| ARF_116_0_11: Market risk table 11 | ||
| Australian Business Number | Institution Name | |
| Reporting Period | Scale Factor | |
| Quarterly | Millions to two decimal places | |
| Reporting Consolidation | ||
| Level 1 / Level 2 | ||
| STANDARD METHOD | ||
| Contingent loss method | ||
| Foreign exchange options | ||
| Currency pair | ||
| Currency 1 | Currency 2 | Maximum loss |
| (1) | ||
| Currency code | ||
| Total capital charge across all currency pairs | ||
| Comments | ||
