-
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
- Solvency II approvals and MA rule permission
- 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
- Solvency II Effective Value Test parameters
- MA Asset and Liability Information Request
- Review of Solvency II: 2022 Data Collection Exercise (DCE)
- Review of Solvency II: Reporting phase 3: 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’
-
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
- 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
- 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
- Mutuality and with-profit funds: a way forward
- Occasional Consultation Paper
- Policyholder Protection
- PRA Administration Instruments
- PRA approach documents 2014
- Regulated fees and levies: rates proposals 2014/15
- Reports by skilled persons
- Responses to CP5/14
- A review of requirements for firms entering into or expanding in the banking sector: one year on
- Senior insurance managers regime: a new regulatory framework for individuals
- Solvency II approvals
- Solvency II: calculation of technical provisions and the use of internal models for general insurers
- 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
- Solvency II: recognition of deferred tax
- Strengthening accountability in banking: a new regulatory framework for individuals
- Strengthening accountability in banking: forms, consequential and transitional aspects
- Strengthening the alignment of risk and reward: new remuneration rules
- Subordinated guarantees and the quality of capital for insurers
- Subordinated guarantees and the quality of capital for insurers
- Supervising International Banks: the PRA’s approach to branch supervision
- Supervising international banks: the PRA’s approach to branch supervision
- The financial stability information power
- The implementation of ring-fencing: consultation on legal structure, governance and the continuity of services and facilities
- The PRA Rulebook
- The PRA Rulebook: Part 2
- The Prudential Regulation Authority's (PRA's) approach to schemes of arrangement proposed by PRA-authorised insurers under Part 26 of the Companies Act 2006
- The PRA’s approach to with-profits insurance business
- The use of PRA powers to address serious failings in the culture of firms
- Transposition of Solvency II: Part 3
- Valuation risk for insurers
- Valuation risk for insurers
-
2015
- Aggregation of holdings for the purpose of prudential assessment of controllers
- Amendments to various forms
- Prudential Regulation Authority Annual Report and Accounts 2015
- Approach to non-executive directors in banking and Solvency II firms & Application of the presumption of responsibility to Senior Managers in banking firms
- Assessing capital adequacy under Pillar 2
- Capital extractions by run-off firms within the general insurance sector
- Changes to the Approved Persons Regime for Solvency II firms: forms, consequential changes and transitional arrangements
- Conditions, time limits and variations
- Contractual stays in financial contracts governed by third-country law
- Contractual stays in financial contracts governed by third-country law
- Corporate governance: Board responsibilities
- CRD IV: Interim LCR reporting
- Deposit Guarantee Scheme
- Depositor and dormant account protection
- Depositor and dormant account protection - consequential amendments
- Depositor and dormant account protection - further amendments
- 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
- 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
- Solvency II: applying EIOPA's Set 1 Guidelines to PRA-authorised firms
- Solvency II: approvals
- Solvency II: composites
- Solvency II: conditions governing business
- Solvency II: consistency of UK generally accepted accounting principles with the Solvency II Directive
- 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
- 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
- Solvency II: supervision of firms in difficulty or run-off
- Solvency II: supervisory approval for the volatility adjustment
- Solvency II: surplus funds
- Solvency II: the internal model treatment of participations
- Solvency II: the quality of capital instruments
- Solvency II: the solvency and minimum capital requirements
- Solvency II: the treatment of pension scheme risk
- Solvency II: third-country branches
- SS44/15 - Solvency II: third-country insurance and pure reinsurance branches
- Solvency II: transitional measures on risk-free interest rates and technical provisions
- Solvency II: treatment of sovereign risk in the internal model
- Strengthening accountability in banking and insurance: regulatory references
- Strengthening accountability in banking: UK branches of foreign banks
- Strengthening individual accountability in banking and insurance - responses to CP14/14 and CP26/14
