CTHRepealedLegislation
Financial Sector (Collection of Data) (reporting standard) determination No. 5 of 2010 - GRS 160.0 (2010) - Derivative Activity and Risk Charge
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Turn the raw legal text into a practical explanation grounded in Financial Sector (Collection of Data) (reporting standard) determination No. 5 of 2010 - GRS 160.0 (2010) - Derivative Activity and Risk Charge.
Instruction Guide
Introduction
GRF 160.0 Derivatives Activity and Risk Charge:
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calculates the required capital charge associated with an insurer’s exposure to derivative financial instruments and is based on the Prescribed Method set out in Prudential Standard GPS 114 Capital Adequacy: Investment Risk Capital Charge (GPS 114); and
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collects information on derivative activities and exposures.