Related provisions for SYSC 7.1.7A

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SYSC 7.1.2AGRP
3Other firms should take account of the risk management policies and procedures rule (SYSC 7.1.2 R) as if it were guidance (and as if should appeared in that rule instead of must) as explained in SYSC 1 Annex 1.3.3 G.
COLL 5.2.20RRP
(1) A transaction in a derivative must:(a) be in an approved derivative; or(b) be one which complies with COLL 5.2.23 R (OTC transactions in derivatives).(2) The underlying of a transaction in a derivative must consist of any one or more of the following to which the scheme is dedicated:(a) transferable securities permitted under COLL 5.2.8 R (3)(a) to (c) and COLL 5.2.8 R (3)(e)7;(b) approved money-market instruments7 permitted underCOLL 5.2.8 R (3)(a) to COLL 5.2.8 R (3)(d)7;77(c)
SUP 16.12.11RRP

The applicable data items referred to in SUP 16.12.4 R are set out according to firm type in the table below:

Description of data item11

11

Firms prudential category and applicable data items11 (note 1)

BIPRU firms (note 17)2

Firmsother thanBIPRU firms

730K

125K and UCITS investment firms

50K

IPRU(INV)2Chapter 3

IPRU(INV)2Chapter 5

IPRU(INV)2Chapter 9

IPRU(INV)2Chapter 13

UPRU

Annual report and accounts11

11

No standard format

No standard format (note 19)2

No standard format2

No standard format3

11

No standard format3

Annual report and accounts11 of the mixed-activity holding company (note 10)

11

No standard format

Solvency statement

No standard format (note 11)

No standard format (note 20)

No standard format (note 11)2

No standard format (note 11)5

Balance sheet

FSA001 (note 2)

FSA001 (note 2)

FSA001 (note 2)

FSA029 (note 18)112

FSA0292

11

FSA0292

FSA029 (note 1511)2 or Section A RMAR (note 1511)3

1111

FSA0292

11

Income statement

FSA002 (note 2)

FSA002 (note 2)

FSA002 (note 2)

FSA030 (note 18)2

11

FSA0302

11

FSA0302

FSA030 (note 1511)2 or Section B RMAR (note 1511)3

1111

FSA0302

11

Capital adequacy

FSA003 (note 2)

FSA003 (note 2)

FSA003 (note 2)

FSA033 (note 18)2

11

FSA034 or FSA035 (note 14)2

11

FSA0312

FSA032 (note 15) 2 or Sections D1 and D2 RMAR (note 1511)3

1111

FSA0362

11

Credit risk

FSA004 (notes 2, 3)

FSA004 (notes 2, 3)

FSA004 (notes 2, 3)

Market risk

FSA005 (notes 2, 4)

FSA005 (notes 2, 4)

FSA005 (notes 2, 4)

Market risk - supplementary

FSA006 (note 5)

FSA006 (note 5)

FSA006 (note 5)

Operational risk

FSA007 (notes 2, 6, 7)

FSA007 (notes 2, 6, 7)

FSA007 (notes 2, 6, 7)

Large exposures

FSA008 (note 2)

FSA008 (note 2)

FSA008 (note 2)

UK integrated group large exposures

FSA018 (note 12)

FSA018 (note 12)

FSA018 (note 12)

Solo consolidation data

FSA016 (note 25)11

FSA016 (note 25)11

FSA016 (note 25)11

Pillar 2 questionnaire

FSA019 (note 8)

FSA019 (note 8)

FSA019 (note 8)

Non-EEA sub-group

FSA028 (note 9)

FSA028 (note 9)

FSA028 (note 9)

3Threshold conditions

Section F RMAR (note 21)

3

2Client money and client assets

FSA039

FSA039

FSA039

FSA039 (note 18)

FSA039

FSA039

Section C RMAR (note 21) or 3FSA039

FSA039

2CFTC

FSA040

(note 24)11

FSA040

(note 24)11

FSA040

(note 24)11

FSA040

(note 24)11

FSA040

(note 24)11

FSA040

(note 24)11

FSA040

(note 24)11

FSA040

(note 24)113

6IRB portfolio risk

FSA045 (note 22)

FSA045 (note 22)

FSA045 (note 22)

6Securitisation

FSA046 (note 23)

FSA046 (note 23)

FSA046 (note 23)

Note 1

When submitting the completed data item required, a firm must use the format of the data item set out in SUP 16 Annex 24. Guidance notes for completion of the data items are contained in SUP 16 Annex 25.

Note 2

Firms11 that are members of a UK consolidation group are also required to submit this report on a UK consolidation group basis.

1111

Note 3

This applies to a firm that is required to submit data item FSA003 and, at any time within the 12 months up to its latest accounting reference date ("the relevant period"), was reporting data item FSA004 ("Firm A") or not reporting this item ("Firm B").

In the case of Firm A it must report this data item if one or both of its last two submissions in the relevant period show that the threshold was exceeded.