- Strengthening individual accountability in banking: responses to CP14/14, CP28/14 and CP7/15
- Strengthening individual accountability in banking
- Strengthening individual accountability in insurance: responses to CP26/14, CP7/15 and CP13/15
- Strengthening individual accountability in insurance
- Supervising building societies' treasury and lending activities
- Supervising international banks: the Branch Return
- The impact of climate change on the UK insurance sector
- The implementation of ring-fencing: prudential requirements, intragroup arrangements and use of financial market infrastructures
- The implementation of ring-fencing: the PRA's approach to ring-fencing transfer schemes
- The minimum requirement for own funds and eligible liabilities (MREL) - buffers and Threshold conditions
- The PRA Rulebook: Fees
- The PRA Rulebook: Part 3
- The PRA Rulebook: Part 4
- The Prudential Regulation Authority’s approach to insurance business transfers
- 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
- 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
- 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
- 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
- Solvency II: longevity risk transfers
- Solvency II: Monitoring model drift and standard formula SCR reporting for firms with an approved internal model
- Solvency II: ORSA
- Solvency II: reinsurance - counterparty credit risk
- PRA statement on adjustments to firms’ PRA buffers
- PRA statement on feedback received during the consultation period for CP21/16 ‘Pillar 2 liquidity’
- PRA statement on the concept of ‘durable link’
- PRA statement on the interaction between the PRA buffer and the CRD IV combined buffer
- Strengthening individual accountability in banking: responses to CP1/16, and the Certification Part of CP29/15
- Strengthening individual accountability in banking: amendments to notification rules and forms
- Strengthening accountability in banking and insurance: amendments and optimisations
- Strengthening accountability in banking and insurance: Implementation of SM&CR and SIMR; and PRA requirements on regulatory references
- Supervising building societies' treasury and lending activities
- The PRAs response Independent Evaluation Offices evaluation of secondary competition objective
- The contractual recognition of bail-in: amendments to Prudential Regulation Authority rules
- The contractual recognition of bail-in: impracticability
- The implementation of ring-fencing: reporting and residual matters
- The implementation of ring-fencing: the PRA’s approach to ring-fencing transfer schemes
- The minimum requirement for own funds and eligible liabilities (MREL) - buffers and Threshold Conditions
- The PRA’s approach to identifying other systemically important institutions (O-SIIs)
- The PRA's approach to the implementation of the 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
- 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
- Recovery planning
- Refining the PRA's Pillar 2A capital framework
- Regulated fees and levies: Adjustment to rates for 2017/18
- Regulated fees and levies: rates proposals 2017/18
- Regulatory reporting: occasional consultation paper
- Remuneration
- Responses to CP18/17 Occasional Consultation Paper - Chapters 7 and 8
- Responses to CP2/17 ‘Occasional Consultation Paper’
- Responses to CP36/16 and correction to PS2/16 PIN rules
- Results of the firm feedback survey 2016 17
- Solvency II: Matching adjustment
- Solvency II: Supervisory disclosures, PRA’s supervisory approach and insurance regulations applicable in the UK year-end 2016
- Solvency II templates for the disclosure of aggregate statistical data year-end 2016
- Solvency II: Data collection of market risk sensitivities – CP7/17
- Solvency II: Data collection of market risk sensitivities
- 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
-
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
- october
-
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)
- CP10/24 – Updates to the UK policy framework for capital buffers
-
april
- 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
-
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
- 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)
- 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
- Supplementary application form: CRR Article 77/78 (pdf 0.2MB)
- Allowances for consolidated requirements (market risk): CRR Article 325 (pdf 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)
- 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)
- self-assessment-form (docx 0.1MB)
- Market risk advanced standardised approach ASA application questionnaire (pdf 0.2MB)
-
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 (doc 0.2MB)
- Form to be used by an individual (other than in that individual's capacity) as a trustee, settlor or beneficiary of a trust (doc 0.5MB)
