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Central Banks

PRA sets out adjustments to its market risk internal model approach under Basel 3.1

News · 19 Jun 2026 · 🇬🇧 United Kingdom

PRA sets out adjustments to its market risk internal model approach under Basel 3.1

The Prudential Regulation Authority (PRA) has today published a consultation on the internal model approach to market risk (IMA), which represents the final piece of Basel 3.1’s implementation in the UK.

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