PRA Proposes Basel 3.1 Market-Risk Model Changes

The Prudential Regulation Authority has opened a consultation on a package of targeted adjustments to the Basel 3.1 internal model approach (IMA) for market risk, proposing changes intended to make the framework more proportionate and operationally workable while maintaining its prudential standards. Published on 19 June 2026 as consultation paper CP9/26, the proposals follow the … Read more