PRU 2.2.12 Guidance for Form PIB 2 — Appendix 6 — Detail of Non-Market Risk in Trading Book (PSIAR)

Instructional Guidelines

All the guidance notes in Form PIB 2, Appendix 4 apply here unless otherwise stated. This Appendix relates to PSIAR assets only.

Item No. Item Guidance
2.A6.4 Total capital requirement for non-market risk in the (PSIAR) trading book The total CPCOM figure as reported here should be transferred to Form PIB 2, Appendix 8, Item No. 2.A8.1.1.