Financial Sector (Collection of Data) (reporting standard) determination No. 75 of 2006 - Reporting Standard GRS 160.0 (2007) 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. 75 of 2006 - Reporting Standard GRS 160.0 (2007) Derivative Activity and Risk Charge.
Instruction Guide
Introduction
This form:
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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 GPS 110 Capital Adequacy.
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collects information on derivative activities and exposures.