Title page 1

Contents 3

Chapter 1. Summary 4

Chapter 2. Scope of this consultation 7

Chapter 3. Own funds requirements 10

Chapter 4. Overall risk assessment 26

Chapter 5. Public disclosure of prudential information 39

Annex 1. Questions in this paper 42

Annex 2. Cost benefit analysis 43

Annex 3. Compatibility statement 44

Annex 4. Abbreviations used in this paper 50

Appendix 1. Draft Handbook text 52