PET - Plain English Taxonomy

ARF_116_0_9: Market risk table 9
Australian Business Number Institution Name
   
Reporting Period Scale Factor  
Quarterly Millions to two decimal places
Reporting Consolidation
Level 1 / Level 2
STANDARD METHOD
Contingent loss method
Interest rate options
Currency Note: Enter total general market risk charge in the top  
  Currency code line only of the last column
Method
  Maturity
  Duration
Time bands  
Coupon 3% or more Coupon < 3% or Duration method Maximum loss Total general market risk charge
    (1) (2)
1m or less 1m or less
3m or less Up to 3m
6m or less Up to 6m
Over 1m & up to 3m Over 1m & up to 3m
Over 1m & up to 6m Over 1m & up to 6m
Over 1m & up to 12m Over 1m & up to 12m
Over 3m & up to 6m Over 3m & up to 6m
Over 3m & up to 12m Over 3m & up to 12m
Over 3m & up to 2yr Over 3m & up to 1.9yr
Over 6m & up to 12m Over 6m & up to 12m
Over 6m & up to 2yr Over 6m & up to 1.9yr
Over 6m & up to 3yr Over 6m & up to 2.8yr
Over 1yr & up to 2yr Over 1yr & up to 1.9yr
Over 1yr & up to 3yr Over 1yr & up to 2.8yr
Over 1yr & up to 4yr Over 1yr & up to 3.6yr
Over 2yr & up to 3yr Over 1.9yr & up to 2.8yr
Over 2yr & up to 4yr Over 1.9yr & up to 3.6yr
Over 2yr & up to 5yr Over 1.9yr & up to 4.3yr
Over 3yr & up to 4yr Over 2.8yr & up to 3.6yr
Over 3yr & up to 5yr Over 2.8yr & up to 4.3yr
Over 3yr & up to 7yr Over 2.8yr & up to 5.7yr
Over 4yr & up to 5yr Over 3.6yr & up to 4.3yr
Over 4yr & up to 7yr Over 3.6yr & up to 5.7yr
Over 4yr & up to 10yr Over 3.6yr & up to 7.3yr
Over 5yr & up to 7yr Over 4.3yr & up to 5.7yr
Over 5yr & up to 10yr Over 4.3yr & up to 7.3yr
Over 5yr & up to 15yr Over 4.3yr & up to 9.3yr
Over 7yr & up to 10yr Over 5.7yr & up to 7.3yr
Over 7yr & up to 15yr Over 5.7yr & up to 9.3yr
Over 7yr & up to 20yr Over 5.7yr & up to 10.6yr
Over 10yr & up to 15yr Over 7.3yr & up to 9.3yr
Over 10yr & up to 20yr Over 7.3yr & up to 10.6yr
Over 10yr Over 7.3yr & up to 12yr
Over 15yr & up to 20yr Over 9.3yr & up to 10.6yr
Over 15yr Over 9.3yr & up to 12yr
Over 20yr Over 9.3yr & up to 20yr
  Over 10.6yr & up to 12yr
  Over 10.6yr & up to 20yr
  Over 10.6yr
  Over 12yr & up to 20yr
  Over 12yr
  Over 20yr
Total capital charge across all currencies  
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