Prudential — Investment, Insurance Intermediation and Banking Rules (PRU) [VER11.270422]
- PRU 1 APPLICATION, INTERPRETATION AND CATEGORISATION
- PRU 2 GENERAL REQUIREMENTS
- PRU 3 CAPITAL AND LEVERAGE
- PRU 4 CREDIT RISK
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PRU 5 MARKET RISK
- Introduction
- PRU 5.1 Application
- PRU 5.2 Market Risk systems and controls
- PRU 5.3 Calculation of the Market Risk Capital Requirement
- PRU 5.4 Interest Rate Risk Capital Requirement
- PRU 5.5 Equity Risk Capital Requirement
- PRU 5.6 Foreign Exchange Risk Capital Requirement
- PRU 5.7 Commodities Risk Capital Requirement
- PRU 5.8 Option Risk Capital Requirement
- PRU 5.9 Collective Investment Fund Risk Capital Requirement
- PRU 5.10 Securities Underwriting Capital Requirement
- PRU 5.11 Use of internal Market Risk models
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PRU 6 OPERATIONAL RISK
- Introduction
- PRU 6.1 Application
- PRU 6.2 Risk management framework and governance
- PRU 6.3 Risk identification and assessment
- PRU 6.4 Risk monitoring and reporting
- PRU 6.5 Control and mitigation
- PRU 6.6 Information Technology (IT) systems
- PRU 6.7 Information security
- PRU 6.8 Outsourcing
- PRU 6.9 Business continuity and disaster recovery
- PRU 6.10 Management of Operational Risks in trading activities
- PRU 6.11 Operational Risk Capital Requirement
- PRU 6.12 Professional indemnity insurance
- PRU 7 INTEREST RATE RISK IN THE NON-TRADING BOOK
- PRU 8 GROUP RISK
- PRU 9 LIQUIDITY RISK
- PRU 10 SUPERVISORY REVIEW AND EVALUATION PROCESSES
- PRU 11 DISCLOSURE REQUIREMENTS
- PRU APP1 CATEGORIES OF AUTHORISED PERSONS
- PRU APP2 GENERAL REQUIREMENTS
- PRU APP3 CAPITAL
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PRU APP4 CREDIT RISK
- PRU A4.1 Credit Risk systems and controls
- PRU A4.2 Credit conversion factors (CCFs) for calculating Exposures
- PRU A4.3 Collateral calculations and haircuts
- PRU A4.4 Qualifying Securities Financing Transactions (SFTs)
- PRU A4.5 Requirements for use of VaR models
- PRU A4.6 Credit RWA — Unsettled Transactions, free deliveries and OTC Derivatives
- PRU A4.7 Credit RWA — repurchase agreements, reverse repurchase agreements, similar transactions and other deferred settlements
- PRU A4.8 Credit RWA — other Trading Book transactions
- PRU A4.9 Exposures to central counterparties
- PRU A4.10 Securitisation
- PRU A4.11 Large Exposures
- PRU A4.12 The Simplified Approach for Category 2 and 3A Firms
- PRU APP5 CREDIT VALUATION ADJUSTMENT (CVA) RISK
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PRU APP6 MARKET RISK
- PRU A6.1 Market Risk systems and controls
- PRU A6.2 Interest Rate Risk Capital Requirement
- PRU A6.3 Equity Risk Capital Requirement
- PRU A6.4 Foreign Exchange Risk Capital Requirement
- PRU A6.5 Commodities Risk Capital Requirement
- PRU A6.6 Option Risk Capital Requirement
- PRU A6.7 Collective Investment Fund Risk Capital Requirement
- PRU A6.8 Securities Underwriting Risk Capital Requirement
- PRU A6.9 Use of internal models for Market Risk
- PRU APP7 CALCULATING THE OPERATIONAL RISK CAPITAL REQUIREMENT
- PRU APP8 NOT USED
- PRU APP9 NOT USED
- PRU APP10 LIQUIDITY
- PRU APP11 SUPERVISORY REVIEW AND EVALUATION PROCESSES
- PRU APP12 PUBLIC DISCLOSURE REQUIREMENTS