commissioned (pdf 0.1MB)
- PRA Q2 2018/19 skilled persons reviews commissioned (pdf 0.2MB)
- PRA Q3 2018/19 skilled persons reviews commissioned (pdf 0.3MB)
- Skilled Person Panel Lot descriptions (pdf 0.3MB)
- PRA Q1 2020/21 skilled persons reviews commissioned (pdf 0.3MB)
- PRA Q1 2021/22 Skilled Persons Reviews commissioned (pdf 0.3MB)
- PRA Q1 2022 skilled persons reviews commissioned (pdf 0.1MB)
- PRA Q1 2023/24 skilled persons reviews commissioned (pdf 0.2MB)
- PRA Q1 2024/25 skilled persons reviews commissioned (pdf 0.1MB)
- PRA Q1 2025/26 skilled person review commissioned (pdf 0.1MB)
- PRA Q2 2020/21 skilled person review commissioned (pdf 0.3MB)
- PRA Q2 2021/22 skilled persons reviews commissioned (pdf 0.3MB)
- PRA Q2 2022 skilled persons reviews commissioned (pdf 0.1MB)
- PRA Q2 2023/24 skilled person review commissioned (pdf 0.1MB)
- PRA Q2 2024/25 skilled person review commissioned (pdf 0.1MB)
- PRA Q3 2020/21 skilled person review commissioned (pdf 0.3MB)
- PRA Q3 2021/22 skilled persons reviews commissioned (pdf 0.3MB)
- PRA Q3 2022 skilled persons reviews commissioned (pdf 0.1MB)
- PRA Q3 2023/24 skilled persons reviews commissioned (pdf 0.1MB)
- PRA Q3 2024/25 skilled person review commissioned (pdf 0.1MB)
- PRA Q4 2019/20 skilled person reviews commissioned (pdf 0.3MB)
- PRA Q4 2020/21 skilled persons reviews commissioned (pdf 0.3MB)
- PRA Q4 2021/22 skilled persons reviews commissioned (pdf 0.3MB)
- PRA Q4 2022 skilled persons reviews commissioned (pdf 0.1MB)
- PRA Q4 2023/24 skilled person reviews commissioned (pdf 0.1MB)
- PRA Q4 2024/25 skilled person reviews commissioned (pdf 0.1MB)
- PRA Q1 2019/20 skilled persons reviews commissioned (pdf 0.3MB)
- PRA Q2 2019/20 skilled persons reviews commissioned (pdf 0.3MB)
- PRA Q3 2019/20 skilled persons reviews commissioned (pdf 0.3MB)
-
capital-instruments-pre-issuance-notification
- supervisory-notice
-
supervisory-statement
-
2013
- Asset and liability management: suggestions for greater effectiveness (pdf 0.2MB)
- Collateral upgrade transactions and significant asset encumbrance: expectations in relation to firms (pdf 0.8MB)
- Counterparty credit risk advanced model approaches: process for post approval changes (pdf 0.3MB)
- Liquidity and capital regime for UK banks and building societies: adjustments in relation to (pdf 0.8MB)
- Pension obligation risk: treatment in the ICAAP for banks and building societies (pdf 0.8MB)
- Pension obligation risk: treatment under the ICAS for insurers (pdf 0.2MB)
- Remuneration standards: the application of proportionality (pdf 0.7MB)
- Securitisations: high cost credit protection in synthetic transactions (pdf 0.7MB)
- Securitisations: originators' use of the Supervisory Formula Method (pdf 0.7MB)
- Securitisations: significant risk transfer waivers and notifications (pdf 0.7MB)
- Settlement bank exposures to customer banks: management of the risks (pdf 0.2MB)
- Standardised approach - SS10/13 (pdf 0.8MB)
- Credit risk - Internal ratings based (IRB) approaches - SS11/13 (pdf 0.8MB)
- Credit risk: internal ratings based approaches - SS1/13 (pdf 0.3MB)
- Counterparty credit risk - SS12/13 (pdf 0.7MB)
- Market risk - SS13/13 (pdf 0.7MB)
- Operational risk - SS14/13 (pdf 0.2MB)
- Groups - SS15/13 (pdf 0.8MB)
- Large Exposures - SS16/13 (pdf 0.8MB)
- Credit risk mitigation - SS17/13 (pdf 0.7MB)
- Recovery planning - SS18/13 (pdf 0.7MB)
- Resolution planning - SS19/13 (pdf 1.7MB)
- Third country equivalence aspects of the credit risk provisions in the CRR - SS20/13 (pdf 0.6MB)
- Capital and leverage ratios for major UK banks and building societies - SS3/13 (pdf 0.3MB)
- Solvency II: applying EIOPA's preparatory guidelines to PRA-authorised firms - SS4/13 (pdf 0.8MB)
- The Internal Capital Adequacy Assessment Process (ICAAP) and the SREP - SS5/13 (pdf 0.3MB)
- Stress testing, scenario analysis and capital planning - SS6/13 (pdf 0.7MB)
- CRD IV and capital - SS7/13 (pdf 0.8MB)
- The Basel I floor - SS8/13 (pdf 0.2MB)
- Securitisation - SS9/13 (pdf 0.7MB)
- The Internal Capital Adequacy Assessment Process and SREP SS Update (pdf 0.9MB)
- The relationship between the external auditor and the supervisor: a code of practice (pdf 0.2MB)
-
2014
- Supervising international banks: the PRA's approach to branch supervision - SS10/14 (pdf 0.9MB)
- CRD IV: compliance with EBA's Guidelines on disclosure of encumbered & unencumbered assets - SS11/14 - SUPERSEDED (pdf 0.6MB)
- Mutuality and with-profits: a way forward - SS1/14 (pdf 0.2MB)
- Market risk - SS13/13 UPDATED (pdf 0.8MB)
- Solvency II: recognition of deferred tax - SS2/14 (pdf 0.6MB)
- PRA's approach to Schemes of arrangement proposed by PRA-authorised insurers under Part 26 - SS3/14 (pdf 0.3MB)
- Capital extractions by run-off firms within the general insurance sector - SS4/14 (pdf 0.3MB)
- Solvency II: calculation of technical provisions and the use of internal models - SS5/14 (pdf 0.8MB)
- Implementing CRD IV: capital buffers - SS6/14 (pdf 0.8MB)
- Reports by skilled persons - SS7/14 (pdf 0.7MB)
- Subordinated guarantees and the quality of capital - SS8/14 (pdf 0.9MB)