- Form for a firm undertaking an internal reorganisation (doc 0.2MB)
- Form to be used by a partnership (doc 0.5MB)
- Form to be used by a person in their capacity as a trustee, settlor or beneficiary of a trust (doc 0.6MB)
- holding-company-approvals
-
insurance-special-purpose-vehicles
- ISPV FAQs (pdf 0.2MB)
- Application form for insurance special purpose vehicles (ISPVs) (doc 0.3MB)
- ISPV VoP Application Form (doc 0.3MB)
- MISPV Group of Cells Notification Form (pdf 0.8MB)
- MISPV group of cells notification form Jan 19 (pdf 0.3MB)
- 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 (pdf 0.4MB)
- Application form for insurance special purpose vehicles (ISPVs) - notes (doc 0.2MB)
- 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 form for banks (For subsidiaries and start-ups only) (doc 0.7MB)
- Application form for banks - notes (pdf 0.4MB)
- 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 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 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)
- 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 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)
- 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)
- Solvency II - Form A Short - Application to perform controlled functions (pdf 0.7MB)
- 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 models including major change applications (SI Reg 48) (pdf 0.1MB)
- 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 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 (doc 0.2MB)
- 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)
- Transitional measures - risk-free interest rate (SI Reg 53) (pdf 0.4MB)
- Transitional measures - technical provisions (SI Reg 54) (pdf 0.2MB)
- 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
- 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)
- Qualifying parent undertakings capital buffers and Pillar 2A model direction (pdf 0.3MB)
- 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)
- 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)
-
which-firms-does-the-pra-regulate
- 2016
-
2017
- List of designated firms - December 2017 (pdf 0.1MB)
- List of authorised insurers
- List of Banks
-
List of Building Societies
- List of building societies - December 2017 (pdf 0.1MB)
- List of building societies - August 2017 (pdf 0.1MB)
- List of building societies - July 2017 (pdf 0.1MB)
- List of building societies - November 2017 (pdf 0.1MB)
- List of building societies - October 2017 (pdf 0.1MB)
- List of building societies - September 2017 (pdf 0.1MB)
-
2018
- List of designated firms: December 2018 (pdf 0.1MB)
- List of authorised credit unions
-
List of authorised insurers
- List of EEA authorised insurers - January 2018 (pdf 0.7MB)
- List of EEA authorised insurers - July 2018 (pdf 4.9MB)
- List of EEA authorised insurers - October 2018 (pdf 4.1MB)
- List of UK authorised insurers - January 2018 (pdf 0.3MB)
- List of UK authorised insurers - July 2018 (pdf 1.9MB)
- List of UK authorised insurers - October 2018 (pdf 1.9MB)
-
List of Banks
- List of Banks - June 2018 (pdf 0.1MB)
- List of Banks - August 2018 (pdf 0.1MB)
- List of Banks - July 2018 (pdf 0.1MB)
- List of Banks - January 2018 (pdf 0.1MB)
- List of Banks - February 2018 (pdf 0.2MB)
- List of Banks - March 2018 (pdf 0.1MB)
- List of Banks - September 2018 (pdf 0.1MB)
- List of Banks - October 2018 (pdf 0.1MB)
- List of Banks - November 2018 (pdf 0.1MB)
- List of PRA-regulated banks: December 2018 (pdf 0.1MB)
- List of Banks - April 2018 (pdf 0.3MB)
- List of Banks - May 2018 (pdf 0.1MB)
-
List of Building Societies
- List of Building Societies - June 2018 (pdf 0.1MB)
- List of Building Societies - August 2018 (pdf 0.1MB)
- List of Building Societies - July 2018 (pdf 0.1MB)
- List of Building Societies - January 2018 (pdf 0.1MB)
- List of Building Societies - March 2018 (pdf 0.1MB)
- List of Building Societies - September 2018 (pdf 0.1MB)
- List of Building Societies - October 2018 (pdf 0.1MB)
- List of Building Societies - February 2018 (pdf 0.1MB)
- List of Building Societies - April 2018 (pdf 0.1MB)
- List of Building societies - May 2018 (pdf 0.1MB)
- List of Building Societies - November 2018 (pdf 0.1MB)
- List of PRA-regulated building societies: December 2018 (pdf 0.1MB)
-
2019
- List of designated firms: December 2019 (pdf 0.1MB)
- List of Banking Brands - December 2019 (pdf 0.4MB)
- List of Building Societies Brands - December 2019 (pdf 0.1MB)
- List of Banking Brands - September 2019 (pdf 0.4MB)
- List of Building Societies Brands - September 2019 (pdf 0.4MB)
- List of authorised credit unions
-
List of authorised insurers
- List of EEA authorised insurers - January 2019 (pdf 5MB)
- List of EEA authorised insurers - April 2019 (pdf 4.2MB)
- List of EEA Authorised Insurers - July 2019 (pdf 4.1MB)
- List of EEA authorised insurers - October 2019 (pdf 0.9MB)
