Several of my bay tree leaves are curled at the edges and are a pale yellow colour.

What is causing this?

The curling and discolouration is due to an attack by trioza alacris, the bay sucker, a pest that feeds on the sap of the tree.

If there are not too many leaves affected, pick them off and burn them.

For a severe attack wait until spring and then spray with a suitable insecticide, mixed and applied to the manufacturers specification.