PRU-EPRS 1.8 PRU-EPRS 1.8 Instructional Guidelines — Form B20 — Appendix 2 — Details of Non-Trading Book Assets — PSIA Unrestricted ("PSIAU ").
Form B20A2 is intended to capture the details regarding the calculation of risk weighted assets in respect of the
PSIAUassets in the Non-Trading Bookof an Authorised Firm.
This form is applicable to
Authorised Firmswhich are Domestic Firmsand are categorised under prudential category 5. It is also applicable to Authorised Firmswhich are Domestic Firmsclassified under prudential category 1 and involved in managing PSIAs within an Islamic Window.
The form is designed to capture the details regarding the risk weighted assets on the
Non-Trading Bookand the applicable capital charge which is essential for calculation of the DCR capital requirement.
Structure of the form in EPRS
This form is identical to the form B20A1 in
EPRS.Derived from GM5/2007 (Made 16th December 2007). [VER1/12-07]
PRU-EPRS 1.8 Instructional Guidelines1. All the Instructional Guidelines provided for form B20A1 are applicable to this form also. However, this form is meant only for Exposures relating to assets funded by
PSIAUinvestments.2. Note that the Capital Requirement for Non-Trading Bool assets figure as calculated in this form is transferred to Form B20A8, item no B104_0120.Derived from GM5/2007 (Made 16th December 2007). [VER1/12-07]