- Valuation risk for insurers - SS9/14 (pdf 0.6MB)
-
2015
- Remuneration standards: the application of proportionality - LSS8/13 UPDATE (pdf 0.9MB)
- Solvency II: third-country branches - SS10/15 (pdf 0.8MB)
- Internal Ratings Based (IRB) approaches - SS11/13 (pdf 1.8MB)
- Solvency II: regulatory reporting and exemptions - SS11/15 (pdf 0.8MB)
- Mutuality and with-profits funds: a way forward - SS1/14 UPDATE (pdf 2.2MB)
- Insurance - General application - SS1/15 (pdf 1.9MB)
- Solvency II: Lloyd's - SS12/15 (pdf 1MB)
- Solvency II: surplus funds - SS13/15 (pdf 1.9MB)
- With-profits - SS14/15 (pdf 1.9MB)
- Solvency II: approvals - SS15/15 (pdf 0.4MB)
- Solvency II: conditions governing business - SS16/15 (pdf 1.9MB)
- Solvency II: transitional measures on risk-free interest rates and technical provisions - SS17/15 (pdf 0.8MB)
- Recovery planning - SS18/13 UPDATE (pdf 0.6MB)
- Depositor protection - SS18/15 (pdf 0.9MB)
- Depositor and dormant account protection - SS18/15 UPDATE (pdf 0.9MB)
- Depositor and dormant account protection - SS18/15 UPDATE 2 (pdf 1.3MB)
- Depositor and dormant account protection - SS18/15 UPDATE 3 (pdf 1.3MB)
- Depositor and dormant account protection - SS18/15 UPDATE 4 (pdf 1.2MB)
- Resolution planning - SS19/13 - UPDATE (pdf 1.7MB)
- Exercising certain functions under the Building Societies Act 1986 - SS19/15 (pdf 0.6MB)
- Third country equivalence aspects of the credit risk provisions in the CRR - SS20/13 UPDATE (pdf 0.6MB)
- Supervising building societies' treasury and lending activities - SS20/15 (pdf 0.9MB)
- Internal governance - SS21/15 (pdf 0.8MB)
- Internal governance - SS21/15 UPDATE (pdf 0.8MB)
- PRA expectations regarding the application of malus to variable remuneration - SS2/13 UPDATE (pdf 0.8MB)
- Recognition of deferred tax - SS2/14 UPDATE (pdf 0.7MB)
- Solvency II: Own funds - SS2/15 (pdf 1MB)
- Solvency II: applying EIOPA?s Set 1 Guidelines to PRA-authorised firms - SS22/15 (pdf 0.9MB)
- Solvency II: applying EIOPA's Set 1 Guidelines to PRA-authorised firms - SS22/15 UPDATE (pdf 2MB)
- Solvency II: supervisory approval for the volatility adjustment - SS23/15 (pdf 0.8MB)
- The PRA's approach to supervising liquidity and funding risks - SS24/15 (pdf 0.9MB)
- Solvency II: regulatory reporting, internal model outputs - SS25/15 (pdf 3.9MB)
- Solvency II: ORSA and the ultimate time horizon - non-life firms - SS26/15 (pdf 0.8MB)
- Remuneration - SS27/15 (pdf 0.8MB)
- Strengthening individual accountability - SS28/15 (pdf 1MB)
- Strengthening individual accountability in banking - SS28/15 UPDATE (pdf 1MB)
- CRD IV: Interim LCR reporting - SS29/15 (pdf 0.9MB)
- Solvency II: treatment of sovereign risk in the internal model - SS30/15 (pdf 2MB)
- The Internal Capital Adequacy Assessment Process (ICAAP) and the SREP - SS31/15 (pdf 0.9MB)
- The Internal Capital Adequacy Assessment Process (ICAAP) and the SREP - SS31/15 UPDATE (pdf 0.9MB)
- Capital requirements for major UK banks and building societies - SS3/13 UPDATE (pdf 1MB)
- Solvency II: the quality of capital instruments - SS3/15 (pdf 1MB)
- Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082 - SS32/15 (pdf 0.9MB)
- Aggregation of holdings for the purpose of prudential assessment of controllers - SS33/15 (pdf 0.4MB)
- Guidelines for completing regulatory reports - SS34/15 (pdf 1.2MB)
- Strengthening individual accountability in insurance - SS35/15 (pdf 0.5MB)
- Solvency II: life insurance product reporting codes - SS36/15 (pdf 1MB)
- Solvency II: internal model reporting codes and components - SS37/15 (pdf 1.1MB)
- Solvency II: consistency of UK generally accepted accounting principles with the - SS38/15 (pdf 1.9MB)
- Whistleblowing in deposit-takers, PRA-designated investment firms and insurers - SS39/15 (pdf 1.1MB)
- Solvency II: reporting and public disclosure -options provided to supervisory authorities-SS40/15 (pdf 1.1MB)
- Solvency II: applying EIOPA's Set 2, System of Governance and ORSA Guidelines - SS41/15 (pdf 1.2MB)
- Solvency II: the solvency and minimum capital requirements - SS4/15 (pdf 0.4MB)
- Contractual stays in financial contracts governed by third-country law - SS42/15 (pdf 0.6MB)
- Non-Solvency II insurance companies - Capital assessments - SS43/15 (pdf 0.6MB)
- Solvency II: third-country insurance and pure reinsurance branches - SS44/15 (pdf 1.2MB)
- The UK leverage ratio framework - SS45/15 (pdf 1.1MB)
- Additional Leverage Ratio Buffer Model Requirements for G-SIIs - CP45/15 (pdf 0.2MB)
- UK leverage ratio: instructions for completing data items FAS083 and FSA084 - SS46/15 (pdf 1MB)
- Solvency II: the treatment of pension scheme risk - SS5/15 (pdf 0.8MB)
- Solvency II: the internal model treatment of participations - SS6/15 (pdf 1.9MB)
- Reports by skilled persons - SS7/14 UPDATE (pdf 2.1MB)
- Solvency II: supervision of firms in difficulty or run-off - SS7/15 (pdf 1.9MB)
- Solvency II: composites - SS8/15 (pdf 1.9MB)
- Valuation risk for insurers - SS9/14 UPDATE (pdf 0.6MB)
- Solvency II: group supervision - SS9/15 (pdf 0.8MB)
-
2016
- Solvency II: Remuneration requirements - SS10/16 (pdf 1.1MB)
