PRU 2.2.12 Guidance for Form PIB 2 — Appendix 6 — Detail of Non-Market Risk in Trading Book (PSIAR)
All the guidance notes in Form PIB 2, Appendix 4 apply here unless otherwise stated. This Appendix relates to PSIAR assets only.
|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.|