GRF_114_0: Asset Risk Charge (G)

Australian Business Number	Institution Name

Reporting Period	Scale Factor
Semi-annual / Annual	Thousands of dollars no decimal place
Reporting Consolidation
Level 2 insurance group


Section 1: Asset Risk Charge calculation

	Adjusted pre-stress value - Total amount	Impact on capital base
		Real interest rates		Expected inflation		Currency		Equity	Property	Credit spreads	Default
		RIR Upwards	RIR Downwards	INF Upwards	INF Downwards	CUR Upwards	CUR Downwards	Equity	Property	Credit spreads	Default
1. Items subject to stress	(1)	(2)	(3)	(4)	(5)	(6)	(7)	(8)	(9)	(10)	(11)
1.1. Cash and liquid assets	CS23073	CS23074	CS23075	CS23076	CS23077	CS23078	CS23079	CS23080	CS23081	CS23082	CS23083
1.2. Non-reinsurance receivables	CS23084	CS23085	CS23086	CS23087	CS23088	CS23089	CS23090	CS23091	CS23092	CS23093	CS23094
1.2.1. Non-reinsurance recoveries	CS23095	CS23096	CS23097	CS23098	CS23099	CS23100	CS23101	CS23102	CS23103	CS23104	CS23105
1.2.2. Net premiums receivable	CS23106	CS23107	CS23108	CS23109	CS23110	CS23111	CS23112	CS23113	CS23114	CS23115	CS23116
1.2.3. Current tax assets	CS23117	CS23118	CS23119	CS23120	CS23121	CS23122	CS23123	CS23124	CS23125	CS23126	CS23127
1.2.4. Other receivables	CS24257	CS24258	CS24259	CS24260	CS24261	CS24262	CS24263	CS24264	CS24265	CS24266	CS24267
1.3. Investments	CS24268	CS24269	CS24270	CS24271	CS24272	CS24273	CS24274	CS24275	CS24276	CS24277	CS24278
1.3.1. Interest rate investments	CS24279	CS24280	CS24281	CS24282	CS24283	CS24284	CS24285	CS24286	CS24287	CS24288	CS24289
1.3.2. Equities	CS24290	CS24291	CS24292	CS24293	CS24294	CS24295	CS24296	CS24297	CS24298	CS24299	CS24300
1.3.3. Property	CS23172	CS24301	CS24302	CS24303	CS24304	CS24305	CS24306	CS24307	CS24308	CS24309	CS24310
1.3.4. Loans and advances	CS24311	CS24312	CS24313	CS24314	CS24315	CS24316	CS24317	CS24318	CS24319	CS24320	CS24321
1.3.5. Indirect investments	CS24322	CS24323	CS24324	CS24325	CS24326	CS24327	CS24328	CS24329	CS24330	CS24331	CS23204
1.4. Deferred tax assets	CS23205	CS23206	CS23207	CS23208	CS23209	CS23210	CS23211	CS23212	CS23213	CS23214	CS23215
1.5. Derivatives	CS23216	CS23217	CS23218	CS23219	CS23220	CS23221	CS23222	CS23223	CS23224	CS23225	CS23226
1.6. Investments in related entities	CS23227	CS23228	CS23229	CS23230	CS23231	CS23232	CS23233	CS23234	CS23235	CS23236	CS23237
1.7. Other assets	CS23238	CS23239	CS23240	CS23241	CS23242	CS23243	CS23244	CS23245	CS23246	CS23247	CS23248
1.8. Net outstanding claims liabilities	CS23249	CS23250	CS23251	CS23252	CS23253	CS23254	CS23255	CS23256	CS23257	CS23258	CS23259
1.9. Adjusted net premiums liabilities	CS23260	CS23261	CS23262	CS23263	CS23264	CS23265	CS23266	CS23267	CS23268	CS23269	CS23270
1.10. Deferred tax liabilities	CS23271	CS23272	CS23273	CS23274	CS23275	CS23276	CS23277	CS23278	CS23279	CS23280	CS23281
1.11. Derivatives	CS23282	CS23283	CS23284	CS23285	CS23286	CS23287	CS23288	CS23289	CS23290	CS23291	CS23292
1.12. Other liabilities	CS23293	CS23294	CS23295	CS23296	CS23297	CS23298	CS23299	CS23300	CS23301	CS23302	CS23303
1.13. Reinsurance assets for default stress	CS23304										CS23305
1.13.1. Reinsurance recoverables on outstanding and paid claims	CS23306										CS23307
1.13.2. Deferred reinsurance expense	CS23308										CS23309
1.13.3. Other reinsurance assets	CS23310										CS23311
1.14. Off-balance sheet exposures	CS23312	CS23313	CS23314	CS23315	CS23316	CS23317	CS23318	CS23319	CS23320	CS23321	CS23322

