Guidance
SS10/13 – Credit risk - standardised approach
Printed on: 12/10/2024
Rulebook at: 01/01/2022
This SS has not yet been added to the PRA Rulebook. It is available on the Bank of England website, here.
https://www.bankofengland.co.uk/prudential-regulation/publication/2013/credit-risk-standardised-approach-ss
Related links
Benchmarking of Internal Approaches | https://www.prarulebook.co.uk/pra-rules/benchmarking-of-internal-approaches |
PS11/20 - Credit risk: Probability of Default and Loss Given Default estimation | https://www.bankofengland.co.uk/prudential-regulation/publication/2019/credit-risk-probability-of-default-and-loss-given-default-estimation |