This paper develops a Prudent Risk Management approach to monetary policy communication under uncertainty, using the Bank of England’s April 2026 policy round as a case study. It argues that central banks should move beyond reliance on a single baseline forecast and instead organize analysis around scenarios, market expectations, and the asymmetric costs of policy errors. The framework combines the Market Reference Scenario with Case A and Case B alternatives and uses the ENDOCRED model to treat policy credibility and inflation expectations as endogenous rather than fixed. The paper proposes a division between policymakers, who exercise judgment and accept accountability, and economists, who support decisions by identifying risks, testing assumptions, and evaluating scenarios. An accompanying mock Monetary Policy Report illustrates how a lean, scannable format can improve transparency, communicate uncertainty, and strengthen credibility. The study also highlights the role of AI-assisted tools in research, scenario analysis, documentation, and economist training.