BIPRU Sch 2 Notification and reporting requirements

11 The aim of the guidance in the following table is to give the reader a quick overall view of the relevant notification requirements.

2 It is not a complete statement of those requirements and should not be relied on as if it were.

3 Table

BIPRU 1.2.30 R

Adoption of or significant change to a trading book policy statement

Copy of the trading book policy statement

Adoption of or significant change to a trading book policy statement

Immediately

BIPRU 3.2.35 R (1), (4) and (5)

Intention to apply BIPRU 3.2.35 R

(1) and (4): Fact of intention

(5): Fact of exposure or firm ceasing to meet the conditions in BIPRU 3.2.35 R

(1) and (4): Intention to apply

(5): Ceasing to meet conditions

(1) and (4): One month's prior notice

(5): First report date after the obligation to notify becomes due

BIPRU 7.4.23 R

Intention to rely on approach in BIPRU 7.4.22 R (1)(b)

Fact of intention and details on which commodities the firm intends to treat as same commodity-class and justification

Intention to rely

At least 20 business days prior to the date the firm starts relying on BIPRU 7.4.23 R

BIPRU 7.5.4 R

Intention to use an exclusion under BIPRU 7.5.4 R (1)

Fact of intention and the terms on which the relevant item will be excluded from the firm's foreign currency PRR calculation

Intention to use

Before use of the exclusion

BIPRU 7.10.104 R

Occurrence of backtesting exception

Fact of backtesting exception

Backtesting exception

Orally within 2 business days, and written account of all backtesting exceptions that Month, within 5 business days after the Month

BIPRU 7.10.129 R

Operation of the VaR model, systems and controls relating to it and changes to the VaR model and those systems and controls

Documentation specified in the VaR model waiver/VaR model permission

FSA specified requirements

No later than number of business days after the end of each quarter specified in the VaR model permission

BIPRU 7.10.130 R

Details of significant planned changes to the VaR model

Information about the nature of the change and an estimate of the impact on VaR numbers and the incremental default risk charge

Intention to change

Prior to any changes being implemented

BIPRU 8.4.18 R(2)

Serious risk that could undermine the financial stability of the CAD Article 22 group

Fact of serious risk to group financial stability

Events/

activities leading to serious risk to group financial stability

As soon as the firm becomes aware of that risk

BIPRU 8.4.18 R (3)

Consolidated capital resources and consolidated capital resources requirement of the CAD Article 22 group as set out in the investment firm consolidation waiver

Amount of CAD Article 22 group consolidated capital resources and consolidated capital resources requirement

Periodically as set out in the investment firm consolidation waiver

Not specified

BIPRU 8.4.18 R (4)

Large exposures risks of the CAD Article 22 group including undertakings not located in a member State

Large exposures risks of the CAD Article 22 group including undertakings not located in a member State

Periodically as set out in the investment firm consolidation waiver

Not specified

BIPRU 8.5.9 R

Intention to exclude an undertaking from consolidation

Fact of intention and details of undertaking to be excluded

Intention to exclude

In accordance with SUP 15.7

BIPRU 8.7.16 R

(1) The choice of consolidation technique in BIPRU 8.7.13 R it applies for which consolidated requirement component: and

(2) to which members of the relevant group it is applying the different methods in BIPRU 8.7.13 R

(1) The choice of consolidation technique in BIPRU 8.7.13 R to be applied for each consolidated requirement component

(2) the members of the relevant group to which it is applying the different methods in BIPRU 8.7.13 R

See SUP 16

See SUP 16

BIPRU 8.9.4 R, BIPRU 8.9.27 R

Use of Treasury concession in BIPRU 10.7 on a consolidated basis

See BIPRU 10.11

Intention to use Treasury concession

See BIPRU 10.11

BIPRU 8.9.8 R, BIPRU 8.9.27 R

Creation of a consolidation UK integrated group

See BIPRU 10.11

Intention to form consolidation UK integrated group

See BIPRU 10.11

BIPRU 9.6.2 R

Provision of implicit support to a securitisation

(1) Provision of non-contractual support, and

(2) The regulatory capital impact of providing implicit support

Provision of implicit support

Not specified

BIPRU 10.5.9 R

Breaching the large exposures limits in BIPRU 10.5.6 R or BIPRU 10.5.8 R

Fact of breach or expectation of breach

Breach or expectation of breach

Immediately

BIPRU 10.5.14 R

All cases of trading book concentration risk excesses over a three month period

All cases in the three month period of each trading book concentration risk excess that existed in that period, giving the amount of the excess and the name of the counterparty

End of three month period

Within 30 days of the end of each third Month

BIPRU 10.6.7 R (2)

Intention to use capital maintenance agreement

Fact of intention and details of the terms and conditions of capital maintenance agreement

Intention to enter into agreement

One month before entering agreement

BIPRU 10.11.1 R (1) and (4)

Intention to use the concession in BIPRU 10.7.1 R, or BIPRU 10.7.4 R or the UK integrated groups concession in BIPRU 10.8

Fact of intention

Intention to use BIPRU 10.7.1 R, or BIPRU 10.7.4 R, or BIPRU 10.8

One month prior to using the concessions in BIPRU 10.7.1 R or BIPRU 10.8 and BIPRU 10.8

BIPRU 10.11.1 R (3)

Intention to stop applying BIPRU 10.7 or BIPRU 10.8

Fact of intention

Intention to stop using BIPRU 10.7.1 R, or BIPRU 10.7.4 R, or BIPRU 10.8

One month prior to using the concessions in BIPRU 10.7.1 R or BIPRU 10.7.4 R or BIPRU 10.8

BIPRU 10.11.2 R

Exposure being treated under BIPRU 10.7.1 R or BIPRU 10.7.4 R or BIPRU 10.8 or BIPRU 10.9 ceases to meet the conditions for application of the relevanttreatment

Fact or expectation of any exposure to which it has applied the treatment ceases to meet the conditions for application of the relevanttreatment

Awareness of situation

Not specified

BIPRU 10.12.6 R

Artificial transfer, transaction or arrangement.

Fact of entry into a transfer, transaction or arrangement of the type mentioned in BIPRU 10.12.5 R

Entry into an artificial transfer, transaction or arrangement

Not specified

BIPRU 13.2.2 R

Counterparty risk exposure of non-standard type

Fact of exposure, counterparty involved, nature of the exposure and capital treatment adopted

Entry into non-standard exposure

Immediately

BIPRU 13.6.20 R

Cessation to comply with requirements set out in BIPRU 13.6 for CCR internal model method permission

Plan for timely return to compliance or demonstration that the effect of non-compliance is immaterial

Ceasing to comply with requirements

Immediately