Entire Section

  • PRU-EPRS 1.9 PRU-EPRS 1.9 Instructional Guidelines — Form B20 — Appendix 3 — Details of Non-Trading Book Assets — PSIA Restricted ("PSIAR")

    Purpose

    Form B20A3 is intended to capture the details regarding the calculation of risk weighted assets in respect of the PSIAR assets in the Non-Trading Book of an Authorised Firm.

    Applicability

    This form is applicable to Authorised Firms which are Domestic Firms and are categorised under prudential category 5. It is also applicable to Authorised Firms which are Domestic Firms classified under prudential category 1 who are managing PSIAs within an Islamic Window.

    Content

    The form is designed to capture the details regarding the risk weighted assets on the Non-Trading Book and 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]
    [Amended] [VER2/04-13]

    • PRU-EPRS 1.9 Instructional Guidelines

      1. 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 the PSIAR investments.
      2. Note that the Capital Requirement for Non-Trading Book 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]
      [Amended] [VER2/04-13]