Regulatory Alerts2011-09-02
Instruction No. 2011-I-12 of 2 December 2011 amending Instruction No. 2007-02 of 26 March 2007 on capital requirements for credit institutions and investment firms
The Prudential Control Authority issued Instruction No. 2011-I-12 to amend the capital requirements framework for credit institutions and investment firms by updating the reporting templates in Instruction No. 2007-02. The regulation replaces the market risk reporting section with specific standardized and internal model states and significantly modifies the solvency ratio synthesis form (State CA) to detail core and supplementary capital components. These changes implement European Directive 2010/76/EU regarding trading book capital requirements, securitizations, and the prudential supervision of remuneration policies.
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