GRF_116_2: Probable Maximum Loss for LMIs  NonStandard Loans














Australian Business Number

Institution Name





Reporting Period

Scale Factor


Quarterly / Annual

Thousands of dollars no decimal place


Reporting Consolidation



Licensed insurer





1. ADI




1.1. 100 per cent and top cover




LVR greater than (%)

LVR less than or equal to (%)

Coverage proportion (%)

Age

Total sum insured

PD factor

LGD factor

LGD factor

PML

< 3 years

3 < 5 years

5 < 10 years

>= 10 years

(100% cover)

(top cover)

(1)

(2)

(3)

(4.1)

(4.2)

(4.3)

(4.4)

(5)

(6)

(7)

(8)

(9)













100


100










95


40










90


35










85


30










80


25










70


20










60












0












Total














1.2. Pool cover




Weightedaverage LVR (%)

Weightedaverage age

Seasoning factor

Total sum insured

PD factor

LGD factor

PML


(1)

(2)

(3)

(4)

(5)

(6)

(7)










Total








2. NonAPRA regulated




2.1. 100 per cent and top cover




LVR greater than (%)

LVR less than or equal to (%)

Coverage proportion (%)

Age

Total sum insured

PD factor

LGD factor

LGD factor

PML

< 3 years

3 < 5 years

5 < 10 years

>= 10 years

(100% cover)

(top cover)

(1)

(2)

(3)

(4.1)

(4.2)

(4.3)

(4.4)

(5)

(6)

(7)

(8)

(9)













100


100










95


40










90


35










85


30










80


25










70


20










60












0












Total












2.2. Pool cover




Weightedaverage LVR (%)

Weightedaverage age

Seasoning factor

Total sum insured

PD factor

LGD factor

PML


(1)

(2)

(3)

(4)

(5)

(6)

(7)










Total

























