Document ID: chunk:federal_register_of_legislation:F2023L00579:reg:12
Version: federal_register_of_legislation:F2023L00579
Segment Type: reg
Provision Reference: reg 12
Character Range: 27599–28369

12  Off-Balance Sheet Large Exposure Amount                    Whole dollars                                                 Report the off-balance sheet large exposure amount.

Table 2: Asset Concentration Risk Charge - Reinsurance Exposures

Reporting threshold

This section is to be completed for each exposure to a group of related counterparties that will trigger an Asset Concentration Risk Charge limit as specified in GPS 117.

Reinsurance exposures

Reinsurance exposures must be reported in the following order for each group of related counterparties:

       * Combine all exposures to grade 5 and below; and
       * Combine all exposures to grade 4.

   Name                                                    Valid values            Description