ARF_113_3A: IRB retail - Residential mortgages

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

PD by band %	Exposures before CRM	Exposures after CRM	Exposures after CRM by LGD bands
PD by band %	Exposures before CRM	Exposures after CRM	LGD < 2.5%	LGD 2.5% to < 5%	LGD 5% to < 7.5%	LGD 7.5% to < 10%	LGD 10% to < 15%	LGD 15% to < 20%
(1)	(2)	(3)	(4.1)	(4.2)	(4.3)	(4.4)	(4.5)	(4.6)
0.0% to < 0.1%	CS12667	CS12681	CS12695	CS12709	CS12723	CS12737	CS12751	CS12765
0.1% to < 0.2%	CS12668	CS12682	CS12696	CS12710	CS12724	CS12738	CS12752	CS12766
0.2% to < 0.3%	CS12669	CS12683	CS12697	CS12711	CS12725	CS12739	CS12753	CS12767
0.3% to < 0.5%	CS12670	CS12684	CS12698	CS12712	CS12726	CS12740	CS12754	CS12768
0.5% to < 0.7%	CS12671	CS12685	CS12699	CS12713	CS12727	CS12741	CS12755	CS12769
0.7% to < 1.0%	CS12672	CS12686	CS12700	CS12714	CS12728	CS12742	CS12756	CS12770
1.0% to < 2.0%	CS12673	CS12687	CS12701	CS12715	CS12729	CS12743	CS12757	CS12771
2.0% to < 3.0%	CS12674	CS12688	CS12702	CS12716	CS12730	CS12744	CS12758	CS12772
3.0% to < 5.0%	CS12675	CS12689	CS12703	CS12717	CS12731	CS12745	CS12759	CS12773
5.0% to < 7.0%	CS12676	CS12690	CS12704	CS12718	CS12732	CS12746	CS12760	CS12774
7.0% to < 10.0%	CS12677	CS12691	CS12705	CS12719	CS12733	CS12747	CS12761	CS12775
10.0% to < 100%	CS12678	CS12692	CS12706	CS12720	CS12734	CS12748	CS12762	CS12776
100%	CS12679	CS12693	CS12707	CS12721	CS12735	CS12749	CS12763	CS12777
Total	CS12680	CS12694	CS12708	CS12722	CS12736	CS12750	CS12764	CS12778
Weighted average LGD %			CS13588	CS13589	CS13590	CS13591	CS13592	CS13593

PD by band %	Exposures after CRM by LGD bands			Weighted average LGD %	Weighted average PD %	RWA	EL amount
PD by band %	LGD 20% to < 30%	LGD 30% to < 40%	LGD >= 40%	Weighted average LGD %	Weighted average PD %	RWA	EL amount
(1)	(4.7)	(4.8)	(4.9)	(5)	(6)	(7)	(8)
0.0% to < 0.1%	CS12779	CS12793	CS12807	CS12821	CS12835	CS12849	CS12863
0.1% to < 0.2%	CS12780	CS12794	CS12808	CS12822	CS12836	CS12850	CS12864
0.2% to < 0.3%	CS12781	CS12795	CS12809	CS12823	CS12837	CS12851	CS12865
0.3% to < 0.5%	CS12782	CS12796	CS12810	CS12824	CS12838	CS12852	CS12866
0.5% to < 0.7%	CS12783	CS12797	CS12811	CS12825	CS12839	CS12853	CS12867
0.7% to < 1.0%	CS12784	CS12798	CS12812	CS12826	CS12840	CS12854	CS12868
1.0% to < 2.0%	CS12785	CS12799	CS12813	CS12827	CS12841	CS12855	CS12869
2.0% to < 3.0%	CS12786	CS12800	CS12814	CS12828	CS12842	CS12856	CS12870
3.0% to < 5.0%	CS12787	CS12801	CS12815	CS12829	CS12843	CS12857	CS12871
5.0% to < 7.0%	CS12788	CS12802	CS12816	CS12830	CS12844	CS12858	CS12872
7.0% to < 10.0%	CS12789	CS12803	CS12817	CS12831	CS12845	CS12859	CS12873
10.0% to < 100%	CS12790	CS12804	CS12818	CS12832	CS12846	CS12860	CS12874
100%	CS12791	CS12805	CS12819	CS12833	CS12847	CS12861	CS12875
Total	CS12792	CS12806	CS12820	CS12834	CS12848	CS12862	CS12876
Weighted average LGD %	CS13594	CS13595	CS13596