In the case of Firm B it must report this item if both the last two submissions in the relevant period show that the threshold has been exceeded.11

The11threshold is exceeded where 11data element 77A in data item FSA003 is greater than £10 million, or its currency equivalent, at the relevant 11reporting date for the firm.

11111111

Note 4

This applies to a firm that is required to submit data item FSA003 and, at anytime within the 12 months up to its latest accounting reference date ("the relevant period"), was reporting data item FSA005 ("Firm A") or not reporting this item ("Firm B").

In the case of Firm A it must report this data item if one or both of its last two submissions in the relevant period show that the threshold was exceeded.

In the case of Firm B it must report this item if both the last two submissions in the relevant period show that the threshold has been exceeded.

The11 threshold is exceeded where data element 93A in data item FSA003 is greater than £50 million, or its currency equivalent, at the relevant 11reporting date for the firm11.

111111

Note 5

Only applicable to firms with a VaR model permission.11

1111

Note 6

This will not be applicable to BIPRU limited activity firms or BIPRU limited licence firms unless they have a waiver under BIPRU 6.1.2 G.

Note 7

This is only applicable to a firm that has adopted, in whole or in part,either the standardised approach, alternative standardised approach, or advanced measurement approach underBIPRU 611

11

Note 8

Only applicable to BIPRU investment firms5 that:

(a) are subject to consolidated supervision under BIPRU 8, except those that are either included within the consolidated supervision of a group that includes a UK credit institution, or that have been granted an investment firm consolidation waiver; or11

(b) have been granted an investment firm consolidation waiver;or11

(c) are 11not subject to consolidated supervision under BIPRU 8.

A BIPRU investment firm5 under (a) must11complete the report on the basis of its UK consolidation group. A BIPRU investment firm5 under (b) or (c) must11complete the report on the basis of its solo position.

111111

Note 9

This will be applicable to firms that are members of a UK consolidation group4 on the reporting date.

11

Note 10

Only applicable to a firm whose ultimate parent is a mixed activity holding company.

Note 11

Only applicable to a firm that is a sole trader or a partnership, when the report must be submitted by each partner.

Note 12

Members of a UK integrated group should only submit this data item at the UK integrated group level.

11

2Note 13

This does not apply to a firm subject to IPRU(INV) Chapter 13 which is an exempt CAD firm.

2Note 14

FSA034 must be completed by a firm not subject to the exemption in IPRU(INV) 5.2.3(2)R.

FSA035 must be completed by a firm subject to the exemption in IPRU(INV) 5.2.3(2)R.

2Note 15

FSA029, FSA030 and FSA032 must be completed bya firm subject to IPRU(INV) Chapter 13 which is an exempt CAD firm. Section A or Section B RMAR and Sections D1 and D2 RMAR only apply to a firm subject to IPRU(INV) Chapter 13 which is not an exempt CAD firm.11

11

2Note 16

[deleted]11

11

2Note 17

An exempt BIPRU commodity firm will, by virtue of the definition of BIPRU TP 15, be exempt from completing FSA003 (and thus FSA004, FSA005, FSA006 and FSA007) for the duration of the transitional provision. It is however required to submit all other data items applicable according to the firm's BIPRU classification including, for the avoidance of doubt, BIPRU TP 16.

2Note 18

Except if the firm is an adviser, local or traded options market maker (as referred to in IPRU(INV) 3-60(4)R.

2Note 19

In the case of an adviser, local or traded options market maker (as referred to in IPRU(INV) 3-60(4)R), it is only required from partnerships and bodies corporate, and then only if the report was audited as a result of a statutory provision other than under the Act.

2Note 20

Only required in the case of an adviser, local or traded options market maker (as referred to in IPRU(INV) 3-60(4)R) that is a sole trader.

3Note 21

[deleted]11

11

6Note 22

Only applicable to firms that have an IRB permission.11

11

6Note 23

Only applicable to firms that undertakesecuritisations.

11Note 24

Only applicable to firms granted a Part 30 exemption order and operating an arrangement to cover forward profits on the London Metals Exchange.

11Note 25

Only applicable to a firm that has a solo consolidation waiver.
SUP 15.3.8GRP
Compliance with Principle 11 includes, but is not limited to, giving the FSA notice of:(1) any proposed restructuring, reorganisation or business expansion which could have a significant impact on the firm's risk profile or resources, including, but not limited to:(a) setting up a new undertaking within a firm'sgroup, or a new branch (whether in the United Kingdom or overseas); or (b) commencing the provision of cross border services into a new territory; or(c) commencing the
SUP 9.3.1GRP
Business and internal control risks vary from firm to firm, according to the nature and complexity of the business. The FSA's assessment of these risks is reflected in how its rules apply to different categories of firm as well as in the use of its other regulatory tools. One of the tools the FSA has available is to give a firm individual guidance on the application of the requirements or standards under the regulatory system in the firm's particular circumstances.