- Solvency II: Regulatory Reporting and exemptions - SS11/15 UPDATE (pdf 1MB)
- Solvency II: external audit of the public disclosure requirement - SS11/16 (pdf 1.2MB)
- Written reports by external auditors to the PRA - SS1/16 (pdf 1.2MB)
- Counterparty credit risk - SS12/13 UPDATE (pdf 1.3MB)
- Solvency II: Changes to internal models used by UK insurance firms - SS12/16 (pdf 0.9MB)
- Market risk - SS13/13 UPDATE (pdf 1.1MB)
- Underwriting standards for buy-to-let mortgage contracts - SS13/16 (pdf 0.6MB)
- Reporting instructions for non-Solvency II firms (except friendly societies) - SS14/16 (pdf 1.3MB)
- Solvency II: Monitoring model drift and standard formula SCR reporting for firms with an - SS15/16 (pdf 0.9MB)
- The minimum requirement for own funds and eligible liabilities (MREL) - SS16/16 (pdf 1MB)
- Solvency II: transitional measures on risk-free interest rates and technical - SS17/15 UPDATE (pdf 0.6MB)
- Solvency II: internal models - assessment, model change and the role of non-executive - SS17/16 (pdf 1.1MB)
- Solvency II: longevity risk transfers - SS18/16 (pdf 0.6MB)
- Solvency II: ORSA - SS19/16 (pdf 2.1MB)
- Supervising building societies: treasury and lending activities - SS20/15 UPDATE (pdf 1.5MB)
- Solvency II: reinsurance - counterparty credit risk - SS20/16 (pdf 2MB)
- Internal governance - SS21/15 UPDATE (pdf 1MB)
- Solvency II: recognition of deferred tax - SS2/14 UPDATE (pdf 2.2MB)
- The prudential regulation of credit unions - SS2/16 (pdf 0.8MB)
- The PRA's approach to supervising liquidity and funding risks - SS24/15 UPDATE (pdf 1.2MB)
- Strengthening individual accountability in banking - SS28/15 UPDATE (pdf 0.9MB)
- Strengthening individual accountability in banking - SS28/15 UPDATE (pdf 1.3MB)
- Fees: PRA approach and application - SS3/16 (pdf 0.9MB)
- ss3215-update (pdf 0.9MB)
- Pillar 2 reporting, including instructions for completing data FSA071 to FSA082 - SS34/15 UPDATE (pdf 0.4MB)
- Guidelines for completing regulatory reports - SS34/15 UPDATED (pdf 1.1MB)
- Guidelines for completing regulatory reports - SS34/15 UPDATED (pdf 1.2MB)
- Guidelines for completing regulatory reports - SS34/15 (pdf 1.2MB)
- Strengthening individual accountability in insurance - SS35/15 UPDATE (pdf 1.3MB)
- Solvency II: internal model reporting codes and components - SS37/15 UPDATE (pdf 0.6MB)
- Solvency II: reporting and public disclosure - options provided to supervisory - SS40/15 UPDATE (pdf 1.2MB)
- Capital extractions by run-off firms within the general insurance sector - SS4/14 UPDATE (pdf 0.6MB)
- Internal governance of third country branches - SS4/16 (pdf 1.6MB)
- Solvency II: the treatment of pension scheme risk - SS5/15 UPDATE (pdf 2.2MB)
- Corporate governance: Board responsibilities - SS5/16 (pdf 1.1MB)
- Recalculation of the 'transitional measure on technical provisions' under Solvency II - SS6/16 (pdf 1.1MB)
- The Contractual Recognition of Bail-In - Impracticability - SS7/16 (pdf 0.6MB)
- Ring-fenced bodies (RFBs) - SS8/16 (pdf 1.2MB)
- Ensuring operational continuity in resolution - SS9/16 (pdf 1.3MB)
-
2017
- Internal Ratings Based (IRB) approaches – SS11/13 UPDATE (pdf 1.5MB)
- Internal Ratings Based (IRB) approaches – SS11/13 UPDATE 2 (pdf 1.6MB)
- Supervising international banks: the PRA's approach to branch supervision - liquidity reporting - SS1/17 (pdf 1.3MB)
- Market risk - SS13/13 UPDATE (pdf 1.2MB)
- The minimum requirement for own funds and eligible liabilities (MREL) – buffers and Threshold Conditions – SS16/16 UPDATE (pdf 1.8MB)
- Credit risk mitigation - SS17/13 UPDATE (pdf 0.6MB)
- Depositor and dormant account protection - SS18/15 UPDATE (pdf 1.1MB)
- Depositor and dormant account protection - SS18/15 UPDATE September 2017 (pdf 1.2MB)
- Third country equivalence aspects of the credit risk provisions in the CRR, and recognised exchanges SS20/13 UPDATE (pdf 0.6MB)
- Supervising building societies: treasury and lending activities - SS20/15 UPDATE (pdf 2MB)
- Internal governance - SS21/15 UPDATE (pdf 0.6MB)
- The prudential regulation of credit unions - SS2/16 UPDATE (pdf 1.2MB)
- Remuneration – SS2/17 (pdf 1.7MB)
- Solvency II: regulatory reporting, internal model outputs - SS25/15 UPDATE (pdf 1.2MB)
- Solvency II: ORSA and the ultimate time horizon - non-life firms - SS26/15 UPDATE (pdf 1.2MB)
- Strengthening individual accountability in banking – SS28/15 UPDATE (pdf 1.4MB)
- The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) - SS31/15 UPDATE December 2017 (pdf 1.4MB)
- The Internal Capital Adequacy Assessment Process (ICAAP) and the SREP - SS31/15 UPDATE (pdf 1.4MB)
- The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) – SS31/15 UPDATE October 2017 (pdf 1.2MB)
- Fees: PRA approach and application - SS3/16 UPDATE (pdf 1.2MB)
- Solvency II: matching adjustment - illiquid unrated assets and equity release mortgages – SS3/17 (pdf 1.1MB)
- Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082 - SS32/15 (pdf 1.3MB)
- Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082 – SS32/15 UPDATE (pdf 1.1MB)
- Guidelines for completing regulatory reports - SS34/15 UPDATED (pdf 1.2MB)
