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Home > Prudential Regulation Authority > Assessing capital adequacy under Pillar 2 – CP1/15: related documents
 

Assessing capital adequacy under Pillar 2 – CP1/15: related documents

Update: On 29 July 2015, the PRA published its final policy and related documents, see PS17/15 ‘Assessing capital adequacy under Pillar 2’.

Assessing capital adequacy under Pillar 2 - PS17/15

The templates and guidance notes below include links to the documents contained in Appendix 1 of CP1/15. Readers should refer to the draft rules, supervisory statement and statement of policy in the consultation paper to determine which templates they may need to submit. The PRA welcomes feedback on the templates and log files, including the required data and the accompanying instructions.

The full sets of templates and guidance notes can be found here.

Pillar 2 Data Templates (5.8MB)

Pillar 2 Guidance Notes

The reporting schedule provides a summary of the Pillar 2 reporting requirements.

Reporting Schedule

Guidance on terms used in the templates is set out in the attached document.

Guidance on terms used

Each Excel template has a corresponding log file which includes notes on how to complete the template. 

​Number and template name Template​ LOG file​
​Summary of P2 data template

FSA071 - Firm information and
Pillar 2 Summary assessment

​Operational Risk Templates

FSA072 - Pillar 2 OpR Historical losses
FSA073 - Pillar 2 OpR Historical Loss Details
FSA074 - Pillar 2 OpR Forecast Losses
FSA075 - Pillar 2 OpR Scenario Data


(5.7MB)
​Credit Risk Standardised Approach Templates
FSA076 - Pillar 2 Credit
Standardised Approach Wholesale
FSA077 - Pillar 2 Credit
Standardised Approach Retail

Concentration Risk Templates

FSA078 - Pillar 2 Concentration
Minimum data requirements
FSA079 - Pillar 2 Concentration
Additional data requirements

​Market Risk Template

FSA080 - Pillar 2 Market Risk

Pension Risk Template

FSA081 - Pillar 2 Pension Risk

Credit Risk Internal Ratings
Based Approach Templates

FSA082 - Pillar 2 Credit IRB retail

 

 

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