2. Impact on capital base	CS23323	CS23324	CS23325	CS23326	CS23327	CS23328	CS23329	CS23330	CS23331	CS23332
3. Risk charge components	CS23333	CS23334	CS23335	CS23336	CS23337	CS23338	CS23339	CS23340	CS23341	CS23342

4. Aggregated risk charge component	CS23343
4.1. Impact of diversification	CS23344

5. Less: Tax benefits deduction	CS23345

6. Adjustments to Asset Risk Charge as approved by APRA	CS23346

Description	Transitional?	Amount
(1)	(2)	(3)
OI11599	OI11600	CS23347
	Yes
	No

7. Asset Risk Charge	CS23625

Section 2: Additional information

8. Assets fair values subject to credit spreads stress

	Grade 1 (Government)	Grade 1 (Other)	Grade 2	Grade 3	Grade 4	Grade 5	Grade 6	Grade 7	Total fair value
	Grade 1 (Government)	Grade 1 (Other)	Grade 2	Grade 3	Grade 4	Grade 5	Grade 6	Grade 7	by Asset
	(1)	(2)	(3)	(4)	(5)	(6)	(7)	(8)	(9)
8.1. Bonds & other non-securitised assets	CS23349	CS23350	CS23351	CS23352	CS23353	CS23354	CS23355	CS23356	CS23357
8.2. Structured / securitised assets	CS23358	CS23359	CS23360	CS23361	CS23362	CS23363	CS23364	CS23365	CS23366
8.3. Re-securitised assets	CS23367	CS23368	CS23369	CS23370	CS23371	CS23372	CS23373	CS23374	CS23375
8.4. Total fair value by grade	CS23376	CS23377	CS23378	CS23379	CS23380	CS23381	CS23382	CS23383	CS23384

9. Assets fair values subject to credit spreads stress

	Grade 1 (Government)	Grade 1 (Other)	Grade 2	Grade 3	Grade 4	Grade 5	Grade 6	Grade 7	Total stressed value
	Grade 1 (Government)	Grade 1 (Other)	Grade 2	Grade 3	Grade 4	Grade 5	Grade 6	Grade 7	by Asset
	(1)	(2)	(3)	(4)	(5)	(6)	(7)	(8)	(9)
9.1. Bonds & other non-securitised assets	CS23385	CS23386	CS23387	CS23388	CS23389	CS23390	CS23391	CS23392	CS23393
9.2. Structured / securitised assets	CS23394	CS23395	CS23396	CS23397	CS23398	CS23399	CS23400	CS23401	CS23402
9.3. Re-securitised asset	CS23403	CS23404	CS23405	CS23406	CS23407	CS23408	CS23409	CS23410	CS23411
9.4. Total stressed assets by grade	CS23412	CS23413	CS23414	CS23415	CS23416	CS23417	CS23418	CS23419	CS23420

10. Yields used in stress scenarios

10.1. Dividend yield used in determination of equity stress (%)	CS23421
10.2. Rental yield used in determination of property stress (%)	CS23422
10.3. Earnings yield used in determination of property stress (%)	CS23423