Fair value hedge and PRA buffer: Difference between pages

Revision as of 15:01, 29 October 2016

Capital adequacy - UK.

The PRA buffer is an amount of capital which UK-regulated banks are required to hold, determined following stress testing.

The amount is determined by the UK regulator, the Prudential Regulation Authority (PRA), following consultation with the regulated bank.

Any PRA buffer which the regulator may set is additional to Individual Capital Guidance (ICG).

The PRA buffer replaced the former 'capital planning buffer'.

@@ Line 1: / Line 1: @@
-''Risk management''.
+''Capital adequacy - UK''.
+The PRA buffer is an amount of capital which UK-regulated banks are required to hold, determined following stress testing.
+The amount is determined by the UK regulator, the Prudential Regulation Authority (PRA), following consultation with the regulated bank.
+Any PRA buffer which the regulator may set is additional to Individual Capital Guidance (ICG).
+The PRA buffer replaced the former 'capital planning buffer'.
-A fair value hedge is a strategy or hedging instrument designed to manage exposures to variations in fair values, rather than variations in cash flows.
 == See also ==
-* [[Cash flow hedge]]
+* [[Buffer]]
-* [[Fair value]]
+* [[Capital adequacy]]
-* [[Fair value hedge accounting]]
+* [[Idiosyncratic stress]]
-* [[Hedge accounting]]
+* [[Individual Capital Guidance]]
-* [[Hedging]]
+* [[Pillar 2]]
-* [[Net investment hedge accounting]]
+* [[Prudential Regulation Authority]]
-* [[Risk management]]
+* [[Reverse stress test]]
+* [[Scenario analysis]]
-[[Category:Financial_risk_management]]
+* [[Shock]]
+* [[Stress]]