PET - Plain English Taxonomy

GRF_114_0: Asset Risk Charge (G)
Australian Business Number Institution Name
   
Reporting Period Scale Factor  
Semi-annual / Annual Thousands of dollars no decimal place
Reporting Consolidation
Level 2 insurance group
Section 1: Asset Risk Charge calculation
Adjusted pre-stress value - Total amount Impact on capital base
Real interest rates Expected inflation Currency Equity Property Credit spreads Default
RIR Upwards RIR Downwards INF Upwards INF Downwards CUR Upwards CUR Downwards
1. Items subject to stress (1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11)
1.1. Cash and liquid assets
1.2. Non-reinsurance receivables
1.2.1. Non-reinsurance recoveries
1.2.2.   Net premiums receivable
1.2.3. Current tax assets
1.2.4. Other receivables
1.3.   Investments
1.3.1. Interest rate investments
1.3.2. Equities
1.3.3. Property
1.3.4. Loans and advances
1.3.5. Indirect investments
1.4. Deferred tax assets
1.5. Derivatives
1.6. Investments in related entities
1.7. Other assets
1.8. Net outstanding claims liabilities
1.9. Adjusted net premiums liabilities
1.10. Deferred tax liabilities
1.11. Derivatives
1.12. Other liabilities
1.13. Reinsurance assets for default stress  
1.13.1. Reinsurance recoverables on outstanding and paid claims  
1.13.2. Deferred reinsurance expense  
1.13.3. Other reinsurance assets                  
1.14. Off-balance sheet exposures
2. Impact on capital base
3. Risk charge components
4. Aggregated risk charge component
4.1. Impact of diversification
 
5. Less: Tax benefits deduction
 
6. Adjustments to Asset Risk Charge as approved by APRA
Description Transitional? Amount
(1) (2) (3)
  Yes
  No
7. Asset Risk Charge
Section 2: Additional information
8. Assets fair values subject to credit spreads stress
  Grade 1 (Government) Grade 1 (Other) Grade 2 Grade 3 Grade 4 Grade 5 Grade 6 Grade 7 Total fair value
by Asset
  (1) (2) (3) (4) (5) (6) (7) (8) (9)
8.1. Bonds & other non-securitised assets
8.2. Structured / securitised assets
8.3. Re-securitised assets
8.4. Total fair value by grade
9. Assets fair values subject to credit spreads stress
  Grade 1 (Government) Grade 1 (Other) Grade 2 Grade 3 Grade 4 Grade 5 Grade 6 Grade 7 Total stressed value
by Asset
  (1) (2) (3) (4) (5) (6) (7) (8) (9)
9.1. Bonds & other non-securitised assets
9.2. Structured / securitised assets
9.3. Re-securitised asset
9.4. Total stressed assets by grade
10. Yields used in stress scenarios
 
10.1. Dividend yield used in determination of equity stress (%)
10.2. Rental yield used in determination of property stress (%)
10.3. Earnings yield used in determination of property stress (%)