| ARF_112_1A: Standardised credit risk - On-balance sheet assets | ||||
| Effective date: 1 January 2022 | ||||
| Australian Business Number | Institution Name | |||
| Reporting Period | Scale Factor | |||
| Quarterly | Millions to one decimal place for reporting category B ADIs | |||
| Whole dollars no decimal place for reporting category A ADIs | ||||
| Reporting Consolidation | ||||
| Level 1 / Level 2 | ||||
| Exposures before CRM | Exposures after CRM | Risk-weights % | RWA | |
| (1) | (2) | (3) | (4) | |
| 1. Class I - Cash items | ||||
| 1.1. Notes and coins | ||||
| 1.2. Australian dollar balances with the Reserve Bank of Australia | ||||
| 1.3. Gold bullion held in the ADI's own vault or on an allocated basis by another party to the extent that it is backed by gold bullion liabilities | ||||
| 1.4. Cash items in the process of collection | ||||
| 2. Class II - Claims on Australian and foreign governments and central banks | ||||
| 2.1. Australian dollar claims on the Australian Government | ||||
| 2.2. Claims on overseas central governments and state or regional governments, State or Territory Governments in Australia (including State or Territory central borrowing authorities), central banks (including the Reserve Bank of Australia) and foreign currency claims on the Australian Government | ||||
| 2.2.1. Credit rating grade 1 | ||||
| 2.2.2. Credit rating grade 2 | ||||
| 2.2.3. Credit rating grade 3 | ||||
| 2.2.4. Credit rating grade 4 | ||||
| 2.2.5. Credit rating grade 5 | ||||
| 2.2.6. Credit rating grade 6 | ||||
| 2.2.7. Unrated | ||||
| 2.2.8. Total | ||||
| 2.3. Claims on local governments and non-commercial public sector entities in Australia and overseas | ||||
| 2.3.1. Credit rating grade 1 | ||||
| 2.3.2. Credit rating grade 2 | ||||
| 2.3.3. Credit rating grade 3 | ||||
| 2.3.4. Credit rating grade 4 | ||||
| 2.3.5. Credit rating grade 5 | ||||
| 2.3.6. Credit rating grade 6 | ||||
| 2.3.7. Unrated | ||||
| 2.3.8. Total | ||||
| 3. Class III - Claims on international banking agencies, regional development banks, ADIs & overseas banks | ||||
| 3.1. Claims on international banking agencies and multilateral regional development banks | ||||
| 3.1.1. Credit rating grade 1 | ||||
| 3.1.2. Credit rating grade 2 | ||||
| 3.1.3. Credit rating grade 3 | ||||
| 3.1.4. Credit rating grade 4 | ||||
| 3.1.5. Credit rating grade 5 | ||||
| 3.1.6. Credit rating grade 6 | ||||
| 3.1.7. Unrated | ||||
| 3.1.8. Concessional risk rate for specified highly rated institutions and banks | ||||
| 3.1.9. Issue-specific short-term rated | ||||
| 3.1.10. Total | ||||
| 3.2. Claims (other than equity) on ADIs & overseas banks, being claims with an original maturity of three months or less | ||||
| 3.2.1. Credit rating grade 1 | ||||
| 3.2.2. Credit rating grade 2 | ||||
| 3.2.3. Credit rating grade 3 | ||||
| 3.2.4. Credit rating grade 4 | ||||
| 3.2.5. Credit rating grade 5 | ||||
| 3.2.6. Credit rating grade 6 | ||||
| 3.2.7. Unrated | ||||
| 3.2.8. Exposures to unrated ADIs or overseas banks subject to a risk-weight floor equal to that applicable to exposures to their central governments | ||||
| 3.2.9. Issue-specific short-term rated | ||||
| 3.2.10. Total | ||||
| 3.3. Claims (other than equity) on ADIs & overseas banks, being claims with an original maturity of more than three months | ||||
| 3.3.1. Credit rating grade 1 | ||||
| 3.3.2. Credit rating grade 2 | ||||
| 3.3.3. Credit rating grade 3 | ||||
| 3.3.4. Credit rating grade 4 | ||||
| 3.3.5. Credit rating grade 5 | ||||
| 3.3.6. Credit rating grade 6 | ||||
| 3.3.7. Unrated | ||||
| 3.3.8. Exposures to unrated ADIs or overseas banks subject to a risk-weight floor equal to that applicable to exposures to their central governments | ||||
| 3.3.9. Issue-specific short-term rated | ||||
| 3.3.10. Total | ||||
