TITLE IU.K. VALUATION AND RISK-BASED CAPITAL REQUIREMENTS (PILLAR I), ENHANCED GOVERNANCE (PILLAR II) AND INCREASED TRANSPARENCY (PILLAR III)

CHAPTER VU.K.SOLVENCY CAPITAL REQUIREMENT STANDARD FORMULA

SECTION 5U.K.Market risk module

Subsection 5U.K.Spread risk sub-module
F1 Article 176a U.K. Internal assessment of credit quality steps of bonds and loans

Textual Amendments applied to the whole legislation

F1Regulation revoked (30.6.2024 for the revocation of Arts. 52-54; 31.12.2024 in so far as not already in force) by Financial Services and Markets Act 2023 (c. 29), s. 86(3), Sch. 1 Pt. 3 (with s. 1(4)); S.I. 2023/1382, reg. 5(c)(i); S.I. 2024/620, Sch. (with savings in relation to a Gibraltar group or a Gibraltar undertaking in S.I. 2024/1083, reg. 3)