Basel II : BSL/2 returns

• Subsidiary banks must complete either Module 1 or 2 (if applicable) plus Modules 3 to 9. Module 10 is optional. 
• Branches should only complete Modules 6, 8 and 9.
• All banks must also complete the MA/1 return for all months, including quarter ends.

To be completed quarterly by subsidiaries: (PDF files)

 Module 1 Credit Risk Standardised Approach

 Module 2 Credit Risk Simplified Standardised Approach                                                          

 Module 3 Standardised Approach to Operational Risk

 Module 4 Market Risk

 Module 5 Settlement Risk

 Modules 6 to 9 Balance Sheet, ICG, Prudential Information, Maturity Analysis

 Module 10 Interest Rate Risk in the Banking Book

To be completed quarterly by branches: (PDF file) 

 Modules 6, 8 & 9 Balance Sheet, Prudential information, Maturity Analysis

To be completed monthly by all banks: (PDF file) 

 Form MA/1

 MA/1 Guidance

To be completed quarterly by all banks: (PDF file)

Form LOC/1

Cross-check Table BSL/2 to LOC/1

Guidance notes to the form BSL/2: (PDF files)

 BSL2 General Guidance

 Module 1 Standardised Approach to Credit Risk Guidance

 Module 2 Simplified Standardised Approach to Credit Risk Guidance

 Module 3 Operational Risk Guidance

 Module 4 Market Risk Guidance

 Module 5 Settlement Risk Guidance

 Module 6 Balance Sheet Guidance

 Module 7 Individual Capital Guidance

 Module 8 Prudential Information Guidance

 Module 9 Maturity Analysis Guidance

 Module 10 Interest Rate Risk in the Banking Book Guidance

 Q&A on the Completion of Form BSL/2

 Guidance Note on the Verification of Prudential Returns