Guidance
SS13/13 – Market risk
Printed on: 06/11/2024
Rulebook at: 26/11/2020
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/market-risk-ss
Related links
| Market Risk | https://www.prarulebook.co.uk/pra-rules/market-risk |
| PS23/20 - "Market risk: Calculation of risks not in value at risk, and stressed value at risk" | https://www.bankofengland.co.uk/prudential-regulation/publication/2020/market-risk-rniv-svar |