| 4. Class IV - Claims secured against eligible residential mortgages | ||||
| 4.1. Standard eligible mortgage - no mortgage insurance | ||||
| 4.1.1. LVR 0%-60% | ||||
| 4.1.2. LVR 60.01% - 80% | ||||
| 4.1.3. LVR 80.01% - 90% | ||||
| 4.1.4. LVR 90.01% - 100% | ||||
| 4.1.5. LVR > 100.01% | ||||
| 4.2. Standard eligible mortgage - mortgage insured with an acceptable LMI | ||||
| 4.2.1. LVR 0%-60% | ||||
| 4.2.2. LVR 60.01% - 80% | ||||
| 4.2.3. LVR 80.01% - 90% | ||||
| 4.2.4. LVR 90.01% - 100% | ||||
| 4.2.5. LVR > 100.01% | ||||
| 4.3. Non-standard eligible mortgage - no mortgage insurance | ||||
| 4.3.1. LVR 0%-60% | ||||
| 4.3.2. LVR 60.01% - 80% | ||||
| 4.3.3. LVR 80.01% - 90% | ||||
| 4.3.4. LVR 90.01% - 100% | ||||
| 4.3.5. LVR > 100.01% | ||||
| 4.4. Non-standard eligible mortgage - mortgage insured with an acceptable LMI | ||||
| 4.4.1. LVR 0%-60% | ||||
| 4.4.2. LVR 60.01% - 80% | ||||
| 4.4.3. LVR 80.01% - 90% | ||||
| 4.4.4. LVR 90.01% - 100% | ||||
| 4.4.5. LVR > 100.01% | ||||
| 4.5. Total loans and all other claims secured against eligible residential mortgages | ||||
| 5. Class V - Unsettled and failed transactions | ||||
| 5.1. Delivery-versus-payment transactions | ||||
| 5.1.1. 5 to 15 days | ||||
| 5.1.2. 16 to 30 days | ||||
| 5.1.3. 31 to 45 days | ||||
| 5.1.4. 46 days or more | ||||
| 5.2. Non-delivery-versus-payment transactions | ||||
| 5.2.1. 0 to 4 days | ||||
| 5.2.2. 5 days or more | ||||
| 5.3. Total | ||||
| 6. Class VI - Non-performing claims | ||||
| 6.1. Unsecured portion of any claim (other than a loan or claim secured against eligible residential mortgages) that is past due for more than 90 days and/or non-performing where specific provisions are: | ||||
| 6.1.1. Less than 20 per cent of the outstanding amount of the past due claim or non-performing asset | ||||
| 6.1.2. No less than 20 per cent of the outstanding amount of the past due claim or non-performing asset | ||||
| 6.2. Loans and claims secured against eligible residential mortgages that are past due for more than 90 days and/or non-performing, where the claim is: | ||||
| 6.2.1. Not mortgage insured with an acceptable LMI | ||||
| 6.2.2. Mortgage insured with an acceptable LMI, and the total of past due/non-performing loans and claims covered by each single insurer does not exceed the ADI's large exposure limit | ||||
| 6.2.3. Mortgage insured with an acceptable LMI, and the total of past due/non-performing loans and claims covered by each single insurer exceeds the ADI's large exposure limit | ||||
| 6.3. Total | ||||
| 7. Class VII - Other assets and claims | ||||
| 7.1. Claims (other than equity) on Australian and international corporate counterparties (including insurance and securities companies) and commercial public sector entities | ||||
| 7.1.1. Credit rating grade 1 | ||||
| 7.1.2. Credit rating grade 2 | ||||
| 7.1.3. Credit rating grade 3 | ||||
| 7.1.4. Credit rating grade 4 | ||||
| 7.1.5. Credit rating grade 5 | ||||
| 7.1.6. Credit rating grade 6 | ||||
| 7.1.7. Unrated | ||||
| 7.1.8. Issue-specific short-term rated | ||||
| 7.1.9. Total | ||||
| 7.2. All claims (other than equity) on private sector counterparties (other than ADIs, overseas banks and corporate counterparties) | ||||
| 7.3. Investments in premises, plant and equipment and all other fixed assets | ||||
| 7.4. Claims on all fixed assets under operating leases | ||||
| 7.5. Equity exposures that are not deducted from capital and are listed on a recognised exchange | ||||
| 7.6. Equity exposures that are not deducted from capital and are not listed on a recognised exchange | ||||
| 7.7. Margin lending against listed instruments on recognised exchanges | ||||
| 7.8. Margin lending against unlisted instruments | ||||
| 7.9. All other assets and claims not specified elsewhere | ||||
| 8. Total on-balance sheet credit risk-weighted assets | ||||