- Guidelines for completing regulatory reports – SS34/15 UPDATED (pdf 1.2MB)
- Guidelines for completing regulatory reports – SS34/15 UPDATED (pdf 1.2MB)
- Guidelines for completing regulatory reports – SS34/15 UPDATED (pdf 0.9MB)
- Guidelines for completing regulatory reports – SS34/15 UPDATE (pdf 0.8MB)
- Strengthening individual accountability in insurance – SS35/15 UPDATE (pdf 1.2MB)
- Cyber insurance underwriting risk – SS4/17 (pdf 2.1MB)
- UK leverage ratio: instructions for completing data items FAS083 and FSA084 - SS46/15 UPDATE (pdf 1.2MB)
- Dealing with a market turning event in the general insurance sector (pdf 1.5MB)
- Maintenance of the ‘transitional measure on technical provisions’ under Solvency II – SS6/16 UPDATE (pdf 1.2MB)
- Compliance with the EBA's Guidelines on disclosure - SS6/17 (pdf 1.2MB)
- Solvency II: Data collection of market risk sensitivities – SS7/17 (pdf 1.1MB)
- Ring-fenced bodies (RFBs) - SS8/16 UPDATE (pdf 0.9MB)
- Ring-fenced bodies (RFBs) - SS8/16 UPDATE 2 (pdf 0.9MB)
- Authorisation and supervision of insurance special purpose vehicles – SS8/17 (pdf 1.1MB)
- Authorisation and supervision of insurance special purpose vehicles - SS8/17 UPDATE (pdf 1.3MB)
- Authorisation and supervision of insurance special purpose vehicles - SS8/17 - UPDATE December 2022 (pdf 0.6MB)
- Authorisation and supervision of insurance special purpose vehicles - SS8/17 - UPDATE May 2020 (pdf 2.2MB)
- Securitisation – SS9/13 UPDATE (pdf 0.9MB)
- Recovery planning - SS9/17 (pdf 0.9MB)
- Recovery plan information template - SS9/17 App 1 (xlsx 0.1MB)
-
2018
- Solvency II: Remuneration requirements -SS10/16 UPDATE July 2018 (pdf 2.1MB)
- Securitisation: General requirements and capital framework - SS10/18 (pdf 1.5MB)
- Solvency II: Regulatory Reporting and exemptions - SS11/15 UPDATE July 2018 (pdf 1.2MB)
- Solvency II: External audit of, and responsibilities of the governing body in relation to, the public disclosure requirement - SS11/16 UPDATE October 2018 (pdf 1MB)
- International banks: the Prudential Regulation Authority’s approach to branch authorisation and supervision - SS1/18 (pdf 1.4MB)
- Solvency II: Changes to internal models used by UK insurance firms - SS12/16 UPDATE (pdf 0.4MB)
- Market Risk - SS13/13 UPDATE (pdf 0.5MB)
- Solvency II: Monitoring model drift and standard formula SCR reporting for firms with an approved internal model - SS15/16 UPDATE July 2018 (pdf 0.4MB)
- Large exposures - SS16/13 June 2018 updating July 2016 (pdf 1.5MB)
- Large exposures - SS16/13 UPDATE June 2018 (pdf 1.2MB)
- Solvency II: internal models - assessment, model change and the role of non-executive directors - SS17/16 UPDATE (pdf 1.1MB)
- Solvency II: internal models - assessment, model change and the role of non-executive directors - SS17/16 UPDATE October 2018 (pdf 2.1MB)
- Resolution planning - SS19/13 UPDATE June 2018 (pdf 2.2MB)
- International insurers: the Prudential Regulation Authority’s approach to branch authorisation and supervision - SS2/18 (pdf 0.6MB)
- Solvency II: Supervisory approval for the volatility adjustment - SS23/15 UPDATE (pdf 0.8MB)
- The PRA’s approach to supervising liquidity and funding risks - SS24/15 UPDATE (pdf 1.4MB)
- The PRA’s approach to supervising liquidity and funding risks - SS24/15 UPDATE April 2018 (pdf 1.8MB)
- Solvency II: regulatory reporting, internal model outputs - SS25/15 UPDATE July 2018 (pdf 1.1MB)
- Solvency II: Regulatory reporting, internal model outputs - SS25/15 UPDATE October 2018 (pdf 1.2MB)
- Solvency II: ORSA and the ultimate time horizon – non-life firms - SS26/15 UPDATE July 2018 (pdf 1.1MB)
- Solvency II: ORSA and the ultimate time horizon - non-life firms - SS26/15 UPDATE October 2018 (pdf 0.6MB)
- Strengthening individual accountability in banking - SS28/15 UPDATE July 2018 (pdf 1.6MB)
- The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) - SS31/15 UPDATE April 2018 (pdf 1.3MB)
- The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) - SS31/15 UPDATE November 2018 (pdf 1.6MB)
- Solvency II: Matching adjustment - illiquid unrated assets and equity release mortgages - SS3/17 UPDATE July 2018 (pdf 1.3MB)
- Supervisory Statement 3/17 UPDATE - December 2018 (pdf 1.8MB)
- Model risk management principles for stress testing - SS3/18 (pdf 0.6MB)
- Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082, and PRA111 - SS32/15 UPDATE April 2018 (pdf 1.2MB)
- Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082, and PRA111 - SS32/15 UPDATE December 2018 (pdf 2.2MB)
- Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082, and PRA111 - SS32/15 UPDATE April 2018 (Effective 1 Jan 2019) (pdf 1.3MB)
- Guidelines for completing regulatory reports - SS34/15 UPDATE (pdf 0.8MB)
- Guidelines for completing regulatory reports - SS34/15 UPDATE December 2018 (pdf 0.6MB)
- Guidelines for completing regulatory reports - SS34/15 UPDATE June 2018 (pdf 1.5MB)
- Strengthening individual accountability in insurance - SS35/15 UPDATE (pdf 1.3MB)
- Strengthening individual accountability in insurance - SS35/15 UPDATE July 2018 (pdf 1.6MB)
