PRU-EPRS 1.13 Instructional Guidelines — Form B20 — Appendix 7 — Details of Market Risk in the Trading Book
Form B20A7 is intended to capture the details regarding the market risk in the
This form is applicable to
The form is designed to enable
Structure of the form in EPRS
The form is split into two linked forms namely, "Interest Rate Risk Capital Requirement" and "All Other Risks".