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Home > Prudential Regulation Authority > Pillar 2: Update to reporting data items and instructions’ – CP45/15: related documents
 

Pillar 2: Update to reporting data items and instructions’ – CP45/15: related documents

​The templates and guidance notes below include links to the documents contained in Appendix 2 of CP45/15.

The changes would apply from February 2016. From 1 January 2016 until this date, firms are required by Reporting Pillar 2 Part to report their data using the Pillar 2 data items at the same time as they submit their ICAAP assessment to the PRA. Firms may wish to start considering a process for using updated Pillar 2 data items in light of the changes being proposed by the PRA in this CP.

Pillar 2: Update to reporting data items and instructions

Form name Description​ Data items​ Instructions
​FSA071 Firm information and Pillar 2A summary​ ​​​
​FSA072 Pillar 2 Operational risk historical losses ​​
​FSA073 Pillar 2 Operational risk historical loss details​
​FSA074 Pillar 2 Operational ​risk fore​cast losses
​FSA075 ​Pillar 2 Operational risk scenario data
​FSA076 ​Pillar 2 Credit risk standardised approach wholesale
​FSA077 ​Pillar 2 Credit risk standardised approach retail​
​FSA078 Pillar 2 Concentration risk minimum data requirements​
​FSA079 Pillar 2 Concentration risk additional data requirements​

​FSA080 Pillar 2 Market risk​
​FSA081 Pillar 2 Pension risk​​
​FSA082 Pillar 2 Credit risk IRB retail​​
 

 

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