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Basel II - Draft reporting forms and instructions

Draft reporting forms and instructions
 
Download a zip file that contains all Basel II reporting forms and instructions.
 
Common forms and instructions
 
Download a zip file that contains all common reporting forms and instructions.
 
Form name
Form
Instructions
ARF 110.0 Capital Adequacy
ARF 116.0 Market Risk
ARF 117.0 Repricing Analysis
ARF 120.2 Securitisation - Supplementary Items

Standardised approaches
 
Download a zip file that contains all standardised approach reporting forms and instructions.
 
Form name
Form
Instructions
ARF 112.1 Standardised Credit Risk - On-balance Sheet
Exposures
ARF 112.2 Standardised Credit Risk - Off-balance Sheet
Exposures
ARF 114.0 Standardised - Operational Risk
ARF 120.0 Standardised - Securitisation

Advanced approaches

Download a zip file that contains all advanced approach reporting forms and instructions.
 
Form name
Form
Instructions
ARF 113.0A to 113.0D FIRB (excluding Specialised
Lending)
ARF 113.0E FIRB Specialised Lending
ARF 113.1A to ARF 113.1D AIRB (excluding Specialised
Lending)
ARF 113.1E AIRB Specialised Lending
ARF 113.2 IRB Specialised Lending Supervisory Slotting
ARF 113.3A to ARF 113.3D IRB Retail
ARF 113.4 IRB - Other assets, claims and exposures
ARF 115.0A to ARF 115.0C Advanced Measurement
Approaches to Operational Risk
ARF 117.1 Interest Rate Risk in the Banking
Book
ARF 120.1A to ARF 120.1C IRB - Securitisation