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PRA Climate Change Stress Testing: Update on the Requirements

Following the discussion paper released in 2019 on the requirements on the upcoming climate change stress test, the PRA has recently published an update with some revisions on the approach.

PRA publishes feedback to responses to Consultation Paper (CP) 15/20

Following Consultation Paper 15/20, the PRA have recently published Policy Statement 23/20 which confirms the final policies regarding the calculation frequency of Risks not in VaR (RNIVs) and the selection of the window for Stressed VaR (sVaR).