- List of UK Authorised Insurers - April 2019 (pdf 1.8MB)
- List of UK Authorised Insurers - July 2019 (pdf 1.7MB)
- List of UK authorised insurers - October 2019 (pdf 0.4MB)
- List of UK Authorised Insurers: January 2019 (pdf 1.8MB)
-
List of Banks
- List of PRA-regulated banks: January 2019 (pdf 0.1MB)
- List of PRA-regulated banks: July 2019 (pdf 0.1MB)
- List of PRA-regulated banks: September 2019 (pdf 0.1MB)
- List of PRA-regulated banks: October 2019 (pdf 0.1MB)
- List of PRA-regulated banks: August 2019 (pdf 0.1MB)
- List of PRA-regulated Banks: December 2019 (pdf 0.1MB)
- List of PRA-regulated banks: February 2019 (pdf 0.1MB)
- List of PRA-regulated banks: March 2019 (pdf 0.1MB)
- List of PRA-regulated banks: April 2019 (pdf 0.1MB)
- List of PRA-regulated banks: May 2019 (pdf 0.1MB)
- List of PRA-regulated banks: June 2019 (pdf 0.1MB)
-
List of Building Societies
- List of PRA-regulated building societies: January 2019 (pdf 0.1MB)
- List of PRA-regulated building societies: June 2019 (pdf 0.1MB)
- List of PRA-regulated building societies - July 2019 (pdf 0.1MB)
- List of PRA-regulated building societies: October 2019 (pdf 0.1MB)
- List of PRA-regulated building societies: September 2019 (pdf 0.1MB)
- List of PRA-regulated building societies: August 2019 (pdf 0.1MB)
- List of PRA-regulated building societies: December 2019 (pdf 0.1MB)
- List of PRA-regulated building societies: February 2019 (pdf 0.1MB)
- List of PRA-regulated building societies: March 2019 (pdf 0.1MB)
- List of PRA-regulated building societies: April 2019 (pdf 0.1MB)
- List of PRA-regulated building societies: May 2019 (pdf 0.2MB)
- List of ring-fenced bodies as at 1 January 2019 (pdf 0.1MB)
-
2020
- List of Banking Brands - March 2020 (pdf 0.4MB)
- List of Building Societies Brands - March 2020 (pdf 0.1MB)
- List of authorised credit unions
-
List of authorised insurers
- List of EEA authorised insurers - April 2020 (pdf 0.9MB)
- List of EEA authorised insurers - January 2020 (pdf 4.2MB)
- List of EEA authorised insurers - July 2020 (pdf 4.1MB)
- List of EEA authorised insurers - October 2020 (pdf 4.3MB)
- List of UK authorised insurers - April 2020 (pdf 0.4MB)
- List of UK authorised insurers - January 2020 (pdf 1.7MB)
- List of UK authorised insurers - July 2020 (pdf 1.7MB)
- List of UK authorised insurers - October 2020 (pdf 1.6MB)
-
List of Banks
- List of PRA-regulated Banks - May 2020 (pdf 0.1MB)
- List of PRA-regulated Banks - July 2020 (pdf 0.1MB)
- List of PRA-regulated Banks - September 2020 (pdf 0.1MB)
- List of PRA-regulated Banks - October 2020 (pdf 0.1MB)
- List of PRA-regulated Banks - November 2020 (pdf 0.1MB)
- List of PRA-regulated Banks - April 2020 (pdf 0.1MB)
- List of PRA-regulated Banks - January 2020 (pdf 0.1MB)
- List of PRA-regulated Banks - February 2020 (pdf 0.1MB)
- List of PRA-regulated Banks - June 2020 (pdf 0.1MB)
- List of PRA-regulated Banks - August 2020 (pdf 0.2MB)
- List of PRA-regulated Banks - December 2020 (pdf 0.1MB)
- List of PRA-regulated Banks - August 2020 (pdf 1.3MB)
- List of PRA-regulated Banks - March 2020 (pdf 0.1MB)
-
List of Building Societies
- List of PRA-regulated Building Societies - January 2020 (pdf 0.1MB)
- List of PRA-regulated Building Societies - April 2020 (pdf 0.1MB)
- List of PRA-regulated Building Societies - May 2020 (pdf 0.1MB)
- List of PRA-regulated Building Societies - July 2020 (pdf 0.1MB)
- List of PRA-regulated Building Societies - February 2020 (pdf 0.1MB)
- List of PRA-regulated Building Societies - June 2020 (pdf 0.1MB)
- List of PRA-regulated Building Societies - August 2020 (pdf 0.1MB)
- List of PRA-regulated Building Societies - September 2020 (pdf 0.1MB)
- List of PRA-regulated Building Societies - October 2020 (pdf 0.1MB)
- List of PRA-regulated Building Societies - November 2020 (pdf 0.1MB)
- List of PRA-regulated Building Societies - December 2020 (pdf 0.1MB)
- List of PRA-regulated Building Societies - March 2020 (pdf 0.1MB)
- List of Banking Brands - July 2020 (pdf 0.4MB)
- List of Building Societies Brands - July 2020 (pdf 0.1MB)
- List of ring-fenced bodies as at 1 January 2020 (pdf 0.2MB)
-
2021
- List of designated firms: January 2021 (pdf 0.1MB)
-
List of authorised insurers
- List of Gibraltar authorised insurers - July 2021 (pdf 0.3MB)
- List of Gibraltar authorised insurers - May 2021 (pdf 0.4MB)
- List of Gibraltar authorised insurers - October 2021 (pdf 0.5MB)
- List of SRO authorised insurers - April 2021 (pdf 0.3MB)
- List of SRO authorised insurers – January 2021 (pdf 0.3MB)
- List of SRO authorised insurers - July 2021 (pdf 0.3MB)
- List of SRO authorised insurers - October 2021 (pdf 0.4MB)
- List of TPR authorised insurers - April 2021 (pdf 1MB)
- List of TPR authorised insurers – January 2021 (pdf 1MB)
- List of TPR authorised insurers - July 2021 (pdf 0.4MB)
- List of TPR authorised insurers - October 2021 (pdf 1MB)
