PRU-EPRS 1.4 Instructional Guidelines — Form B10 — Appendix 3 — Market Risk in the Trading Book

Purpose

Form B10A3 is intended to capture information on capital charges applicable to market risk Exposures in the Trading Book of an Authorised Firm.

Applicability

This form is applicable to Authorised Firms which are Domestic Firms categorised under prudential categories 1 and 2. This form is not applicable to the Authorised Firms operating through a Branch in the DIFC, Islamic Financial Institutions IFIs and Authorised Firms managing PSIAs.

Content

The form is designed to enable Authorised Firms to report the capital charges applicable to the various elements of market risk Exposures in their Trading Book and the resultant capital charge for market risk i.e. Market Risk Capital Requirement.

Structure of the form in EPRS

B10A3 is presented as a single form in the EPRS.

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