PRU 2.2.8 Guidance for Form PIB 2 — Appendix 2 — Detail of Non-Trading Book Assets (PSIAu)

Instructional Guidelines

All the guidance notes in PIB 2 Appendix 1 apply here. Only enter exposures relating to assets of the PSIAu investors.

Item No. Item Guidance
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.