- List of UK authorised insurers - April 2021 (pdf 1.6MB)
- List of UK authorised insurers – January 2021 (pdf 1.6MB)
- List of UK authorised insurers - July 2021 (pdf 0.4MB)
- List of UK authorised insurers - October 2021 (pdf 1.6MB)
-
List of Banks
- List of PRA-regulated Banks - January 2021 (pdf 0.1MB)
- List of PRA-regulated Banks - September 2021 (pdf 0.1MB)
- List of PRA-regulated Banks - February 2021 (pdf 0.1MB)
- List of PRA-regulated Banks - March 2021 (pdf 0.1MB)
- List of PRA-regulated Banks - April 2021 (pdf 0.1MB)
- List of PRA-regulated Banks - May 2021 (pdf 0.1MB)
- List of PRA-regulated Banks - June 2021 (pdf 0.1MB)
- List of PRA-regulated Banks - July 2021 (pdf 0.1MB)
- List of PRA-regulated Banks - August 2021 (pdf 0.1MB)
- List of PRA-regulated Banks - October 2021 (pdf 0.1MB)
- List of PRA-regulated Banks - November 2021 (pdf 0.1MB)
- List of PRA-regulated Banks - December 2021 (pdf 0.1MB)
-
List of Building Societies
- List of PRA-regulated Building Societies - September 2021 (pdf 0.1MB)
- List of PRA-regulated Building Societies - January 2021 (pdf 0.1MB)
- List of PRA-regulated Building Societies - March 2021 (pdf 0.1MB)
- List of PRA-regulated Building Societies - April 2021 (pdf 0.1MB)
- List of PRA-regulated Building Societies - May 2021 (pdf 0.1MB)
- List of PRA-regulated Building Societies - June 2021 (pdf 0.1MB)
- List of PRA-regulated Building Societies - July 2021 (pdf 0.1MB)
- List of PRA-regulated Building Societies - August 2021 (pdf 0.1MB)
- List of PRA-regulated Building Societies - October 2021 (pdf 0.1MB)
- List of PRA-regulated Building Societies - November 2021 (pdf 0.1MB)
- List of PRA-regulated Building Societies - December 2021 (pdf 0.1MB)
- List of PRA-regulated Building Societies - February 2021 (pdf 0.1MB)
- List of authorised credit unions
- List of Banking Brands – June 2021 (pdf 1MB)
- List of Banking Brands - October 2021 (pdf 0.8MB)
- List of Building Societies Brands – June 2021 (pdf 0.6MB)
- List of Building Society Brands - October 2021 (pdf 0.6MB)
- List of ring-fenced bodies as at 20 May 2021 (pdf 0.3MB)
-
2022
- List of designated firms: January 2022 (pdf 0.4MB)
- List of authorised credit unions
-
List of authorised insurers
- List of Gibraltar authorised insurers - January 2022 (pdf 0.1MB)
- List of Gibraltar authorised insurers - June 2022 (pdf 0.2MB)
- List of Gibraltar authorised insurers - April 2022 (pdf 0.1MB)
- List of Gibraltar authorised insurers - September 2022 (pdf 0.4MB)
- List of SRO authorised insurers - April 2022 (pdf 0.1MB)
- List of SRO authorised insurers - January 2022 (pdf 0.4MB)
- List of SRO authorised insurers - June 2022 (pdf 0.2MB)
- List of SRO authorised insurers - September 2022 (pdf 0.2MB)
- List of TPR authorised insurers - April 2022 (pdf 0.2MB)
- List of TPR authorised insurers - January 2022 (pdf 1MB)
- List of TPR authorised insurers - June 2022 (pdf 0.8MB)
- List of TPR authorised insurers - September 2022 (pdf 0.7MB)
- List of UK authorised insurers - April 2022 (pdf 0.4MB)
- List of UK authorised insurers - January 2022 (pdf 1.6MB)
- List of UK authorised insurers - June 2022 (pdf 1.7MB)
- List of UK authorised insurers - September 2022 (pdf 1.8MB)
- List of Banking Brands - July 2022 (pdf 0.7MB)
- List of Banking Brands - March 2022 (pdf 0.8MB)
- List of Banking Brands - November 2022 (pdf 0.5MB)
-
List of Banks
- List of PRA-regulated Banks: January 2022 (pdf 0.1MB)
- List of PRA-regulated Banks: February 2022 (pdf 0.1MB)
- List of PRA-regulated Banks: March 2022 (pdf 0.1MB)
- List of PRA-regulated Banks: May 2022 (pdf 0.1MB)
- List of PRA-regulated Banks: July 2022 (pdf 0.1MB)
- List of PRA-regulated Banks: August 2022 (pdf 0.1MB)
- List of PRA-regulated Banks: September 2022 (pdf 0.1MB)
- List of PRA-regulated Banks: October 2022 (pdf 0.1MB)
- List of PRA-regulated Banks: November 2022 (pdf 0.1MB)
- List of PRA-regulated Banks: December 2022 (pdf 0.1MB)
- List of PRA-regulated Banks: June 2022 (pdf 0.1MB)
- List of PRA-regulated Banks: April 2022 (pdf 0.1MB)
-
List of Building Societies
- List of PRA-regulated Building Societies: January 2022 (pdf 0.1MB)
- List of PRA-regulated Building Societies: February 2022 (pdf 0.1MB)
- List of PRA-regulated Building Societies: March 2022 (pdf 0.1MB)
- List of PRA-regulated Building Societies: May 2022 (pdf 0.1MB)
- List of PRA-regulated Building Societies: July 2022 (pdf 0.1MB)
- List of PRA-regulated Building Societies: August 2022 (pdf 0.1MB)
- List of PRA-regulated Building Societies: September 2022 (pdf 0.1MB)
- List of PRA-regulated Building Societies: October 2022 (pdf 0.1MB)
- List of PRA-regulated Building Societies: November 2022 (pdf 0.1MB)
- List of PRA-regulated Building Societies: December 2022 (pdf 0.1MB)
- List of PRA-regulated Building Societies: June 2022 (pdf 0.1MB)
- List of PRA-regulated Building Societies: April 2022 (pdf 0.1MB)
