Regulatory Alerts2000-09-04
Instruction No. 2000-07 of September 4, 2000 on the monitoring of large exposures and gross risks, as amended by Instructions No. 2004-04 of October 11, 2004, No. 2005-01 of May 31, 2005 [...] (consolidated version)(repealed)
The Prudential Control Authority mandates credit institutions, financial companies, and investment firms to report large exposures and gross risks using the standardized GRAN_RISK table. Institutions must submit these reports quarterly based on net risks after provisions and collateral, with specific deadlines depending on branch size and location, and must disclose the top twenty exposures for internal ratings-based firms. The instruction consolidates previous amendments, repeals Instruction No. 94-01, and establishes detailed calculation methodologies and reporting perimeters for both individual and consolidated bases.
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