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

PRA Counterparty Credit Risk (CRR) rules as at 1 January 2027. Core SA-CCR: Articles 274–280f. Future-dated UK alpha treatment is clearly identified; conditional transition is explored separately.
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. These representative portfolios are learning examples, not a regulatory reporting engine.