- List of Building Society Brands - July 2022 (pdf 0.6MB)
- List of Building Society Brands - March 2022 (pdf 0.6MB)
- List of Building Society Brands - November 2022 (pdf 0.2MB)
- List of ring-fenced bodies as at 1 January 2022 (pdf 0.1MB)
-
2023
- List of designated firms: January 2023 (pdf 0.4MB)
- List of authorised Credit unions
-
List of authorised insurers
- List of Gibraltar authorised insurers - April 2023 (pdf 0.4MB)
- List of Gibraltar authorised insurers - January 2023 (pdf 0.1MB)
- List of Gibraltar authorised insurers - July 2023 (pdf 0.3MB)
- List of Gibraltar authorised insurers - October 2023 (pdf 0.4MB)
- List of SRO authorised insurers - April 2023 (pdf 0.4MB)
- List of SRO authorised insurers - January 2023 (pdf 0.1MB)
- List of SRO authorised insurers - July 2023 (pdf 0.3MB)
- List of SRO authorised insurers - October 2023 (pdf 0.3MB)
- List of TPR authorised insurers - April 2023 (pdf 0.3MB)
- List of TPR authorised insurers - January 2023 (pdf 0.1MB)
- List of TPR authorised insurers - July 2023 (pdf 0.3MB)
- List of TPR authorised insurers - October 2023 (pdf 0.3MB)
- List of UK authorised insurers - April 2023 (pdf 0.5MB)
- List of UK authorised insurers - January 2023 (pdf 0.1MB)
- List of UK authorised insurers - July 2023 (pdf 0.5MB)
- List of UK authorised insurers - October 2023 (pdf 0.5MB)
-
List of Banks
- List of PRA-regulated Banks: January 2023 (pdf 0.1MB)
- List of PRA-regulated Banks: February 2023 (pdf 0.1MB)
- List of PRA-regulated Banks: March 2023 (pdf 0.1MB)
- List of PRA-regulated Banks: April 2023 (pdf 0.1MB)
- List of PRA-regulated Banks: May 2023 (pdf 0.1MB)
- List of PRA-regulated Banks: June 2023 (pdf 0.1MB)
- List of PRA-regulated Banks: July 2023 (pdf 0.1MB)
- List of PRA-regulated Banks: August 2023 (pdf 0.1MB)
- List of PRA-regulated Banks: September 2023 (pdf 0.1MB)
- List of PRA-regulated Banks: October 2023 (pdf 0.1MB)
- List of PRA-regulated Banks: November 2023 (pdf 0.1MB)
- List of PRA-regulated Banks: December 2023 (pdf 0.1MB)
-
List of Building Societies
- List of PRA-regulated Building Societies: January 2023 (pdf 0.1MB)
- List of PRA-regulated Building Societies: March 2023 (pdf 0.1MB)
- List of PRA-regulated Building Societies: June 2023 (pdf 0.1MB)
- List of PRA-regulated Building Societies: October 2023 (pdf 0.1MB)
- List of PRA-regulated Building Societies: November 2023 (pdf 0.1MB)
- List of PRA-regulated Building Societies: December 2023 (pdf 0.1MB)
- List of PRA-regulated Building Societies: February 2023 (pdf 0.1MB)
- List of PRA-regulated Building Societies: April 2023 (pdf 0.1MB)
- List of PRA-regulated Building Societies: May 2023 (pdf 0.1MB)
- List of PRA-regulated Building Societies: July 2023 (pdf 0.1MB)
- List of PRA-regulated Building Societies: August 2023 (pdf 0.1MB)
- List of PRA-regulated Building Societies: September 2023 (pdf 0.1MB)
- List of Banking Brands - February 2024 (pdf 0.2MB)
- List of Building Society Brands - February 2024 (pdf 0.1MB)
- List of ring-fenced bodies as at 1 January 2023 (pdf 0.1MB)
-
2024
- List of designated firms: January 2024 (pdf 0.1MB)
- List of designated firms: September 2024 (pdf 0.1MB)
- List of authorised credit unions
-
List of authorised insurers
- List of Gibraltar authorised insurers - April 2024 (pdf 0.1MB)
- List of SRO authorised insurers - April 2024 (pdf 0.1MB)
- List of UK authorised insurers - April 2024 (pdf 0.1MB)
- List of Gibraltar authorised insurers - January 2024 (pdf 0.1MB)
- List of Gibraltar authorised insurers - July 2024 (pdf 0.4MB)
- List of SRO authorised insurers - January 2024 (pdf 0.1MB)
- List of SRO authorised insurers - July 2024 (pdf 0.3MB)
- List of UK authorised insurers - January 2024 (pdf 0.1MB)
- List of UK insurers - July 2024 (pdf 0.5MB)
-
List of Banks
- List of PRA-regulated Banks: March 2024 (pdf 0.2MB)
- List of PRA-regulated Banks: April 2024 (pdf 0.2MB)
- List of PRA-regulated Banks: May 2024 (pdf 0.2MB)
- List of PRA-regulated Banks: September 2024 (pdf 0.2MB)
- List of PRA-regulated Banks: January 2024 (pdf 0.1MB)
- List of PRA-regulated Banks: February 2024 (pdf 0.1MB)
- List of PRA-regulated Banks: June 2024 (pdf 0.2MB)
- List of PRA-regulated Banks: July 2024 (pdf 0.2MB)
- List of PRA-regulated Banks: August 2024 (pdf 0.2MB)
-
List of Building Societies
- List of PRA-regulated Building Societies: August 2024 (pdf 0.3MB)
- List of PRA-regulated Building Societies: January 2024 (pdf 0.1MB)
- List of PRA-regulated Building Societies: February 2024 (pdf 0.1MB)
- List of PRA-regulated Building Societies: March 2024 (pdf 0.1MB)
- List of PRA-regulated Building Societies: April 2024 (pdf 0.1MB)
- List of PRA-regulated Building Societies: May 2024 (pdf 0.1MB)
- List of PRA-regulated Building Societies: June 2024 (pdf 0.1MB)
- List of PRA-regulated Building Societies: July 2024 (pdf 0.1MB)
