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• BR/02/2007   Large Exposures of Credit Institutions authorised under the Banking Act 1994 (Effective up to 30 Dec 2010)
• BR/03/2010   Own Funds of Credit Institutions Authorised under the Banking Act 1994 (Effective up to 30 Dec 2010)
• BR/04/2007   Capital Requirements of Credit Institutions Authorised under the Banking Act 1994 (Effective up to 30 Dec 2010)
• BR/07/2009   Publication of Annual Report and Audited Financial Statements of Credit Institutions Authorised under the Banking Act 1994. (Effective up to 30 Dec 2010)
• BR/08/2008   Capital Adequacy of Credit Institutions Authorized Under the Banking Act 1994 (Effective up to 30 Dec 2010)
• BR/10/2007   Supervision on a Consolidated Basis of Credit Institutions authorised under the Banking Act 1994 (Effective up to 30 Dec 2010)
• BR/12/2008   The Supervisory Review Process Of Credit Institutions Authorised Under The Banking Act 1994. (Effective up to 30 Dec 2010)

 

BR/02/2007 Large Exposures of Credit Institutions authorised under the Banking Act 1994 (Effective up to 30 Dec 2010)

Large Exposures of Credit Institutions Appendix 1

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BR/03/2010 Own Funds of Credit Institutions Authorised under the Banking Act 1994 (effective Up to 30 Dec 2010)

Own Funds of Credit Institutions Appendix 1 Appendix 2

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BR/04/2007 Capital Requirements of Credit Institutions Authorised under the Banking Act 1994 (Effective up to 30 Dec 2010)
Banking Rule 4 and Appendix 1 Appendix 2 - Section I Credit Risk Standardised Approach Appendix 2 – Section II IRB Approach Appendix 2 – Section III CRM (Credit Risk Mitigation) Appendix 3 – Securitisation Appendix 4 – Operational Risk Annex I – Definitions Annex II – Classification of Off-Balance Sheet items Annex III – Types of Derivatives Annex IV – Treatment of Interest and foreign exchange instruments Annex V – Transitional Provisions

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BR/07/2009 Publication of Annual Report and Audited Financial Statements of Credit Institutions Authorised under the Banking Act 1994. (Effective up to 30 Dec 2010)

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

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BR/08/2008 Capital Adequacy of Credit Institutions Authorized Under the Banking Act 1994 (Effective up to 30 Dec 2010)

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

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BR/10/2007 Supervision on a Consolidated Basis of Credit Institutions authorised under the Banking Act 1994 (Effective up to 30 Dec 2010)

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

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BR/12/2008 The Supervisory Review Process Of Credit Institutions Authorised Under The Banking Act 1994 (Effective up to 30 Dec 2010)

The Supervisory Review Process Of Credit Institutions Authorised Under The Banking Act 1994 List of Appendices & Annexes Appendix1 Internal Governance  Appendix 2 ICAAP Annex 2A - ICAAP Report - Recommended Structure Annex 2B - Technical Criteria on Organisation & Treatment of Risks Annex 2C - List of Definitions Annex 2D - Principles on Stress Testing Annex 2E - Principles for Remuneration Policies Annex 2F - Principles for the Management of IRRBB Annex 2G - Principles for the Management of Concentration Risk Annex 2H - Principles on Risk Management Appendix 3 SREP Annex 3A - SREP-ICAAP interaction process Annex 3B - Technical Criteria on SREP Annex 3C - Prudential Measures

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