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Banks Act, 1990 (Act No. 94 of 1990)

Regulations

Regulations relating to Banks' Financial Instrument Trading

Chapter 8 : Reporting

33. Directives pertaining to reporting of information pertaining to trading activities

 

(1) A bank shall report—
(a) its on-balance sheet items relating to its trading book on the form DI 100: Balance sheet; and
(b) its off-balance sheet items relating to its trading book on the form DI 110: Off-balance-sheet activities.

 

(2) Each element of allocated capital calculated in terms of regulation 11(4)(a) shall be reported in line items 45 to 67 opposite its corresponding element in the form DI 400: Capital adequacy (hereinafter referred to as "the form DI 400").

 

(3) The base requirement calculated in terms of regulation 11 shall be reported in line item 69 of the form DI 400.

 

(4) The position risk requirement calculated as envisaged in regulation 12 shall be reported in line item 70 of the form DI 400.

 

(5) The counterparty risk requirement calculated in terms of regulation 21 shall be reported in line item 71 of the form DI 400.

 

(6) The large exposure requirement calculated in terms of regulation 23 shall be reported in line item 72 of the form DI 400.

 

(7) A bank shall report its currency risk relating to its trading activities on the form DI 600: Currency risk.

 

 


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