| ARF_113_0E: FIRB - Specialised lending | |||||||||
| Effective date: 1 January 2008 | |||||||||
| Australian Business Number | Institution Name | ||||||||
| Reporting Period | Scale Factor | ||||||||
| Quarterly | Millions to one decimal place | ||||||||
| Reporting Consolidation | |||||||||
| Level 1 / Level 2 | |||||||||
| Credit risk-weighted assets | |||||||||
| Section A: On-balance sheet risk-weighted assets and expected loss amount | |||||||||
| Table 1. | |||||||||
| Exposures | Exposures after CRM by LGD categories (columns 4.1 to 4.5) | ||||||||
| PD % | Before CRM | After CRM | Subordinated claims | CRE and / or RRE | Eligible financial receivables | Eligible financial collateral | Senior unsecured claims | ||
| (1) | (2) | (3) | (4.1) | (4.2) | (4.3) | (4.4) | (4.5) | ||
| Exposures | Exposures after CRM by LGD categories | ||||||||
| Before CRM | After CRM | Subordinated claims | CRE and / or RRE | Eligible financial receivables | Eligible financial collateral | Senior unsecured claims | |||
| (2) | (3) | (4.1) | (4.2) | (4.3) | (4.4) | (4.5) | |||
| Total | |||||||||
| Table 2. | |||||||||
| Exposures after CRM (columns 2 to 6) | Weighted average (columns 7 & 8) | ||||||||
| PD % | Total | Project finance | Object finance | Commodities finance | IPRE | LGD % | Maturity (years) | RWA | EL amount |
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) |
| Exposures after CRM | |||||||||
| Total | Project finance | Object finance | Commodities finance | IPRE | |||||
| (2) | (3) | (4) | (5) | (6) | |||||
| Total | |||||||||
| Section B: Off-balance sheet risk-weighted assets and expected loss amount | |||||||||
| Table 1. | |||||||||
| Exposures | Exposures after CRM by LGD categories (columns 4.1 to 4.5) | ||||||||
| PD % | Before CRM | After CRM | Subordinated claims | CRE and / or RRE | Eligible financial receivables | Eligible financial collateral | Senior unsecured claims | ||
| (1) | (2) | (3) | (4.1) | (4.2) | (4.3) | (4.4) | (4.5) | ||
| Exposures | Exposures after CRM by LGD categories | ||||||||
| Before CRM | After CRM | Subordinated claims | CRE and / or RRE | Eligible financial receivables | Eligible financial collateral | Senior unsecured claims | |||
| (2) | (3) | (4.1) | (4.2) | (4.3) | (4.4) | (4.5) | |||
| Total | |||||||||
| Table 2. | |||||||||
| Exposures after CRM (columns 2 to 6) | Weighted average (columns 7 & 8) | ||||||||
| PD % | Total | Project finance | Object finance | Commodities finance | IPRE | LGD % | Maturity (years) | RWA | EL amount |
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) |
| Exposures after CRM | |||||||||
| Total | Project finance | Object finance | Commodities finance | IPRE | |||||
| (2) | (3) | (4) | (5) | (6) | |||||
| Total | |||||||||
| Table 3. Memorandum items: breakdown of non-market related off-balance sheet exposures | |||||||||
| Nature of transaction | Notional amount | Credit equivalent amount | |||||||
| (1) | (2) | (3) | |||||||
| Section C: Summary | |||||||||
| Weighted average PD % | Weighted average LGD % | Weighted average maturity (years) | RWA | EL amount | |||||
| (1) | (2) | (3) | (4) | (5) | |||||
| On-balance sheet | |||||||||
| Off-balance sheet | |||||||||
| Total | |||||||||
