Rules applicable up to 31 December 2013


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BR/02/2011 Large Exposures Of Credit Institutions Authorised Under The Banking Act 1994

  Explanatory Note

  Large Exposures of Credit Institutions

  Appendix 1 – Reporting Schedules

BR/07/2013 Publication Of Annual Report And Audited Financial Statements Of Credit Institutions Authorised Under The Banking Act 1994.

  Explanatory Note

  Publication of Annual Report and Audited Financial Statements of Credit Institutions Authorised under the Banking Act 1994.

BR/08/2012 Capital Adequacy Of Credit Institutions Authorized Under The Banking Act 1994

  Explanatory Note

  Capital Adequacy of Credit Institutions Authorized Under the Banking Act 1994

  Appendix A – Calculation of Capital Requirements Ratio

  Appendix B – Definitions

  Appendix C – The Trading Book and Hedging Exposures

  Appendix D – Instruments which qualify for inclusion in the Trading Book

  Appendix E – Calculation of Consolidated Capital Requirements Ratio

  Appendix F – Business Activities subject to Capital Requirements

  Appendix G – Capital Adequacy Rule Summary Schedule

  Annex I – Calculating Capital Requirements for Foreign Exchange Risk

  Appendix I – A – Calculating the Net Open Position

  Appendix I – B – Calculation of the Capital Requirement for Foreign Exchange

  Appendix I – C(c-i) – Return of Long Currency Positions

  Appendix I – C(c-ii & iii) – Return of Long Currency Positions (Codes)

  Appendix I – C(c-iv) Return of Short Currency Positions

  Appendix I – C(c-v & vi) Return of Short Currency Positions (Codes)

  Appendix I – D – Simple Method for Options (Carve-out)

  Appendix I – E – Total Capital Requirements for Foreign Exchange Risk (Return)

  Annex II – Calculating Capital Requirements for Settlement and Counterparty Risk

  Appendix II – A – Recognised Clearing Houses and Exchanges

  Annex III – Calculating Capital Requirements for Position Risk

  Appendix III – A – Interest Rate Specific Risk (Return)

  Appendix III – B – Interest Rate General Risk Method 1 – Maturity Bands, Risk Weights (Return)

  Appendix III – C – Interest Rate General Risk Method 2 – Duration Bands, Risk Weights (Return)

  Appendix III – D – The Carve-Out Method for Options

  Appendix III – E – Relevant Credit Rating Agencies and Investment Grade Ratings

  Appendix III – F – Equity Position Risk (Return)

  Appendix III – G – Position Risk Summary (Return)

  Annex IV – Underwriting Risk

  Annex V – Calculating Capital Requirements for Commodities Risk

  Appendix V – A – Maturity Ladder Approach for Commodities Risk (Example)

  Annex VI – Calculating Capital Requirements for Large Exposures Risk

  Appendix VI – A – Calculation of Incremental Trading Book Capital Requirement (Example)

  Annex VII – Use of Internal Models to calculate Capital Requirements

BR/10/2013 Supervision On A Consolidated Basis Of Credit Institutions Authorised Under The Banking Act 1994

  Explanatory Note

  Supervision on a Consolidated Basis of Credit Institutions authorised under the Banking Act 1994