- List of PRA-regulated Building Societies: September 2024 (pdf 0.1MB)
- List of ring-fenced bodies as at 1 January 2024 (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 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)
- 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)
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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 GN (pdf 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 (pdf 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 GN (pdf 0.2MB)
- Assessing capital adequacy under Pillar 2 - CP1/15 - Operational Risk GN (pdf 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 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 - Instructions - CP45/15 (pdf 0.3MB)
- FSA072 - Instructions - CP45/15 (pdf 0.3MB)
- FSA073 - Instructions - CP45/15 (pdf 0.3MB)
- FSA074 - Instructions - CP45/15 (pdf 0.3MB)
- FSA075 - Instructions - CP45/15 (pdf 0.3MB)
- FSA076 - Instructions - CP45/15 (pdf 0.3MB)
- FSA077 - Instructions - CP45/15 (pdf 0.3MB)
- FSA078 - Instructions - CP45/15 (pdf 0.4MB)
- FSA079 - Instructions - CP45/15 (pdf 0.4MB)
- FSA080 - Instructions - CP45/15 (pdf 0.3MB)
- FSA081 - Instructions - CP45/15 (pdf 0.3MB)
- 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)
- 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)
- Notes on filling in data-points in the Capital+ - CP17/16 PRA102 (pdf 0.5MB)
- Notes on filling in data-points in the Capital+ - CP17/16 PRA103 (pdf 0.4MB)
- 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: 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 (pdf 0.3MB)
- PRA110 Intragroup funding - CP25/16 (pdf 0.3MB)
- PRA111 and PRA112: Intragroup financial reporting - core and detailed breakdowns - CP25/16 (pdf 0.3MB)
- PRA113 Joint and several liability arising from taxes - CP25/16 (pdf 0.3MB)
- PRA114 Excluded activity entities - CP25/16 (pdf 0.3MB)
- PRA115 Use of financial market infrastructures - CP25/16 (pdf 0.3MB)
- 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 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)
- National specific template Log NS.01 - with-profits value of bonus (pdf 0.2MB)
- National specific template Log NS.02 - with-profits assets and liabilities (pdf 0.3MB)
- National specific template Log NS.03 - material pooling arrangements (pdf 0.2MB)
- National specific template Log NS.04 - assessable mutuals (pdf 0.2MB)
- National specific template Log NS.05 - revenue account life (pdf 0.3MB)
- National specific template Log NS.06 - business model analysis (life) (pdf 0.2MB)
- Business model analysis non-life (pdf 0.4MB)
- Business model analysis - financial guarantee insurers (pdf 0.3MB)
- Best estimate assumptions for life insurance risks (pdf 0.3MB)
- Projection of future cash flows (best estimate - non-life: liability claim types) (pdf 0.3MB)
- Non-life claim development information (general liability sub-classes) (pdf 0.3MB)
- The Society of Lloyd's solvency capital requirement (pdf 0.2MB)
- The Society of Lloyd's minimum capital requirement (pdf 0.2MB)
- 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)
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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)
- Pillar 2 liquidity instructions – CP13/17 (pdf 0.6MB)
- 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)
- 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)
- 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)
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2018
- Internal model counterparty risk – IM.02 LOG file - CP10/18 Appendix (pdf 0.2MB)
- 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)
- 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)
- 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)
- cp218ns05log (pdf 0.3MB)
- cp218ns06log (pdf 0.3MB)
- cp218ns07log (pdf 0.9MB)
- cp218ns09log (pdf 0.3MB)
- cp218ns10log (pdf 0.6MB)
- 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 outputs (Non-life) – IM.03 LOG file - CP10/18 Appendix (pdf 1.1MB)
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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 12: Draft updates to internal model output (IM.00) LOG file (pdf 0.9MB)
- Appendix 14: Draft updates to internal model output (IM.03) LOG file (pdf 1.2MB)
- 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)
- 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)
- CP7/19 - Solvency II: Equity release mortgages – Part 2 (pdf 1MB)
- CP8/19 - Supervising international banks: Revision of the Branch Return (pdf 1.1MB)
- 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)
- 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)
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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)
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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 II: Instructions for disclosure of key metric and overview of risk weighted exposure amounts (pdf 1.2MB)
