PET - Plain English Taxonomy

ARF_113_3A: IRB retail - Residential mortgages
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
PD by band % Exposures before CRM Exposures after CRM Exposures after CRM by LGD bands
LGD < 2.5% LGD 2.5% to < 5% LGD 5% to < 7.5% LGD 7.5% to < 10% LGD 10% to < 15% LGD 15% to < 20%
(1) (2) (3) (4.1) (4.2) (4.3) (4.4) (4.5) (4.6)
0.0% to < 0.1%
0.1% to < 0.2%
0.2% to < 0.3%
0.3% to < 0.5%
0.5% to < 0.7%
0.7% to < 1.0%
1.0% to < 2.0%
2.0% to < 3.0%
3.0% to < 5.0%
5.0% to < 7.0%
7.0% to < 10.0%
10.0% to < 100%
100%
Total
Weighted average LGD %  
PD by band % Exposures after CRM by LGD bands Weighted average LGD % Weighted average PD % RWA EL amount  
LGD 20% to < 30% LGD 30% to < 40% LGD >= 40%
(1) (4.7) (4.8) (4.9) (5) (6) (7) (8)
0.0% to < 0.1%
0.1% to < 0.2%
0.2% to < 0.3%
0.3% to < 0.5%
0.5% to < 0.7%
0.7% to < 1.0%
1.0% to < 2.0%
2.0% to < 3.0%
3.0% to < 5.0%
5.0% to < 7.0%
7.0% to < 10.0%
10.0% to < 100%
100%
Total
Weighted average LGD %
Section B: Off-balance sheet risk-weighted assets and expected loss amount
PD by band % Exposures before CRM Exposures after CRM Exposures after CRM by LGD bands
LGD < 2.5% LGD 2.5% to < 5% LGD 5% to < 7.5% LGD 7.5% to < 10% LGD 10% to < 15% LGD 15% to < 20%
(1) (2) (3) (4.1) (4.2) (4.3) (4.4) (4.5) (4.6)
0.0% to < 0.1%
0.1% to < 0.2%
0.2% to < 0.3%
0.3% to < 0.5%
0.5% to < 0.7%
0.7% to < 1.0%
1.0% to < 2.0%
2.0% to < 3.0%
3.0% to < 5.0%
5.0% to < 7.0%
7.0% to < 10.0%
10.0% to < 100%
100%
Total
Weighted average LGD %  
PD by band % Exposures after CRM by LGD bands Weighted average LGD % Weighted average PD % RWA EL amount  
LGD 20% to < 30% LGD 30% to < 40% LGD >= 40%
(1) (4.7) (4.8) (4.9) (5) (6) (7) (8)
0.0% to < 0.1%
0.1% to < 0.2%
0.2% to < 0.3%
0.3% to < 0.5%
0.5% to < 0.7%
0.7% to < 1.0%
1.0% to < 2.0%
2.0% to < 3.0%
3.0% to < 5.0%
5.0% to < 7.0%
7.0% to < 10.0%
10.0% to < 100%
100%
Total
Weighted average LGD %
Memorandum items: breakdown of non-market related off-balance sheet exposures
Nature of transaction Notional amount Credit equivalent amount
(1) (2) (3)
Section C: Memorandum items: purchased receivables
RWA EL amount
Exposures Default risk Dilution risk Default risk Dilution risk
On-balance sheet
Off-balance sheet