PRU-EPRS 1.11 Instructional Guidelines — Form B20 — Appendix 5 — Detail of Non-Market Risk in Trading Book — PSIA Unrestricted (PSIAU)

Past version: effective from 16/12/2007 - 13/04/2013
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Purpose

Form B20A5 is intended to capture the details regarding the non-market risk in the Trading Book of an Authorised Firm, particularly those arising from exposures funded by the PSIAU funds.

Applicability

This form is applicable to the Authorised Firms categorised under prudential category 5 and Authorised Firms classified under categorised 1, 2, 3 and managing PSIAs within an Islamic Window.

Content & Structure of the form in EPRS

This form is identical to the form B20A4 in respect of its content and structure in EPRS.

Derived from GM5/2007 (Made 16th December 2007). [VER1/12-07]