ARF_116_0_14: Market risk table 14

Australian Business Number	Institution Name

Reporting Period	Scale Factor
Quarterly	Millions to two decimal places
Reporting Consolidation
Level 1 / Level 2

INTERNAL MODEL METHOD

Value-at-risk method
Largest daily losses over the quarter

	Loss	Date	VaR
	(1)	(2)	(3)
1.	CS10014	CS10015	CS11114
2.	CS10016	CS10017	CS11115
3.	CS10018	CS10019	CS11116
4.	CS10020	CS10021	CS11117
5.	CS10022	CS10023	CS11118

Comments
CS11300