ARF_120_1A: IRB - Securitisation - Exposures subject to RBA, IAA or SF

Australian Business Number	Institution Name

Reporting Period	Scale Factor
Quarterly	Millions to one decimal place
Reporting Consolidation
Level 1 / Level 2

Section A: Securitisation exposures subject to RBA or IAA

Table 1. Senior positions and eligible senior IAA exposures

Long-term (LTG) and short-term (STG) credit rating grades	Exposures after CRM subject to RBA	Exposures after CRM subject to IAA	Risk-weights %	RWA
(1)	(2)	(3)	(4)	(5)
LTG1 or STG1	CS21954	CS21955	CS21956	CS21957
LTG2	CS21958	CS21959	CS21960	CS21961
LTG3	CS21962	CS21963	CS21964	CS21965
LTG4 or STG2	CS21966	CS21967	CS21968	CS21969
LTG5	CS21970	CS21971	CS21972	CS21973
LTG6	CS21974	CS21975	CS21976	CS21977
LTG7 or STG3	CS21978	CS21979	CS21980	CS21981
LTG8	CS21982	CS21983	CS21984	CS21985
LTG9	CS21986	CS21987	CS21988	CS21989
LTG10	CS21990	CS21991	CS21992	CS21993
LTG11	CS21994	CS21995	CS21996	CS21997
LTG12 or STG4 or unrated	CS21998	CS21999	CS23585	CS23586
Total	CS22001	CS22002		CS22003

Table 2. Tranches backed by non-granular pools

Long-term (LTG) and short-term (STG) credit rating grades	Exposures after CRM subject to RBA	Exposures after CRM subject to IAA	Risk-weights %	RWA
(1)	(2)	(3)	(4)	(5)
LTG1 or STG1	CS22005	CS22006	CS22007	CS22008
LTG2	CS22009	CS22010	CS22011	CS22012
LTG3	CS22013	CS22014	CS22015	CS22016
LTG4 or STG2	CS22017	CS22018	CS22019	CS22020
LTG5	CS22021	CS22022	CS22023	CS22024
LTG6	CS22025	CS22026	CS22027	CS22028
LTG7 or STG3	CS22029	CS22030	CS22031	CS22032
LTG8	CS22033	CS22034	CS22035	CS22036
LTG9	CS22037	CS22038	CS22039	CS22040
LTG10	CS22041	CS22042	CS22043	CS22044
LTG11	CS22045	CS22046	CS22047	CS22048
LTG12 or STG4 or unrated	CS22049	CS22050	CS23587	CS23588
Total	CS22052	CS22053		CS22054

Table 3. All other positions

Long-term (LTG) and short-term (STG) credit rating grades	Exposures after CRM subject to RBA	Exposures after CRM subject to IAA	Risk-weights %	RWA
(1)	(2)	(3)	(4)	(5)
LTG1 or STG1	CS22056	CS22057	CS22058	CS22059
LTG2	CS22060	CS22061	CS22062	CS22063
LTG3	CS22064	CS22065	CS22066	CS22067
LTG4 or STG2	CS22068	CS22069	CS22070	CS22071
LTG5	CS22072	CS22073	CS22074	CS22075
LTG6	CS22076	CS22077	CS22078	CS22079
LTG7 or STG3	CS22080	CS22081	CS22082	CS22083
LTG8	CS22084	CS22085	CS22086	CS22087
LTG9	CS22088	CS22089	CS22090	CS22091
LTG10	CS22092	CS22093	CS22094	CS22095
LTG11	CS22096	CS22097	CS22098	CS22099
LTG12 or STG4 or unrated	CS22100	CS22101	CS23589	CS23590
Total	CS22103	CS22104		CS22105

Section B: Resecuritisation exposures subject to RBA or IAA

Table 4. Senior positions

Long-term (LTG) and short-term (STG) credit rating grades	Exposures after CRM subject to RBA	Exposures after CRM subject to IAA	Risk-weights %	RWA
(1)	(2)	(3)	(4)	(5)
LTG1 or STG1	CS22107	CS22108	CS22109	CS22110
LTG2	CS22111	CS22112	CS22113	CS22114
LTG3	CS22115	CS22116	CS22117	CS22118
LTG4 or STG2	CS22119	CS22120	CS22121	CS22122
LTG5	CS22123	CS22124	CS22125	CS22126
LTG6	CS22127	CS22128	CS22129	CS22130
LTG7 or STG3	CS22131	CS22132	CS22133	CS22134
LTG8	CS22135	CS22136	CS22137	CS22138
LTG9	CS22139	CS22140	CS22141	CS22142
LTG10	CS22143	CS22144	CS22145	CS22146
LTG11	CS22147	CS22148	CS22149	CS22150
LTG12 or STG4 or unrated	CS22151	CS22152	CS23591	CS23592
Total	CS22154	CS22155		CS22156

Table 5. Non-senior positions

Long-term (LTG) and short-term (STG) credit rating grades	Exposures after CRM subject to RBA	Exposures after CRM subject to IAA	Risk-weights %	RWA
(1)	(2)	(3)	(4)	(5)
LTG1 or STG1	CS22158	CS22159	CS22160	CS22161
LTG2	CS22162	CS22163	CS22164	CS22165
LTG3	CS22166	CS22167	CS22168	CS22169
LTG4 or STG2	CS22170	CS22171	CS22172	CS22173
LTG5	CS22174	CS22175	CS22176	CS22177
LTG6	CS22178	CS22179	CS22180	CS22181
LTG7 or STG3	CS22182	CS22183	CS22184	CS22185
LTG8	CS22186	CS22187	CS22188	CS22189
LTG9	CS22190	CS22191	CS22192	CS22193
LTG10	CS22194	CS22195	CS22196	CS22197
LTG11	CS22198	CS22199	CS22200	CS22201
LTG12 or STG4 or unrated	CS22202	CS22203	CS23593	CS23594
Total	CS22205	CS22206		CS22207

Section C: Exposures subject to SF

Risk-weights %	Exposures after CRM	RWA
(1)	(2)	(3)
<= 25%	CS16968	CS16969
>25% - 50%	CS16970	CS16971
>50% - 75%	CS16972	CS16973
>75% - 100%	CS16974	CS16975
>100% - 250%	CS16976	CS16977
>250% - 425%	CS16978	CS16979
>425% - 650%	CS16980	CS16981
>650% - <1250%	CS16982	CS16983
>=1250% (1250% risk weight)	CS16984	CS23595
Total	CS16986	CS16987

Section D: Exposures that do not meet due diligence requirements

Long-term (LTG) and short-term (STG) credit rating grades	Exposures after CRM	Risk-weights %	RWA
(1)	(2)	(3)	(4)
LTG or STG or unrated
of which: Securitisation	CS23596	CS23597	CS23598
of which: Resecuritisation	CS23599	CS23600	CS23601
Total	CS23602		CS23603