- Solvency II: life insurance product reporting codes - SS36/15 UPDATE (pdf 0.3MB)
- Whistleblowing in deposit-takers, PRA-designated investment firms and insurers - SS39/15 UPDATE July 2018 (pdf 0.6MB)
- Financial management and planning by insurers - SS4/18 (pdf 2.2MB)
- The UK leverage ratio framework - SS45/15 UPDATE (pdf 1.9MB)
- Additional Leverage Ratio Buffer Model Requirements - Definitions (SS45/15) (pdf 0.8MB)
- UK leverage ratio: instructions for completing data items FSA083 and FSA084 - SS46/15 UPDATE (pdf 0.6MB)
- Corporate governance: Board responsibilities - SS5/16 UPDATE July 2018 (pdf 0.6MB)
- Algorithmic trading - SS5/18 (pdf 0.6MB)
- Solvency II: National Specific Templates LOG files – SS6/18 (pdf 0.6MB)
- Solvency II: Data collection of market risk sensitivities - SS7/17 UPDATE July 2018 (pdf 1.3MB)
- Solvency II: Matching adjustment - ss7/18 (pdf 2.4MB)
- Solvency II: Internal models – modelling of the matching adjustment - ss8/18 (pdf 2.2MB)
- Securitisation: Significant Risk Transfer - SS9/13 UPDATE November 2018 (pdf 1.3MB)
- Securitisation: Significant Risk Transfer - SS9/13 UPDATE November 2018 (effective 1 Jan 2019) (pdf 1.5MB)
- Solvency II: Group supervision - SS9/15 UPDATE (pdf 1.2MB)
- Solvency II: Internal models – modelling of the volatility adjustment - SS9/18 (pdf 2.1MB)
-
2019
- Internal Ratings Based (IRB) approaches - SS11/13 UPDATE March 2019 (pdf 2.2MB)
- SS1/16 - Written reports by external auditors to the PRA - UPDATE - March 2019 (pdf 1.4MB)
- Non-binding PRA materials: The PRA’s approach after the UK’s withdrawal from the EU - SS1/19 (pdf 1.5MB)
- Non-binding PRA materials: The PRA’s approach after the UK’s withdrawal from the EU - SS1/19 UPDATE April 2019 (pdf 1.5MB)
- Credit risk mitigation - SS17/13 - March 2019 (pdf 1MB)
- Credit risk mitigation - SS17/13 UPDATE July 2019 (pdf 0.9MB)
- Credit risk mitigation - SS17/13 UPDATE2 July 2019 (pdf 0.9MB)
- Depositor and dormant account protection - SS18/15 UPDATE April 2019 (pdf 2.1MB)
- Depositor and dormant account protection - SS18/15 UPDATE February 2019 (pdf 2.8MB)
- Solvency II: Own funds - SS2/15 UPDATE September 2019 (pdf 0.8MB)
- PRA approach to interpreting reporting and disclosure requirements and regulatory transactions forms after the UK’s withdrawal from the EU - SS2/19 (pdf 1.8MB)
- 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 (pdf 1.6MB)
- The PRA’s approach to supervising liquidity and funding risks - SS24/15 UPDATE December 2019 (pdf 1.6MB)
- The PRA’s approach to supervising liquidity and funding risks - SS24/15 UPDATE v2 December 2019 (pdf 2.4MB)
- The PRA’s approach to supervising liquidity and funding risks - SS24/15 UPDATE June 2019 (pdf 1.6MB)
- Solvency II: Regulatory reporting, internal model outputs - SS25/15 UPDATE - September 2019 (pdf 0.9MB)
- Strengthening individual accountability in banking - SS28/15 update (pdf 1.9MB)
- The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) - SS31/15 UPDATE (pdf 1.6MB)
- Supervisory Statement 3/15 – February 2019 (pdf 0.9MB)
- Supervisory Statement 3/15 - September 2019 (pdf 1.4MB)
- Fees: PRA approach and application - Supervisory Statement 3/16 UPDATE February 2019 (pdf 1.4MB)
- Fees: PRA approach and application - SS3/16 UPDATE June 2019 (pdf 1.4MB)
- Solvency II: Matching adjustment - illiquid unrated assets and equity release mortgages - SS3/17 UPDATE September 2019 (pdf 1.6MB)
- Enhancing banks’ and insurers’ approaches to managing the financial risks from climate change- SS3/19 (pdf 2.5MB)
- Guidelines for completing regulatory reports - Supervisory Statement 34/15 UPDATE December 2019 (pdf 2.1MB)
- Guidelines for completing regulatory reports - Supervisory Statement 34/15 UPDATE August 2019 (pdf 1.9MB)
- Supervisory Statement 34/15 UPDATE – January 2019 (pdf 1MB)
- Guidelines for completing regulatory reports - Supervisory Statement 34/15 UPDATE June 2019 (pdf 1.9MB)
- Guidelines for completing regulatory reports - Supervisory Statement 34/15 UPDATE September 2019 (pdf 2MB)
- Guidelines for completing regulatory reports - Supervisory Statement 34/15 UPDATE2 September 2019 (pdf 1.1MB)
- Resolution assessment and public disclosure by firms - SS4/19 (pdf 1.5MB)
- Liquidity risk management for insurers - SS5/19 (pdf 2.8MB)
- Maintenance of the ‘transitional measure on technical provisions’ under Solvency II - SS6/16 UPDATE November 2019 (pdf 0.9MB)
- Subordinated guarantees and the quality of capital - SS8/14 UPDATE September 2019 (pdf 0.9MB)
- Supervisory Statement 9/15 - March 2019 (pdf 1.5MB)
-
2020
- Standardised approach - SS10/13 UPDATE May 2020 (pdf 0.6MB)
- Supervising international banks - the PRA's approach to branch supervision - liquidity reporting - SS1/17 UPDATE December 2020 (pdf 0.4MB)
- Supervisory Statement 1/19 – April 2019 UPDATED December 2020 (pdf 1.4MB)
- SS1/19 – December 2020 (pdf 0.6MB)
- Solvency II: Prudent Person Principle - SS1/20 (pdf 2.4MB)
- Counterparty credit risk - October 2020 - SS12/13 (pdf 1.7MB)
- Market risk - SS13/13 Update November 2020 (pdf 1.1MB)
- Groups - SS15/13 UPDATE December 2020 (pdf 2MB)
