Article 12: Annual Quantitative Templates for Individual Firms - Long Term Guarantees Information

1.

Firms must submit information to the PRA annually using the following templates (as applicable):

  1. (a) template IR.22.01.01 of Chapter 9, specifying information on the impact of the long term guarantees and transitional measures, following the instructions set out in section IR.22.01 of Chapter 10;
  2. (b) template IR.22.04.01 of Chapter 9, specifying information on the interest rate transitional measure, following the instructions set out in section IR.22.04 of Chapter 10; and
  3. (c) template IR.22.07.01 of Chapter 9, specifying information on the best estimate subject to volatility adjustment by currency, following the instructions set out in section IR.22.07 of Chapter 10.