Regulatory Alerts2011-09-02
Instruction No. 2011-I-13 of December 2, 2011 amending Instruction No. 2000-07 of September 4, 2000 on the monitoring of large exposures and gross risks
The Prudential Control Authority issued Instruction No. 2011-I-13 to amend the reporting requirements for large exposures and gross risks under Instruction No. 2000-07. The regulation replaces Annex 1 of the original instruction with new GRAN_RISK tables to align with European Union Directive 2010/76/EU and COREP reporting standards. These changes mandate specific data fields for equity, risk thresholds, and detailed breakdowns of credit and counterparty risks for both individual and consolidated reporting.
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