| ARF_112_2A: Standardised credit risk - Off-balance sheet exposures | ||||
| Effective date: 20 February 2020 | ||||
| Australian Business Number | Institution Name | |||
| Reporting Period | Scale Factor | |||
| Quarterly | Millions to one decimal place for banks | |||
| Whole dollars no decimal place for other ADIs | ||||
| Reporting Consolidation | ||||
| Level 1 / Level 2 | ||||
| Section A: Non-market-related off-balance sheet exposures | ||||
| Notional principal amount | Credit conversion factor % | Credit equivalent amount | RWE | |
| (1) | (2) | (3) | (4) | |
| 1. Nature of transaction | ||||
| 1.1. Direct credit substitutes | ||||
| 1.1.1. Guarantees | ||||
| 1.1.2. Credit derivatives - sold protection in the banking book | ||||
| 1.1.3. Standby letters of credit | ||||
| 1.1.4. Bill endorsements | ||||
| 1.1.5. Other | ||||
| 1.2. Performance-related contingencies | ||||
| 1.3. Trade-related contingencies | ||||
| 1.4. Lending of securities or posting of securities as collateral | ||||
| 1.5. Assets sold with recourse | ||||
| 1.6. Forward asset purchases | ||||
| 1.7. Partly paid shares and securities | ||||
| 1.8. Placements of forward deposits | ||||
| 1.9. Note issuance and underwriting facilities | ||||
| 1.10. Credit derivatives used for acquiring credit risk exposure | ||||
| 1.11. Other commitments | ||||
| 1.11.1. Commitments with certain drawdown | ||||
| of which: Loans approved but not yet advanced | ||||
| 1.11.1.1. Loans supported by eligible residential mortgages | ||||
| 1.11.1.2. Other loans | ||||
| 1.11.2. Commitments with an original maturity of one year or less | ||||
| 1.11.2.1. of which: Balances available for redraw under redraw facilities of term loans | ||||
| 1.11.3. Commitments with an original maturity of over one year | ||||
| 1.11.3.1. of which: Balances available for redraw under redraw facilities of term loans | ||||
| 1.11.4. Commitments that can be unconditionally cancelled at any time without notice | ||||
| 1.11.5. Irrevocable standby commitments provided under APRA approved industry support arrangements | ||||
| 1.11.6. Total | ||||
| 1.12. All other non-market-related off-balance sheet transactions | ||||
| 1.13. Total non-market-related off-balance sheet risk-weighted credit exposures | ||||
| Section B: Market-related off-balance sheet exposures | ||||
| RWE | ||||
| (4) | ||||
| 2. Total market-related off-balance sheet risk-weighted credit exposures | ||||
| Section C: Total off-balance sheet risk-weighted credit exposures (non-market-related and market-related) | ||||
| 3. Total off-balance sheet risk-weighted credit exposures | ||||
