PRU 2.2.8 Guidance for Form PIB 2 — Appendix 2 — Detail of Non-Trading Book Assets (PSIAu)
All the guidance notes in PIB 2 Appendix 1 apply here. Only enter exposures relating to assets of the PSIAu investors.
|2.A2.13||CRCOM (PSIAu)||CRCOM is derived by multiplying the sum of risk weighted assets from the non trading book and exposures arising from OTC derivative contracts in the same book by 8%. The number here is transferred to the DCR calculation in Form PIB 2, Appendix 8, Item No. 2.A8.1.2.|