PRA CONSULTATION PAPER CP5/19: PILLAR 2 CAPTIAL

The PR Consultation Paper (CP 5/19) proposes updates to the Pillar 2 capital framework and will be effective as of October 2019.  It addresses:

 

  • Refinement of P2A scaling of stress outcomes
  • The approach to assessing weaknesses in risk management and governance
  • The process for updating the benchmarks used to calculate the Pillar 2A requirement for credit risk; and
  • The PRA Buffer

 

DOWNLOAD NOTES FROM PRA CONSULTATION PAPER CP5/19

 

 

 

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