Policies relating to the calculation of risk-weighted assets for credit risk mitigation for banks, building societies and investment firms

UK legislation

Supervisory Statements

  • Credit risk: internal ratings based approaches (SS11/13)
  • Credit risk mitigation (SS17/13)
  • Underwriting standards for buy-to-let mortgage contracts (SS13/16)
  • Third country equivalence aspects of the credit risk provisions in the CRR, and recognised exchanges (SS20/13)

UK technical standards

  • Main indices and recognised exchanges - Commission Implementing Regulation (EU) 2016/1646, as amended, including by the amendments in the Technical Standards (Capital Requirements) (EU Exit) (No.3) Instrument 2019, Annex U, and the Technical Standards (Capital Requirements) (EU Exit) (No.4) Instrument 2020, Annex E
 
This page was last updated 31 January 2023