Section B: Off-balance sheet risk-weighted assets and expected loss amount

PD by band %	Exposures before CRM	Exposures after CRM	Exposures after CRM by LGD bands
PD by band %	Exposures before CRM	Exposures after CRM	LGD < 2.5%	LGD 2.5% to < 5%	LGD 5% to < 7.5%	LGD 7.5% to < 10%	LGD 10% to < 15%	LGD 15% to < 20%
(1)	(2)	(3)	(4.1)	(4.2)	(4.3)	(4.4)	(4.5)	(4.6)
0.0% to < 0.1%	CS12877	CS12891	CS12905	CS12919	CS12933	CS12947	CS12961	CS12975
0.1% to < 0.2%	CS12878	CS12892	CS12906	CS12920	CS12934	CS12948	CS12962	CS12976
0.2% to < 0.3%	CS12879	CS12893	CS12907	CS12921	CS12935	CS12949	CS12963	CS12977
0.3% to < 0.5%	CS12880	CS12894	CS12908	CS12922	CS12936	CS12950	CS12964	CS12978
0.5% to < 0.7%	CS12881	CS12895	CS12909	CS12923	CS12937	CS12951	CS12965	CS12979
0.7% to < 1.0%	CS12882	CS12896	CS12910	CS12924	CS12938	CS12952	CS12966	CS12980
1.0% to < 2.0%	CS12883	CS12897	CS12911	CS12925	CS12939	CS12953	CS12967	CS12981
2.0% to < 3.0%	CS12884	CS12898	CS12912	CS12926	CS12940	CS12954	CS12968	CS12982
3.0% to < 5.0%	CS12885	CS12899	CS12913	CS12927	CS12941	CS12955	CS12969	CS12983
5.0% to < 7.0%	CS12886	CS12900	CS12914	CS12928	CS12942	CS12956	CS12970	CS12984
7.0% to < 10.0%	CS12887	CS12901	CS12915	CS12929	CS12943	CS12957	CS12971	CS12985
10.0% to < 100%	CS12888	CS12902	CS12916	CS12930	CS12944	CS12958	CS12972	CS12986
100%	CS12889	CS12903	CS12917	CS12931	CS12945	CS12959	CS12973	CS12987
Total	CS12890	CS12904	CS12918	CS12932	CS12946	CS12960	CS12974	CS12988
Weighted average LGD %			CS13597	CS13598	CS13599	CS13600	CS13601	CS13602

PD by band %	Exposures after CRM by LGD bands			Weighted average LGD %	Weighted average PD %	RWA	EL amount
PD by band %	LGD 20% to < 30%	LGD 30% to < 40%	LGD >= 40%	Weighted average LGD %	Weighted average PD %	RWA	EL amount
(1)	(4.7)	(4.8)	(4.9)	(5)	(6)	(7)	(8)
0.0% to < 0.1%	CS12989	CS13003	CS13017	CS13031	CS13045	CS13059	CS13073
0.1% to < 0.2%	CS12990	CS13004	CS13018	CS13032	CS13046	CS13060	CS13074
0.2% to < 0.3%	CS12991	CS13005	CS13019	CS13033	CS13047	CS13061	CS13075
0.3% to < 0.5%	CS12992	CS13006	CS13020	CS13034	CS13048	CS13062	CS13076
0.5% to < 0.7%	CS12993	CS13007	CS13021	CS13035	CS13049	CS13063	CS13077
0.7% to < 1.0%	CS12994	CS13008	CS13022	CS13036	CS13050	CS13064	CS13078
1.0% to < 2.0%	CS12995	CS13009	CS13023	CS13037	CS13051	CS13065	CS13079
2.0% to < 3.0%	CS12996	CS13010	CS13024	CS13038	CS13052	CS13066	CS13080
3.0% to < 5.0%	CS12997	CS13011	CS13025	CS13039	CS13053	CS13067	CS13081
5.0% to < 7.0%	CS12998	CS13012	CS13026	CS13040	CS13054	CS13068	CS13082
7.0% to < 10.0%	CS12999	CS13013	CS13027	CS13041	CS13055	CS13069	CS13083
10.0% to < 100%	CS13000	CS13014	CS13028	CS13042	CS13056	CS13070	CS13084
100%	CS13001	CS13015	CS13029	CS13043	CS13057	CS13071	CS13085
Total	CS13002	CS13016	CS13030	CS13044	CS13058	CS13072	CS13086
Weighted average LGD %	CS13603	CS13604	CS13605

Memorandum items: breakdown of non-market related off-balance sheet exposures

Nature of transaction	Notional amount	Credit equivalent amount
(1)	(2)	(3)
CS13087	CS13088	CS13089

Section C: Memorandum items: purchased receivables

	RWA		EL amount
Exposures	Default risk	Dilution risk	Default risk	Dilution risk
On-balance sheet	CS13093	CS13095	CS13097	CS13099
Off-balance sheet	CS13094	CS13096	CS13098	CS13100