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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.
|BPR document||Version date|
|BPR100: Capital adequacy (PDF 1 MB)||1 October 2021|
|BPR110: Capital definitions (PDF 1.2 MB)||1 October 2021|
|BPR120: Capital adequacy process requirements (PDF 1.2 MB)||
1 July 2021
|BPR130: Credit risk RWAs overview (PDF 907 KB)||1 July 2021|
|BPR131: Standardised credit risk RWAs (PDF 1.6 MB)||1 October 2021|
|BPR132: Credit risk mitigation (PDF 1.3 MB)||1 October 2021|
|BPR133: IRB credit risk RWAs (PDF 1.6 MB)||1 October 2021|
|BPR134: IRB minimum system requirements (PDF 1.1 MB)||1 July 2021|
|BPR140: Market risk exposure (PDF 1.3 MB)||1 October 2021|
|BPR150: Standardised operational risk (PDF 797 KB)||1 July 2021|
|BPR151: AMA operational risk (PDF 945 KB)||1 July 2021|
|BPR160: Insurance, securitisation, and loan transfers (PDF 859 KB)||1 July 2021|
|BPR001: Glossary (PDF 970 KB)||1 July 2021|
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These are specific (superseded) versions of Banking Supervision Handbook documents that are referred to by BPR110: Capital Instruments for the purpose of defining transitional Additional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.