PRU-EPRS 1.20 Instructional Guidelines — Form B70 — Large Exposures Schedule

Purpose

Form B70 is intended to capture the information regarding the Large Exposures of an Authorised Firm.

Applicability

This form is applicable to Authorised Firms categorised under prudential categories 1, 2, 3A and 5. This form is not applicable to Authorised Firms operating through a Branch in the DIFC. Instead, the Branches should use the form B90A1.

Content

The form is designed to capture information regarding the

20 Largest Exposures,
Details of Exposures to Connected Counterparties and
10 Largest Exempt Exposures of an Authorised Firm.

Further details are sought in respect of these Exposures such as type of Counterparties, provisioning amount etc which are explained under the Instructional Guidelines section below.

Structure of the form in EPRS

In EPRS the form is split into two parts namely, Part I — Capital Resources and Part II — Exposures.

Values in Part I — Capital Resources are calculated by EPRS based on the data in form B60 - Capital Adequacy Calculation.

PART II — Exposures is a linked form and all the information regarding Large Exposures have to be entered in this form.

Derived from GM5/2007 (Made 16th December 2007). [VER1/12-07]
[Amended] [VER2/04-13]