PET - Plain English Taxonomy

ARF_113_1C: AIRB - Bank
Australian Business Number Institution Name
   
Reporting Period Scale Factor  
Quarterly Millions to one decimal place
Reporting Consolidation
Level 1 / Level 2
Credit risk-weighted assets
Section A: On-balance sheet risk-weighted assets and expected loss amount
Table 1.
  Exposures Exposures after CRM by LGD bands (columns 4.1 to 4.12)
PD % Before CRM After CRM < 10% 10 to < 20% 20 to < 30% 30 to <40% 40 to <50% 50 to <60% 60 to <70% 70 to <80% 80 to <90% 90 to <100% 100 to <110% >=110%
(1) (2) (3) (4.1) (4.2) (4.3) (4.4) (4.5) (4.6) (4.7) (4.8) (4.9) (4.10) (4.11) (4.12)
Table 2.
  LGD bands
  < 10% 10 to < 20% 20 to < 30% 30 to <40% 40 to <50% 50 to <60% 60 to <70% 70 to <80% 80 to <90% 90 to <100% 100 to <110% >=110%
  (4.1) (4.2) (4.3) (4.4) (4.5) (4.6) (4.7) (4.8) (4.9) (4.10) (4.11) (4.12)
Weighted average LGD %
  Exposures Exposures after CRM by LGD bands
  Before CRM After CRM
  (2) (3)
Total
Table 3.
PD % Weighted average LGD % Weighted average maturity (years) RWA EL amount
(1) (2) (3) (4) (5)
Section B: Off-balance sheet risk-weighted assets and expected loss amount
Table 1.
  Exposures Exposures after CRM by LGD bands (columns 4.1 to 4.12)
PD % Before CRM After CRM < 10% 10 to < 20% 20 to < 30% 30 to <40% 40 to <50% 50 to <60% 60 to <70% 70 to <80% 80 to <90% 90 to <100% 100 to <110% >=110%
(1) (2) (3) (4.1) (4.2) (4.3) (4.4) (4.5) (4.6) (4.7) (4.8) (4.9) (4.10) (4.11) (4.12)
Table 2.
  LGD bands
  < 10% 10 to < 20% 20 to < 30% 30 to <40% 40 to <50% 50 to <60% 60 to <70% 70 to <80% 80 to <90% 90 to <100% 100 to <110% >=110%
  (4.1) (4.2) (4.3) (4.4) (4.5) (4.6) (4.7) (4.8) (4.9) (4.10) (4.11) (4.12)
Weighted average LGD %
  Exposures Exposures after CRM by LGD bands
  Before CRM After CRM
  (2) (3)
Total
Table 3.
PD % Weighted average LGD % Weighted average maturity (years) RWA EL amount
(1) (2) (3) (4) (5)
Table 4. Memorandum items: breakdown of non-market related off-balance sheet exposures
Nature of transaction Notional amount Credit equivalent amount
(1) (2) (3)
Section C: Summary
Weighted average PD % Weighted average LGD % Weighted average maturity (years) RWA EL amount
(1) (2) (3) (4) (5)
On-balance sheet
Off-balance sheet
Total