UK Pillar II

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Visual representation of credit concentrations in a UK portfolio


This course is a DeepDive into the UK regulatory framework around credit risk concentrations and their treatment under Pillar II. The context is provided by Consultation Paper CP1/15 which establishes benchmark Pillar II capital add-on methodologies for all main credit concentration risk categories.


It covers the following topics:

  • The UK regulatory context around credit risk concentration and how the issue is represented in requirements and regulatory guidance
  • The use of concentration metrics for ICAAP

Course Level and Type

Introductory Level Core Level Advanced Level
Non-Technical CUK13028

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Discussion @ the Commons