PRU-EPRS 1.2 Instructional Guidelines — Form B10 — Appendix 1 — Details of Non-Trading Book Assets
Form B10A1 is intended to capture the information regarding the calculation of risk weighted assets ("RWA") in the
This form is applicable to
The form is designed to capture the details regarding the risk weighted assets on the
Structure of the form in EPRS
B10A1 consists of following three linked forms
Accordingly, all on-balance sheet items should be analysed in the first linked form, off balance sheet items in the second linked form, and Securitisation Exposures in the third linked form.
The main form has the links to the three linked forms and also displays the total RWA calculated by each of the linked forms. The main form also calculates the total Non-Trading Book Risk Weighted Asset (NTB RWA) and the CRCOM applicable to the