Prudential — Investment, Insurance Intermediation and Banking Module (PIB) [VER41/01-22]
- PIB 1 Application, Interpretation and Categorisation
- PIB 2 General Requirements
- PIB 3 Capital
- PIB 4 Credit Risk
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PIB 5 Market Risk
- Introduction
- PIB 5.1 Application
- PIB 5.2 Market Risk Systems and Controls
- PIB 5.3 Calculation of the Market Risk Capital Requirement
- PIB 5.4 Interest Rate Risk Capital Requirement
- PIB 5.5 Equity Risk Capital Requirement
- PIB 5.6 Foreign Exchange Risk Capital Requirement
- PIB 5.7 Commodities Risk Capital Requirement
- PIB 5.8 Option Risk Capital Requirement
- PIB 5.9 Collective Investment Fund Risk Capital Requirement
- PIB 5.10 Securities Underwriting Capital Requirement
- PIB 5.11 Use of Internal Market Risk Models
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PIB 6 Operational Risk
- Introduction
- PIB 6.1 Application
- PIB 6.2 Risk Management Framework and Governance
- PIB 6.3 Risk Identification and Assessment
- PIB 6.4 Risk Monitoring and Reporting
- PIB 6.5 Control and Mitigation
- PIB 6.6 Information Technology (IT) Systems
- PIB 6.7 Information Security
- PIB 6.8 Outsourcing
- PIB 6.9 Business Continuity and Disaster Recovery
- PIB 6.10 Management of Operational Risks in Trading Activities
- PIB 6.11 Operational Risk Capital Requirement
- PIB 6.12 Professional Indemnity Insurance
- PIB 6.13 Management of Operational Risk in Money Services
- PIB 7 Interest Rate Risk in the Non-Trading Book
- PIB 8 Group Risk
- PIB 9 Liquidity Risk
- PIB 10 Supervisory Review and Evaluation Processes
- PIB 11 Disclosure Requirements
- PIB App1 Categories of Authorised Firms
- PIB App2 General Requirements
- PIB App3 Capital
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PIB App4 Credit Risk
- PIB A4.1 Credit Risk Systems and Controls
- PIB A4.2 Credit Conversion Factors (CCFs) for Calculating Exposures
- PIB A4.3 Collateral Calculations and Haircuts
- PIB A4.4 Qualifying Securities Financing Transactions (SFTs)
- PIB A4.5 Requirements for Use of VaR Models
- PIB A4.6 Credit RWA — Unsettled Transactions, free deliveries and OTC Derivatives
- PIB A4.7 Credit RWA — Repurchase Agreements, Reverse Repurchase Agreements, Similar Transactions and Other Deferred Settlements
- PIB A4.8 Credit RWA — Other Trading Book Transactions
- PIB A4.9 Exposures to Central Counterparties (CCPs)
- PIB A4.10 Securitisation
- PIB A4.11 Concentration Risk
- PIB A4.12 The Simplified Approach for Category 2 and 3A Firms
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PIB App5 Market Risk
- PIB A5.1 Market Risk Systems and Controls
- PIB A5.2 Interest Rate Risk Capital Requirement
- PIB A5.3 Equity Risk Capital Requirement
- PIB A5.4 Foreign Exchange Risk Capital Requirement
- PIB A5.5 Commodities Risk Capital Requirement
- PIB A5.6 Option Risk Capital Requirement
- PIB A5.7 Collective Investment Fund Risk Capital Requirement
- PIB A5.8 Securities Underwriting Risk Capital Requirement
- PIB A5.9 Use of Internal Models for Market Risk
- PIB App6 Calculating the Operational Risk Capital Requirement
- PIB App7 Not Used
- PIB App8 Not Used
- PIB App9 Liquidity
- PIB App10 Supervisory Review and Evaluation Processes
- PIB App11 Public Disclosure Requirements