PRU 2.2.9 Guidance for Form PIB 2 — Appendix 3 — Detail of Non-Trading Book Assets (PSIAR)

Instructional Guidelines

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

Item No. Item Guidance
2.A3.13 CRCOM (PSIAR) CRCOM: 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 Form PIB 2, Appendix 8, Item No. 2.A8.1.2 for the DCR calculation.