Insolvency Act, No. 24 of 1936
R 385
Banks Act, 1990 (Act No. 94 of 1990)RegulationsRegulations relating to Banks' Financial Instrument TradingChapter 8 : Reporting33. 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. |