| ARF_113_1C: AIRB - Bank | ||||||||||||||
| Effective date: 1 January 2008 | ||||||||||||||
| 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 | ||||||||||||||
| Table 1. | ||||||||||||||
| Exposures | Exposures after CRM by LGD bands (columns 4.1 to 4.12) | |||||||||||||
| PD % | Before CRM | After CRM | < 10% | 10 to < 20% | 20 to < 30% | 30 to <40% | 40 to <50% | 50 to <60% | 60 to <70% | 70 to <80% | 80 to <90% | 90 to <100% | 100 to <110% | >=110% |
| (1) | (2) | (3) | (4.1) | (4.2) | (4.3) | (4.4) | (4.5) | (4.6) | (4.7) | (4.8) | (4.9) | (4.10) | (4.11) | (4.12) |
| Table 2. | ||||||||||||||
| LGD bands | ||||||||||||||
| < 10% | 10 to < 20% | 20 to < 30% | 30 to <40% | 40 to <50% | 50 to <60% | 60 to <70% | 70 to <80% | 80 to <90% | 90 to <100% | 100 to <110% | >=110% | |||
| (4.1) | (4.2) | (4.3) | (4.4) | (4.5) | (4.6) | (4.7) | (4.8) | (4.9) | (4.10) | (4.11) | (4.12) | |||
| Weighted average LGD % | ||||||||||||||
| Exposures | Exposures after CRM by LGD bands | |||||||||||||
| Before CRM | After CRM | |||||||||||||
| (2) | (3) | |||||||||||||
| Total | ||||||||||||||
| Table 3. | ||||||||||||||
| PD % | Weighted average LGD % | Weighted average maturity (years) | RWA | EL amount | ||||||||||
| (1) | (2) | (3) | (4) | (5) | ||||||||||
| Section B: Off-balance sheet risk-weighted assets and expected loss amount | ||||||||||||||
| Table 1. | ||||||||||||||
| Exposures | Exposures after CRM by LGD bands (columns 4.1 to 4.12) | |||||||||||||
| PD % | Before CRM | After CRM | < 10% | 10 to < 20% | 20 to < 30% | 30 to <40% | 40 to <50% | 50 to <60% | 60 to <70% | 70 to <80% | 80 to <90% | 90 to <100% | 100 to <110% | >=110% |
| (1) | (2) | (3) | (4.1) | (4.2) | (4.3) | (4.4) | (4.5) | (4.6) | (4.7) | (4.8) | (4.9) | (4.10) | (4.11) | (4.12) |
| Table 2. | ||||||||||||||
| LGD bands | ||||||||||||||
| < 10% | 10 to < 20% | 20 to < 30% | 30 to <40% | 40 to <50% | 50 to <60% | 60 to <70% | 70 to <80% | 80 to <90% | 90 to <100% | 100 to <110% | >=110% | |||
| (4.1) | (4.2) | (4.3) | (4.4) | (4.5) | (4.6) | (4.7) | (4.8) | (4.9) | (4.10) | (4.11) | (4.12) | |||
| Weighted average LGD % | ||||||||||||||
| Exposures | Exposures after CRM by LGD bands | |||||||||||||
| Before CRM | After CRM | |||||||||||||
| (2) | (3) | |||||||||||||
| Total | ||||||||||||||
| Table 3. | ||||||||||||||
| PD % | Weighted average LGD % | Weighted average maturity (years) | RWA | EL amount | ||||||||||
| (1) | (2) | (3) | (4) | (5) | ||||||||||
| Table 4. Memorandum items: breakdown of non-market related off-balance sheet exposures | ||||||||||||||
| Nature of transaction | Notional amount | Credit equivalent amount | ||||||||||||
| (1) | (2) | (3) | ||||||||||||
| Section C: Summary | ||||||||||||||
| Weighted average PD % | Weighted average LGD % | Weighted average maturity (years) | RWA | EL amount | ||||||||||
| (1) | (2) | (3) | (4) | (5) | ||||||||||
| On-balance sheet | ||||||||||||||
| Off-balance sheet | ||||||||||||||
| Total | ||||||||||||||
