PET - Plain English Taxonomy

ARF_112_2A: Standardised credit risk - Off-balance sheet exposures
Australian Business Number Institution Name
   
Reporting Period Scale Factor  
Quarterly Millions to one decimal place for banks
Whole dollars no decimal place for other ADIs
Reporting Consolidation
Level 1 / Level 2
Section A: Non-market-related off-balance sheet exposures
Notional principal amount Credit conversion factor % Credit equivalent amount RWA
(1) (2) (3) (4)
1. Nature of transaction
1.1. Direct credit substitutes        
1.1.1. Guarantees
1.1.2. Credit derivatives - sold protection in the banking book
1.1.3. Standby letters of credit
1.1.4. Bill endorsements
1.1.5. Other
1.2. Performance-related contingencies
1.3. Trade-related contingencies
1.4. Lending of securities or posting of securities as collateral
1.5. Assets sold with recourse
1.6. Forward asset purchases
1.7. Partly paid shares and securities
1.8. Placements of forward deposits
1.9. Note issuance and underwriting facilities
1.10. Credit derivatives used for acquiring credit risk exposure  
1.11. Other commitments        
1.11.1. Commitments with certain drawdown
of which: Loans approved but not yet advanced        
1.11.1.1. Loans supported by eligible residential mortgages
1.11.1.2. Other loans
1.11.2. Commitments with an original maturity of one year or less
1.11.2.1. of which: Balances available for redraw under redraw facilities of term loans
1.11.3. Commitments with an original maturity of over one year
1.11.3.1. of which: Balances available for redraw under redraw facilities of term loans
1.11.4. Commitments that can be unconditionally cancelled at any time without notice
1.11.5. Irrevocable standby commitments provided under APRA approved industry support arrangements
1.11.6. Total  
1.12. All other non-market-related off-balance sheet transactions  
   
1.13. Total non-market-related off-balance sheet risk-weighted credit exposures  
Section B: Market-related off-balance sheet exposures
Notional principal amount Credit conversion factor % Potential future exposure Current exposure Credit equivalent amount RWA
(1) (2) (3) (4) (5) (6)
2.              
2.1. Interest rate contracts
2.1.1. Residual maturity 1 year or less
2.1.2. Residual maturity > 1 year to 5 years
2.1.3. Residual maturity > 5 years
2.1.4. Contracts with residual maturity > 1 year that are subject to a CCF floor
2.1.5. Contracts with multiple exchanges of principal  
2.1.6. Counterparty credit risk  
2.1.7. Total  
2.2. Foreign exchange and gold contracts            
2.2.1. Residual maturity 1 year or less
2.2.2. Residual maturity > 1 year to 5 years
2.2.3. Residual maturity > 5 years
2.2.4. Contracts with multiple exchanges of principal  
2.2.5. Counterparty credit risk  
2.2.6. Total  
 
2.3. Equity contracts            
2.3.1. Residual maturity 1 year or less
2.3.2. Residual maturity > 1 year to 5 years
2.3.3. Residual maturity > 5 years
2.3.4. Contracts with multiple exchanges of principal  
2.3.5. Counterparty credit risk  
2.3.6. Total  
 
2.4. Precious metal contracts (other than gold)            
2.4.1. Residual maturity 1 year or less
2.4.2. Residual maturity > 1 year to 5 years
2.4.3. Residual maturity > 5 years
2.4.4. Contracts with multiple exchanges of principal  
2.4.5. Counterparty credit risk  
2.4.6. Total  
 
2.5. Other commodity contracts (other than precious metals)            
2.5.1. Residual maturity 1 year or less
2.5.2. Residual maturity > 1 year to 5 years
2.5.3. Residual maturity > 5 years
2.5.4. Contracts with multiple exchanges of principal  
2.5.5. Counterparty credit risk  
2.5.6. Total  
 
2.6. Other market-related contracts            
2.6.1. Residual maturity 1 year or less
2.6.2. Residual maturity > 1 year to 5 years
2.6.3. Residual maturity > 5 years
2.6.4. Contracts with multiple exchanges of principal  
2.6.5. Counterparty credit risk  
2.6.6. Total  
     
  Trade exposure Risk weight RWA
  (4) (5) (6)
2.7. Central counterparty trade exposure      
2.7.1. Exposures eligible for a 0% risk weight  
2.7.2. Exposures eligible for a 2% risk weight  
2.7.3. Exposures eligible for a 4% risk weight  
2.7.4. Exposures eligible for a bilateral risk weight    
2.7.5. Total central counterparty exposures  
2.8. CVA capital treatment
 
2.8.0. Approach for calculating CVA risk capital charge
     
Rating grade weighting CVA capital formula component 1 CVA capital formula component 2 CVA capital formula component 3 Derived quantity 1 Derived quantity 2
(1) (2) (3) (4) (5) (6)
2.8.1. CVA capital charge components, credit rating grade = 1
2.8.2. CVA capital charge components, credit rating grade = 2
2.8.3. CVA capital charge components, credit rating grade = 3
2.8.4. CVA capital charge components, credit rating grade = 4 or unrated
2.8.5. CVA capital charge components, credit rating grade = 5
2.8.6. CVA capital charge components, credit rating grade = 6
2.8.7. Total CVA capital charge components  
2.8.8. Total CVA capital charge (standardised formula)  
2.8.9. Total CVA RWA (simplified approach)  
2.8.10. Total CVA RWA  
2.9. Qualifying central counterparty default fund guarantees  
Name of central counterparty Prefunded default fund contribution Trade exposure RWA
(1) (2) (3) (4)
2.9.1. Qualifying central counterparty 1
2.9.2. Qualifying central counterparty 2
2.9.3. Qualifying central counterparty 3
2.9.4. Qualifying central counterparty 4
2.9.5. Qualifying central counterparty 5
2.9.6. Other qualifying central counterparties  
2.9.7. Total  
2.10. Non-qualifying central counterparty default fund guarantees
Name of central counterparty Prefunded default fund contribution Unfunded default fund contribution RWA
(1) (2) (3) (4)
2.10.1. Non-qualifying central counterparty 1
2.10.2. Non-qualifying central counterparty 2
2.10.3. Non-qualifying central counterparty 3
2.10.4. Non-qualifying central counterparty 4
2.10.5. Non-qualifying central counterparty 5
2.10.6. Other non-qualifying central counterparties  
2.10.7. Total  
   
  Credit equivalent amount RWA
  (5) (6)
2.11. Total market-related off-balance sheet risk-weighted credit exposures  
Section C: Total off-balance sheet risk-weighted credit exposures (non-market-related and market-related)
3. Total off-balance sheet risk-weighted credit exposures