Related provisions for GENPRU 2.2.155
Table: Formulae for the calculation of expected loss amounts
This table belongs to BIPRU 4.6.47 R
Expected loss amount |
|
For defaultedexposures (PD = 1) where a firm uses its own estimates of LGDs, EL must be ELBE, the firm's best estimate of expected loss for the defaultedexposure according to BIPRU 4.3.122 R. For exposures subject to the treatment set out in BIPRU 4.4.79 R (Double default) EL must be 0. |
[Note:BCD Annex VII Part 1 point 30 (part)]
If a firm seeks to have an excess which is higher than the relevant limit, it must hold additional capital as calculated in accordance with the appropriate table below:
Table: Calculation of additional capital for firm not holding client money or other client assets (£000's)
Income |
Excess obtained up to and including: |
|||||||||||||
More than |
Up to |
2.5 |
5 |
10 |
15 |
20 |
25 |
30 |
40 |
50 |
75 |
100 |
150 |
200+ |
0 |
100 |
0 |
5 |
9 |
12 |
14 |
17 |
19 |
23 |
26 |
33 |
39 |
50 |
59 |
100 |
200 |
0 |
7 |
12 |
16 |
19 |
22 |
25 |
30 |
34 |
43 |
51 |
64 |
75 |
200 |
300 |
0 |
7 |
12 |
16 |
20 |
24 |
27 |
32 |
37 |
47 |
56 |
71 |
84 |
300 |
400 |
0 |
0 |
12 |
16 |
21 |
24 |
28 |
34 |
39 |
50 |
60 |
77 |
91 |
400 |
500 |
0 |
0 |
11 |
16 |
21 |
24 |
28 |
34 |
40 |
53 |
63 |
81 |
96 |
500 |
600 |
0 |
0 |
10 |
16 |
20 |
24 |
28 |
35 |
41 |
54 |
65 |
84 |
100 |
600 |
700 |
0 |
0 |
0 |
15 |
20 |
24 |
28 |
35 |
41 |
55 |
67 |
87 |
104 |
700 |
800 |
0 |
0 |
0 |
14 |
19 |
24 |
28 |
35 |
42 |
56 |
68 |
89 |
107 |
800 |
900 |
0 |
0 |
0 |
13 |
18 |
23 |
27 |
35 |
42 |
56 |
69 |
91 |
109 |
900 |
1,000 |
0 |
0 |
0 |
0 |
17 |
22 |
27 |
34 |
41 |
57 |
70 |
92 |
111 |
1,000 |
1,500 |
0 |
0 |
0 |
0 |
0 |
21 |
26 |
34 |
41 |
57 |
71 |
97 |
118 |
1,500 |
2,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
30 |
38 |
56 |
71 |
98 |
121 |
2,000 |
2,500 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
24 |
33 |
53 |
69 |
99 |
126 |
2,500 |
3,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
28 |
50 |
68 |
101 |
130 |
3,000 |
3,500 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
47 |
67 |
101 |
132 |
3,500 |
4,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
43 |
65 |
101 |
133 |
4,000 |
4,500 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
39 |
62 |
101 |
134 |
4,500 |
5,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
58 |
99 |
134 |
5,000 |
6,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
54 |
97 |
133 |
6,000 |
7,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
91 |
131 |
7,000 |
8,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
84 |
126 |
8,000 |
9,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
75 |
120 |
9,000 |
10,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
113 |
10,000 |
100,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
100,000 |
n/a |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Table: Calculation of additional capital for firm holding client money or other client assets (£000's)
Income |
Excess obtained up to and including: |
||||||||||||
More than |
Up to |
5 |
10 |
15 |
20 |
25 |
30 |
40 |
50 |
75 |
100 |
150 |
200+ |
0 |
100 |
0 |
4 |
7 |
9 |
12 |
14 |
18 |
21 |
28 |
34 |
45 |
54 |
100 |
200 |
0 |
7 |
11 |
14 |
17 |
20 |
25 |
29 |
38 |
46 |
59 |
70 |
200 |
300 |
0 |
7 |
11 |
14 |
17 |
20 |
25 |
30 |
40 |
49 |
64 |
77 |
300 |
400 |
0 |
0 |
9 |
13 |
16 |
19 |
25 |
30 |
40 |
50 |
67 |
81 |
400 |
500 |
0 |
0 |
0 |
11 |
14 |
18 |
24 |
29 |
40 |
51 |
68 |
83 |
500 |
600 |
0 |
0 |
0 |
8 |
12 |
15 |
22 |
28 |
40 |
51 |
69 |
85 |
600 |
700 |
0 |
0 |
0 |
0 |
9 |
13 |
20 |
26 |
39 |
50 |
69 |
86 |
700 |
800 |
0 |
0 |
0 |
0 |
6 |
10 |
17 |
24 |
38 |
49 |
69 |
87 |
800 |
900 |
0 |
0 |
0 |
0 |
0 |
7 |
15 |
22 |
36 |
48 |
69 |
87 |
900 |
1,000 |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
19 |
34 |
47 |
68 |
87 |
1,000 |
1,500 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
16 |
32 |
45 |
67 |
86 |
1,500 |
2,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
18 |
34 |
59 |
81 |
2,000 |
2,500 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
19 |
48 |
71 |
2,500 |
3,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
37 |
64 |
3,000 |
3,500 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
26 |
55 |
3,500 |
4,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
45 |
4,000 |
4,500 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
33 |
4,500 |
5,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
21 |
5,000 |
6,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
6,000 |
7,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7,000 |
8,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8,000 |
9,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9,000 |
10,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10,000 |
100,000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
100,000 |
n/a |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |