SA-CVA · PRA2026/1Explore. Calculate. Understand.

Based on the PRA’s January 2026 instrument, effective 1 January 2027. Based on Annex K, Credit Valuation Adjustment Risk, Chapter 5. All capital applets show the full-scope rules before any Chapter 7 transitional treatment.
THE BIG PICTURE

Here’s what’s happening

Explore the idea

TRY THIS

FOLLOW THE NUMBERS

Calculation walkthrough

THE IDEA, SIMPLY

WHAT THIS EXAMPLE ASSUMES

CHECK THE SOURCE

Original educational examples. Synthetic portfolios and data, with amounts in £ millions unless stated. Prescribed rules are identified separately from teaching assumptions. This is not a trade-to-capital regulatory reporting engine.