PRA statement on supervisory benchmarking exercise relating to capital internal models

This Prudential Regulation Authority (PRA) statement addresses the 2021 supervisory benchmarking exercise for capital internal models, relevant to credit institutions in scope of the reporting requirements.
Published on 09 February 2021

18 May 2021 update: The PRA issued a statement addressing the 2022 and 2023 supervisory benchmarking exercise for capital internal models.

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