The PRA holds IRB mortgage roundtable

The PRA held a roundtable meeting on the internal ratings based (IRB) approach for mortgage exposures, for PRA-regulated firms with, or interested in seeking, an IRB permission for mortgage exposures, on 30 September 2024 at UK Finance.
Published on 16 October 2024

The PRA held a meeting for firms that are either using the internal ratings based (IRB) approach or are interested in seeking permission to use the IRB approach, to calculate capital requirements for mortgage exposures. The PRA provided clarifications on specific topics as requested by the industry and presented on common cross-firm modelling issues. The presentation slides used at the event are attached.

Presentation slides

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