This applies to all other credit valuation adjustments relating to the asset class defined in BIPRU 3.2.9R(1). This applies to all other credit valuation adjustments relating to the asset class defined in BIPRU 3.2.9R(5). This applies to all other credit valuation adjustments relating to the asset class defined in BIPRU 3.2.9R(6).
This is for all other asset class credit valuation adjustments defined in BIPRU 3.2.9R(7). This is for all other asset class credit valuation adjustments defined in BIPRU 3.2.9R(8). This is for all other asset class credit valuation adjustments defined in BIPRU 3.2.9R(10).
This is for any other credit valuation adjustments relating to the asset class defined in BIPRU 3.2.9R(11). This is for any other credit valuation adjustments relating to the asset class defined in BIPRU 3.2.9R(12). This is for any other credit valuation adjustments relating to the asset class defined in BIPRU 3.2.9R(13).
This applies to all other credit valuation adjustments relating to the asset class defined in BIPRU 3.2.9R(14).
This is the capital requirement, calculated in accordance with BIPRU 4, in relation to the asset class defined in BIPRU 4.3.2R (5). This is the expected loss related to assets within the asset class defined in BIPRU 4.3.2R(5). This is the provision/impairment resulting from the individual assessment of an asset within the asset class defined in BIPRU 4.3.2R(5).
This is a provision/impairment arising from a review of asset groups within an asset class defined in BIPRU 4.3.2R(5). This applies to all other credit valuation adjustments relating to the asset class defined in BIPRU 4.3.2R(5). This is the capital requirement calculated in accordance with BIPRU 4 relating to the asset class defined in BIPRU 4.3.2R (6).
This is the provision/impairment arising from the individual valuation of an asset within the asset class defined in BIPRU 4.3.2R(6). This is the provision/impairment arising from a review of asset groups within the asset class defined in BIPRU 4.3.2R(6). This is for any other credit rating adjustment in relation to the asset class defined in BIPRU 4.3.2R(6).
This is the capital requirement, calculated in accordance with BIPRU 4, in relation to the asset class defined in BIPRU 4.3.2R (7). This is the provision/impairment resulting from the individual assessment of an asset within the asset class defined in BIPRU 4.3.2R(7). This is the provision/impairment resulting from an assessment of groups of assets within the asset class defined in BIPRU 4.3.2R(7).
This is for all other credit rating adjustments related to the asset class defined in BIPRU 4.3.2R(7). PRR arising from other non-standard transactions as required by BIPRU 7.1.7R to BIPRU 7.1.13E attributable to foreign exchange risk. PRR arising from other non-standard transactions as required by BIPRU 7.1.7R to BIPRU 7.1.13E attributable to CIU risk.
Large exposures at the reporting date
If the answer to 3A is Yes, and the company is part of a UK integrated group, one of the members of the UK integrated group is also required to file FSA018 on behalf of all members of the UK integrated group before the reporting date. This is the figure calculated by the company on the reporting date for data element 57A within FSA003 (even if the company is not required to submit FSA003 on that date, such as in the case of a BIPRU 50K company or a UK consolidation group that only reports semi-annually FSA003), adjusted in accordance with BIPRU 10.5.5R to remove excess provisions (data element 41A on FSA003), expected loss amounts (data element 50A on FSA003) and securitization positions (data element 51A on FSA003). These are the figures reported by the company on the reporting date for data element 15A in FSA003, adjusted in accordance with BIPRU 10.5.5R to remove excess provisions (data element 41A on FSA003), expected loss amounts (data element 50A on FSA003). and securitization positions (data element 51A on applicable regulator 003).
List here the names of the counterparties, groups of connected clients and connected counterparties (as set out in BIPRU 10.3) that represent large exposures (excluding, as indicated above, by a member of a UK integrated group to members of the various blocks and the remaining bloc, or by a core British group). 5H Amount of the exposure that is not released and is in the non-trading book. That part of the exposure reported in column E that is not released and is in the non-trading book. That part of the exposure reported in column E that is not released and is in the trading book.
The sum of the column should be monitored against the limit specified in BIPRU 10.5.6R. This is the trading stock concentration risk excess arising under BIPRU 10.10A.8R (or BIPRU 10.5.20R for those using TP 33), expressed as a percentage of data element 4B. This is the amount of risk excesses in the trading portfolio that have existed for 10 business days or less, as a percentage of data element 3B.
This is the amount of concentration risk excesses in the trading book that have existed for more than 10 business days. IRB firms should enter the probability of default (PD) of the exposure or portion subject to the IRB Approach. IRB firms should enter the loss given default (LGD) of the exposure or portion covered by the IRB Approach.
IRB firms must enter the expected loss (EL) of the exposure, or that portion covered by the IRB approach. Specify here the portion of the exposure that is secured by collateral and for which the exposure is assigned to the issuer of the collateral. Include here the portion of the exposure that is guaranteed and assigned to the protection provider.
Details of connected counterparties at the reporting date Details of connected counterparties
This is the credit risk capital requirement for the exposure, calculated in accordance with GENPRU 2.1.51R. Firms must confirm that we have been notified under SUP 15.3.11R of all exposures that have exceeded or will exceed the limits set out in BIPRU 10.5.6R. This is column C as a percentage of data element 4A and must be greater than 2.5% (except as possible in the case of 7D.1, first row of data element).
7H Amount of exposure that is not excluded and is in the non-trading book That part of the exposure reported in column E that is not excluded and is in the non-trading book.
Trading book concentration risk excesses since the last reporting date [deleted]
Significant transactions with the mixed activity holding company and its subsidiaries
18A Have you applied any of the new credit risk approaches as of the reporting date? This will be completed by companies that have adopted one of the new approaches to credit risk at the reporting date. This will only be completed by companies that have adopted one of the new approaches to credit risk at the reporting date.
These columns should report the delinquent account balance, not the delinquent amount. This is the total value of balance sheet exposures in each category, valued in accordance with the company's accounting guidelines. If certain provisions apply to accounts not included in this data item, then this will not be the case.
The categories of financial sector and non-financial institutions (rows 21-26) should be divided according to the seat of the counterparty to which the company is exposed. Debt instruments should be classified according to the registered office or geographical location of the issuer. A single report is required for the exposures of all members of the firm's UK core group (and the firm) reflecting the exposures at the reporting date.
That part of the amount reported in column E that is excluded under the allowance of the firm's large non-core exposures group. 4K Amount of exposure that is not excluded and is in the trading book Ignore. During 2007, this will be completed by firms that have adopted one of the new credit risk methods at the reporting date.
In 2007, only companies that have adopted one of the new approaches to credit risk on the reporting date will do so. Amount of exposure, according to credit risk mitigation techniques, which is exempted in accordance with BIPRU 10.6. Amount of exposure under credit risk mitigation techniques that is not exempt and is in the trading book.
These are columns D and E as a percentage of capital resources in accordance with BIPRU 10.5.2R reported in data element 25A. Interest expense 20A This is the sum of interest on company loans and interest on customer bank accounts.
