PRU-EPRS 1.5 Instructional Guidelines — Form B10 — Appendix 4 — Calculation of the DCR

Purpose

Form B10A4 is intended to reflect the data on different elements of an Authorised Firm's Displaced Commercial Risk (DCR) Capital Requirement.

Applicability

This form is applicable to Authorised Firms falling under prudential category 5. Note that the DCR only applies in respect of Unrestricted PSIA accounts.

Content

The form is designed to capture the credit and market risk capital requirements pertaining to the assets of both restricted and Unrestricted PSIA accounts and calculate the Displaced Commercial Risk capital charge in respect of the PSIAs managed by an Authorised Firm as per applicable PIB Rules.

Structure of the form in EPRS

The form does no allow any manual data entry. The values required for completion of this form are directly sourced from the detailed appendices relating to CRCOM, Counterparty Risk Capital Requirement and Market Risk Capital Requirement pertaining to the restricted and Unrestricted PSIA businesses (Appendices B20A2, B20A3, B20A5, B20A6 and B20A7 respectively) that precede this form. So, Authorised Firms are advised to complete the appendices referred above before attempting to complete this form.

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