- CP5/21 - Annex IV: Instructions for disclosure of risk management objectives and policies (pdf 1.1MB)
- CP5/21 - Annex VI: Instructions for disclosure of the scope of application (pdf 1.1MB)
- 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 XIV: Instructions for disclosure of liquidity requirements (pdf 1.2MB)
- CP5/21 - Annex XVI: Instructions for disclosure of credit risk quality (pdf 1.5MB)
- 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 XXII: Instructions for disclosure of the use of the IRB approach to credit risk (pdf 1.3MB)
- CP5/21 - Annex XXIV: Instructions for disclosure of specialised lending (pdf 1MB)
- CP5/21 - Annex XXVI: Instructions for disclosure of exposures to counterparty credit risk (pdf 1.1MB)
- 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 XXXII: Instructions for disclosure of operational risk (pdf 1MB)
- CP5/21 - Annex XXXIV: Instructions for disclosure of remuneration policy (pdf 1.3MB)
- CP5/21 - Annex XXXVI: Instructions for disclosure of encumbered and unencumbered assets (pdf 1.1MB)
- CP5/21 - Annex XXXVIII: Instructions for disclosure of interest rate risk in the banking book (IRRBB) (pdf 1.1MB)
- CP5/21 - Annex II: Instructions for reporting on own funds and own funds requirements (pdf 5.2MB)
- 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 VII: Instructions for reporting on losses stemming from lending collateralised by immovable property (pdf 0.9MB)
- 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 XVII: Instructions for reporting on asset encumbrance (pdf 1.6MB)
- CP5/21 - Annex XXI: Instructions for reporting on counterbalancing capacity (pdf 0.9MB)
- 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 XXVII: Instructions for supplementary reporting for the purpose of identifying and assigning G-SII buffer rates (pdf 1MB)
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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)
- 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 6b: Leverage ratio reporting instructions (pdf 2MB)
- CP14/21 - Appendix 6d: Leverage ratio disclosure instructions (pdf 1.4MB)
- 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 E Instructions (pdf 0.6MB)
- CP20/21 - Template A Instructions (pdf 0.7MB)
- CP20/21 - Template B Instructions (pdf 0.8MB)
- CP20/21 - Template C Instructions (pdf 0.6MB)
- CP20/21 - Template D Instructions (pdf 0.6MB)
- 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 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 II - Credit Risk Reporting instructions (pdf 1.4MB)
- CP16/22 - Annex XX - Credit Risk SA Disclosure instructions (pdf 0.8MB)
- CP16/22 - Annex XXXXX - CVA Disclosure instructions (pdf 0.8MB)
- CP16/22 - Annex II - CVA Reporting Instructions (pdf 0.9MB)
- CP16/22 - Annex XXX - FRTB Risk Disclosure instructions (pdf 0.8MB)
- CP16/22 - Annex II - Market Risk Reporting instructions (pdf 1.2MB)
- CP16/22 - Annex XXXII - Operational Risk Disclosure instructions (pdf 0.8MB)
- CP16/22 - Annex II - Operational Risk Reporting instructions (pdf 0.8MB)
- CP16/22 - Annex II - Output Floor Disclosure instructions (pdf 0.8MB)
- CP16/22 - Annex II - Output Floor Reporting instructions (pdf 0.8MB)
- CP16/22 - PRA 101a instructions (pdf 0.9MB)
- CP16/22 - PRA 102a instructions (pdf 0.9MB)
- CP16/22 - PRA 103a instructions (pdf 0.8MB)
- 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 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)
- 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)
- 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)
- 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)
- 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 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)
- 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
- october
-
september
- 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 - Leverage: LVR001-002 reporting instructions (pdf 1.6MB)
- CP7/24 - Pillar 2 Reporting schedule (pdf 1.7MB)
- CP7/24 - PRA111 reporting instructions (pdf 1.5MB)
- CP7/24 - PRA113S, PRA114S reporting instructions (pdf 1.6MB)
- CP7/24 full pdf for print (pdf 1.2MB)
-
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 LCR reporting notes (pdf 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 - instructions (pdf 0.1MB)
- P2A SF adjustments - data template (pdf 0.7MB)
-
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)
-
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)
-
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 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)
- 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)
- 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)
-
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)
- 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
-
2014
-
approach