- Groups - SS15/13 UPDATE January 2021 (pdf 1.4MB)
- The minimum requirement for own funds and eligible liabilities (MREL) - buffers and Threshold Conditions - SS16/16 UPDATE December 2020 (pdf 0.7MB)
- SS18/15 – December 2020 (pdf 1.7MB)
- Supervisory Statement 15/18 – April 2019 UPDATED December 2020 (pdf 1.9MB)
- Solvency II: longevity risk transfers - SS18/16 (pdf 2.4MB)
- Supervising building societies' treasury and lending activities - SS20/15 UPDATE December 2020 (pdf 1.7MB)
- Supervising building societies’ treasury and lending activities - SS20/15 UPDATE February 2020 (pdf 2.6MB)
- Supervising building societies' treasury and lending activities - SS20/15 UPDATE July 2020 (pdf 3.3MB)
- The prudential regulation of credit unions - SS2/16 UPDATE - March 2020 (pdf 1.6MB)
- Remuneration - SS2/17 UPDATE December 2020 (pdf 1.9MB)
- Supervisory Statement 2/19 – April 2019 UPDATED December 2020 (pdf 1.4MB)
- SS2/19 – December 2020 (pdf 1.3MB)
- The PRA's approach to supervising liquidity and funding risks - SS24/15 UPDATE July 2020 (pdf 2.5MB)
- The PRA’s approach to supervising liquidity and funding risks - SS24/15 UPDATE March 2020 (pdf 2.2MB)
- The PRA's approach to supervising liquidity and funding risks - SS24/15 UPDATE September 2020 (pdf 1.9MB)
- Strengthening individual accountability in banking - SS28/15 UPDATE December 2020 (pdf 2.1MB)
- Strengthening individual accountability in banking - SS28/15 UPDATE February 2020 (pdf 2.1MB)
- The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) - SS31/15 UPDATE Dec 2020 (pdf 1.1MB)
- The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) - SS31/15 UPDATE Dec 2021 (pdf 1.7MB)
- The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) - SS31/15 UPDATE Jan 2020 (pdf 1.6MB)
- The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) - SS31/15 UPDATE July 2020 (pdf 2MB)
- Solvency II: The quality of capital instruments - SS3/15 UPDATE March 2020 (pdf 2.4MB)
- Fees: PRA approach and application - SS3/16 UPDATE July 2020 (pdf 0.9MB)
- Solvency II: illiquid unrated assets - SS3/17 UPDATE April 2020 (pdf 2.8MB)
- SS32/15 - Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082, and PRA 111 - UPDATE December 2020 (pdf 1.4MB)
- SS34/15 - Guidelines for completing regulatory reports - UPDATE December 2020 (pdf 1.7MB)
- Guidelines for completing regulatory reports - SS34/15 UPDATE September 2020 (pdf 2.1MB)
- Strengthening individual accountability in insurance - SS35/15 UPDATE February 2020 (pdf 2.8MB)
- Internal governance of third country branches - SS4/16 UPDATE December 2020 (pdf 1.1MB)
- The UK leverage ratio framework - SS45/15 UPDATE December 2020 (pdf 1.3MB)
- Implementing CRD: Capital buffers - SS6/14 UPDATE December 2020 (pdf 2.1MB)
- Implementing CRD: Capital buffers - SS6/14 UPDATE January 2021 (pdf 0.8MB)
- Implementing CRD IV: capital buffers - SS6/14 UPDATE January 2020 (pdf 2.2MB)
- Definition of capital (CRR firms) - SS7/13 UPDATE March 2020 (pdf 1.7MB)
- Solvency II: Data collection of market risk sensitivities - SS7/17 UPDATE September 2020 (pdf 0.8MB)
- Securitisation – Significant Risk Transfer - SS9/13 UPDATE July 2020 (pdf 1MB)
- Solvency II: Group supervision - SS9/15 UPDATE April 2020 (pdf 1.5MB)
- Recovery planning - SS9/17 updated December 2020 (pdf 0.9MB)
- Recovery planning - SS9/17 UPDATE July 2020 (pdf 1.8MB)
-
2021
- SS10/18 – Securitisation: General requirements and capital framework - October 2021 (pdf 0.8MB)
- SS11/13 – Internal Ratings Based (IRB) approaches - June 2021 update (pdf 2.3MB)
- SS11/15 – Solvency II: Regulatory Reporting and exemptions - December 2021 (pdf 0.9MB)
- SS11/16 - Solvency II: External audit of, and responsibilities of the governing body in relation to, the public disclosure requirement (pdf 2.3MB)
- SS1/16 - Written reports by external auditors to the PRA (pdf 0.8MB)
- SS1/21 - Operational resilience: Impact tolerances for important business services - March 2021 (pdf 2.4MB)
- SS1/21 Operational resilience: Impact tolerances for important business services - March 2022 (pdf 1MB)
- SS12/13 ' Counterparty credit risk' - Jan 2022 (pdf 1MB)
- SS15/13 'Groups' - Jan 2022 (pdf 0.9MB)
- SS16/13 'Large exposures' - Jan 2022 (pdf 0.9MB)
- SS18/15 - Depositor and dormant account protection (pdf 1.5MB)
- SS2/17 - Remuneration - December 2021 (pdf 1.8MB)
- SS2/17 'Remuneration' - July 2021 (pdf 1.6MB)
- SS2/19 'PRA approach to interpreting reporting and disclosure requirements and regulatory transaction forms after the UK's withdrawal from the EU' - Jan 2022 (pdf 0.8MB)
- SS2/21 - Outsourcing and third party risk management (pdf 3.2MB)
- SS24/15 'The PRA's approach to supervising liquidity and funding risks' - Jan 2022 (pdf 2.9MB)
- SS28/15 - Strengthening individual accountability in banking - December 2021 (pdf 1.1MB)
- SS28/15 - Strengthening individual accountability in banking (pdf 1.7MB)
- SS31/15 – The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) UPDATE April 2021 (pdf 2.1MB)
- SS3/21 - Non-systemic UK banks: The Prudential Regulation Authority’s approach to new and growing banks (pdf 2.2MB)
