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Capital and credit risk requirements

On 1 October 2021, we published the finalised bank capital adequacy requirements, outlined in the new Banking Prudential Requirements (BPR) documents. Documents with a version date after 1 July 2021 differ from those published in June 2021, mainly to correct formatting and incorporate minor technical changes.

BPR documents

 

BPR document Version date
BPR100: Capital adequacy (PDF 652 KB) 1 July 2024
BPR110: Capital definitions (PDF 1.26 MB) 1 October 2023
BPR120: Capital adequacy process requirements (PDF 608 KB) 1 October 2023
BPR130: Credit risk RWAs overview (PDF 543 KB) 1 July 2024
BPR131: Standardised credit risk RWAs (PDF 967 KB) 1 July 2024
BPR132: Credit risk mitigation (PDF 778 KB) 1 July 2024
BPR133: IRB credit risk RWAs (PDF 1.1 MB) 1 July 2024
BPR134: IRB minimum system requirements (PDF 752 KB) 1 July 2024
BPR140: Market risk exposure (PDF 784 KB) 1 July 2024
BPR150: Standardised operational risk (PDF 467 KB) 1 July 2024
BPR151: AMA operational risk (PDF 581 KB) 1 July 2024
BPR160: Insurance, securitisation, and loan transfers (PDF 527 KB) 1 July 2024
BPR001: Glossary (PDF 550 KB) 1 October 2023

Capital instrument transitionals

These are specific (superseded) versions of Banking Supervision Handbook documents that are referred to by BPR110: Capital Instruments for the purpose of defining transitional Additional Tier 1 and Tier 2 capital instruments.

Document  Document reference Date of issue
BS2A November 2015 superseded (PDF 1.8 MB) BS2A November 2015
BS2B November 2015 superseded (PDF 3.4 MB) BS2B November 2015