Financial Sector (Collection of Data) (reporting standard) determination No. 21 of 2009 - GRS 150.0_G (2009) - Asset Exposure Concentrations and Risk Charge
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Instruction Guide
Introduction
This form collects information on large exposures and concentrations of the Level 2 insurance group and calculates the investment concentration risk charge applicable to these asset exposures and concentrations. The calculation is done in accordance with the Prescribed Method outlined in Prudential Standard GPS 111 Capital Adequacy: Level 2 Insurance Group (GPS 111) and Prudential Standard GPS 114 Capital Adequacy: Investment Risk Capital Charge (GPS 114).