- SS32/15 - Pillar 2 reporting, including instructions for completing data items FSA071 to FSA082, and PRA111 - November 2021 (pdf 0.8MB)
- SS34/15 'Guidelines for completing regulatory reports' - Jan 2022 (pdf 2.2MB)
- SS34/15 - Guidelines for completing regulatory reports - January 2022 (pdf 1.7MB)
- SS34/15 - Guidelines for completing regulatory reports - May 2022 (pdf 1.1MB)
- SS35/15 - Guidelines for completing regulatory reports - November 2021 (pdf 2MB)
- SS34/15 - 'Guidelines for completing regulatory reports' - Oct 2021 (pdf 2MB)
- SS34/15 - 'Guidelines for completing regulatory reports' - PS22/21 (pdf 2MB)
- SS35/15 - Strengthening individual accountability in insurance (pdf 4MB)
- SS40/15 - Solvency II: reporting and public disclosure options provided to supervisory authorities (pdf 0.9MB)
- SS41/15 - Solvency II: applying EIOPA Set 2, System of Governance and ORSA Guidelines (pdf 2.3MB)
- SS4/19 - Resolution assessment and public disclosure by firms - May 2021 (pdf 0.9MB)
- SS4/21 - Ensuring operational continuity in resolution (pdf 0.9MB)
- SS44/15 - Solvency II: third-country insurance and pure reinsurance branches - December 2021 (pdf 1MB)
- SS45/15 'The UK leverage ratio framework' - August 2022 (pdf 1.6MB)
- SS45/15 - 'The UK leverage ratio framework' (pdf 1MB)
- SS5/21 - International banks: The PRA’s approach to branch and subsidiary supervision - July 2021 (pdf 2.2MB)
- SS7/13 - Definition of capital (CRR firms) (pdf 1.5MB)
- 2022
-
2023
- Supervisory statement 12/13 – December 2023 (pdf 2.2MB)
- Supervisory Statement 1/23 – May 2023 (pdf 1.1MB)
- Supervisory statement 13/13 – December 2023 (pdf 2.2MB)
- Supervisory statement 18/15 – June 2023 (pdf 0.6MB)
- Supervisory statement 2/17 – December 2023 (pdf 0.6MB)
- Supervisory Statement 2/17 – February 2023 (pdf 2.2MB)
- Supervisory statement 2/17 - October 2023 (pdf 1.4MB)
- Supervisory statement 24/15 – December 2023 (pdf 0.8MB)
- Supervisory statement 31/15 – May 2023 (pdf 2.4MB)
- Supervisory statement 3/16 – Fees: PRA approach and application (pdf 2.1MB)
- Supervisory statement 45/15 – May 2023 (pdf 2.1MB)
-
2024
- Appendix 20: Supervisory Statement SS9/15 - Solvency II: Group supervision (pdf 0.4MB)
- Supervisory statement 12/13 – September 2024 (pdf 2.1MB)
- Supervisory statement 3/24 – September 2024 (pdf 1.8MB)
- Supervisory statement 4/24 – September 2024 (pdf 2.2MB)
- Supervisory statement 17/13 – September 2024 (pdf 1.9MB)
- Supervisory statement 10/13 – September 2024 (pdf 1.9MB)
- Supervisory statement 34/15 – September 2024 (pdf 2MB)
- Appendix 10: Supervisory statement SS8/24 - Solvency II: Calculation of technical provisions (pdf 0.2MB)
- Supervisory statement 10/16 - November 2024 - update (pdf 1.2MB)
- Supervisory statement 10/18 – April 2024 (pdf 0.3MB)
- Supervisory statement 10/24 – November 2024 (pdf 0.8MB)
- Supervisory statement SS11/15 [Deleted in its entirety] - Solvency II: regulatory reporting and limitations (pdf 1.5MB)
- Supervisory statement 11/16 – February 2024 (pdf 1.9MB)
- Supervisory statement 11/16 – June 2024 – Future (pdf 1.8MB)
- Supervisory statement 11/16 – June 2024 – Update (pdf 1.1MB)
- Supervisory statement 11/16 - November 2024 - update (pdf 0.9MB)
- Supervisory statement 11/24 – December 2024 (pdf 0.3MB)
- Supervisory statement 1/14 - November 2024 - update (pdf 1.1MB)
- Supervisory statement 1/15 - November 2024 - update (pdf 1MB)
- Supervisory statement 1/20 – June 2024 – Update (pdf 2.2MB)
- Supervisory statement 1/20 - November 2024 - update (pdf 0.7MB)
- Supervisory statement 12/15 – February 2024 (pdf 1.9MB)
- Supervisory statement 12/16 – February 2024 (pdf 1.8MB)
- Supervisory statement 1/24 – February 2024 (pdf 1.7MB)
- Supervisory statement 13/15 - November 2024 - update (pdf 1.1MB)
- Supervisory statement 14/15 - November 2024 - update (pdf 1.1MB)
- Supervisory statement 15/15 – February 2024 (pdf 2MB)
- Supervisory statement SS15/15 [Deleted in its entirety] - Solvency II: approvals (pdf 1.3MB)
- Supervisory statement 16/15 - November 2024 - update (pdf 1MB)
- Supervisory statement 17/15 - February 2024 (pdf 3.6MB)
- Supervisory statement 17/15 - November 2024 - update (pdf 1.1MB)
- Supervisory statement 17/16 - February 2024 (pdf 3.5MB)
- Supervisory statement 17/16 – February 2024 (pdf 1.8MB)
- Supervisory statement 17/16 - November 2024 - update (pdf 0.7MB)
- Supervisory statement 17/16 - October 2018 - update (pdf 2MB)
- Supervisory statement 18/16 - November 2024 - update (pdf 1.1MB)
- Supervisory statement 19/16 - November 2024 - update (pdf 1.1MB)
- Supervisory statement 20/16 (pdf 1.9MB)
- Supervisory statement 20/16 - November 2024 - update (pdf 0.8MB)
- Supervisory statement 2/14 - November 2024 - update (pdf 1.2MB)
- Appendix 12: Supervisory statement SS2/15: Solvency II: Own funds (pdf 0.5MB)
- Supervisory statement 2/18 – March 2018 (pdf 1.2MB)
- Supervisory statement 2/21 - November 2024 - update (pdf 0.8MB)
- Supervisory statement 22/15 - November 2024 - update (pdf 1.1MB)
- Supervisory statement 2/14 - March 2024 (pdf 1MB)
- Supervisory statement SS23/15 [Deleted in its entirety] - Solvency II: Supervisory approval for the volatility adjustment (pdf 1.6MB)
