PET - Plain English Taxonomy

ARF_116_0_2: Market risk table 2
Australian Business Number Institution Name
   
Reporting Period Scale Factor  
Quarterly Millions to two decimal places
Reporting Consolidation
Level 1 / Level 2
STANDARD METHOD
Interest rate risk
General market risk
Currency Note: Enter total general market risk charge in the top  
  Currency code line only of the last column
Method
  Maturity
  Duration
  Pre-processing
Time bands Net risk-weighted positions    
Coupon 3% or more Coupon < 3% or Duration method Long Short Total general market risk charge
    (1) (2) (3)
1m or less 1m or less
Over 1m up to 3m Over 1m up to 3m
Over 3m up to 6m Over 3m up to 6m
Over 6m up to 12m Over 6m up to 12m
Over 1yr up to 2yr Over 1.0yr up to 1.9yr
Over 2yr up to 3yr Over 1.9yr up to 2.8yr
Over 3yr up to 4yr Over 2.8yr up to 3.6yr
Over 4yr up to 5yr Over 3.6yr up to 4.3yr
Over 5yr up to 7yr Over 4.3yr up to 5.7yr
Over 7yr up to 10yr Over 5.7yr up to 7.3yr
Over 10yr up to 15yr Over 7.3yr up to 9.3yr
Over 15yr up to 20yr Over 9.3yr up to 10.6yr
Over 20yr Over 10.6yr up to 12yr
  Over 12yr up to 20yr
  Over 20yr
Total capital charge across all currencies
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