2011-06-15
The Prudential Control Authority issued Instruction No. 2011-I-11 to amend specific provisions of Instruction No. 2007-02 regarding the reporting of capital requirements for credit institutions and investment firms. The instruction modifies Article 2.2, Article 2.3, and Article 4 of the original instruction to correct terminology and references, and replaces Annexes 1, 2, and 4 with updated versions. These annexes establish the mapping of exposures between standard and internal ratings-based approaches and define the regulatory presentation and references for solvency ratio declaration forms.