- Supervisory statement 25/15 – February 2024 (pdf 3.9MB)
- Supervisory statement 25/15 - November 2024 - update (pdf 0.8MB)
- Supervisory statement 30/15 - November 2024 - update (pdf 1MB)
- Supervisory statement 3/15 - November 2024 - update (pdf 0.5MB)
- Supervisory statement 3/16 - November 2024 - update (pdf 1.1MB)
- Supervisory statement 3/17 – June 2024 – Update (pdf 2.7MB)
- Supervisory statement 3/17 - November 2024 - update (pdf 1.4MB)
- Supervisory statement 3/19 - November 2024 - update (pdf 1.2MB)
- Supervisory statement 3/21 - March 2024 (pdf 1.8MB)
- Supervisory statement 33/15 - November 2024 (deleted) (pdf 1.8MB)
- Supervisory statement 35/15 - November 2024 - update (pdf 2.1MB)
- Supervisory statement SS36/15 [Deleted in its entirety] - Solvency II: life insurance product reporting codes (pdf 1MB)
- Supervisory statement 38/15 - November 2024 - update (pdf 1MB)
- Supervisory statement 40/15 – February 2024 (pdf 1.7MB)
- Appendix 16 - Solvency II: reporting and disclosure (pdf 0.4MB)
- Supervisory statement 41/15 - November 2024 - update (pdf 1MB)
- Supervisory statement 4/15 – February 2024 (pdf 3.4MB)
- Supervisory statement 4/15 - November 2024 - update (pdf 1.1MB)
- Supervisory statement 4/17 - November 2024 - update (pdf 0.8MB)
- Supervisory statement 4/18 - November 2024 - update (pdf 1.1MB)
- Supervisory statement 44/15 - February 2024 (pdf 2MB)
- Supervisory statement 44/15 - December 2021 (pdf 1.9MB)
- Supervisory statement 44/15 – February 2024 (pdf 3.7MB)
- Supervisory statement 44/15 - May 2024 - Update current (pdf 0.5MB)
- Supervisory statement 44/15 - May 2024 - Update new future (pdf 2.7MB)
- Supervisory statement 44/15 - November 2024 - update (pdf 1.1MB)
- Supervisory statement 45/15 - July 2024 (pdf 2MB)
- Supervisory statement 5/14 – February 2024 (pdf 2MB)
- Supervisory statement 5/15 - November 2024 - update (pdf 1.1MB)
- Supervisory statement 5/17 - November 2024 - update (pdf 3.2MB)
- Supervisory statement 5/19 - November 2024 - update (pdf 1.2MB)
- Supervisory statement 5/24 – July 2024 (pdf 2.1MB)
- Supervisory statement 5/24 - November 2024 - update (pdf 0.8MB)
- Supervisory statement 6/15 - November 2024 - update (pdf 1MB)
- Supervisory statement 6/16 - February 2024 (pdf 2MB)
- Update to SS6/18 - [Deleted in its entirety] Solvency II: National Specific Templates LOG files (pdf 1.2MB)
- Supervisory statement 6/24 – November 2024 (pdf 1MB)
- Supervisory statement 7/14 - November 2024 - update (pdf 1.1MB)
- Supervisory statement 7/15 - November 2024 - update (pdf 1.1MB)
- Supervisory statement 7/17 – February 2024 (pdf 3.1MB)
- Supervisory statement 7/17 - November 2024 - update (pdf 0.6MB)
- Supervisory statement 7/18 – June 2024 – Update (pdf 3.2MB)
- Supervisory statement 7/18 - November 2024 - update (pdf 1.3MB)
- Supervisory statement 7/24 – November 2024 (pdf 0.3MB)
- Supervisory statement 8/14 - November 2024 - update (pdf 1.1MB)
- Supervisory statement 8/15 - November 2024 - update (pdf 1.1MB)
- Appendix 17: Supervisory Statement SS8/17 - Authorisation and supervision of UK insurance special purpose vehicles (pdf 0.7MB)
- Supervisory statement 8/18 – June 2024 – Update (pdf 2.2MB)
- Supervisory statement 8/18 - November 2024 - update (pdf 0.8MB)
- Appendix 10: Supervisory statement SS8/24 - Solvency II: Calculation of technical provisions (pdf 0.2MB)
- Supervisory statement 9/15 – February 2024 (pdf 1.9MB)
- Supervisory statement SS9/15 - Solvency II: Group supervision (pdf 0.4MB)
- Supervisory statement 9/18 - November 2024 - update (pdf 1.1MB)
- Supervisory statement 13/16 – September 2024 (pdf 1.4MB)
- 2025
-
2013
-
transforming-data-collection
- Bank and FCA response to DSC recommendations (pdf 0.2MB)
- Bank of England and FCA Response to Phase 1 Recommendations from the Joint Transformation Programme (pdf 0.2MB)
- CRE Underwriting Standards Review Template (xlsx 0.1MB)
- Data Standards Committee Recommendations (pdf 0.2MB)
- Data Standards Review – EY report (pdf 1.2MB)
- Digital regulatory reporting 2023 update (pdf 0.4MB)
- Joint Transforming Data Collection from the UK Financial Sector: Submission form for demo days (docx 0.2MB)
- Phase 1 Recommendations of the Data Standards Committee and Reporting Transformation Committee (pdf 1.9MB)
- Transforming Data Collection – response to phase two industry recommendations and future strategy - 28 March 2024 (pdf 0.2MB)
- Transforming data collection - roadmap next 18 months (pdf 0.1MB)
- Transforming data collection Town Hall slides – 29 March 2023 (pdf 10.3MB)
- Transforming data collection Town Hall slides – 29 November 2022 (pdf 2MB)
- Transforming Data Collection Town Hall presentation – 13 July 2023
- Transforming Data Collection Town Hall – 13 July 2023 - transcript (pdf 0.1MB)
- Transforming data collection Town Hall slides – 13 October 2021 (pdf 1MB)
- Transforming data collection – Joint Transformation Programme February 2022 update (pdf 1.5MB)
- Transforming data collection – Joint Transformation Programme December update (pdf 1.8MB)
-
approach