PET - Plain English Taxonomy

ARF_113_1E: AIRB - Specialised lending
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.
  Exposures after CRM (columns 2 to 6) Weighted average (columns 7 & 8)
PD % Total Project finance Object finance Commodities finance IPRE LGD % Maturity (years) RWA EL amount
(1) (2) (3) (4) (5) (6) (7) (8) (9) (10)
  Exposures after CRM  
  Total Project finance Object finance Commodities finance IPRE
  (2) (3) (4) (5) (6)
Total
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.
  Exposures after CRM (columns 2 to 6) Weighted average (columns 7 & 8)
PD % Total Project finance Object finance Commodities finance IPRE LGD % Maturity (years) RWA EL amount
(1) (2) (3) (4) (5) (6) (7) (8) (9) (10)
  Exposures after CRM  
  Total Project finance Object finance Commodities finance IPRE
  (2) (3) (4) (5) (6)
Total
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