GRF_116_0: Insurance Concentration Risk Charge

Australian Business Number	Institution Name

Reporting Period	Scale Factor
Quarterly / Annual	Thousands of dollars no decimal place
Reporting Consolidation
Licensed insurer

1. Natural perils vertical requirement (NP VR)	R13397
1.1. Basis for determination of NP VR (Gross/Net)	OI11458
1.2. NP PML	R13399
1.3. Less: NP reinsurance recoverables	R13400
1.4. Net whole-of-portfolio loss	R13401
1.5. Less: NP reinstatement premiums	R13402
1.6. Add: NP reinstatement cost	R13403
1.7. Less: Other adjustments	R13404

2. Natural perils horizontal requirement (NP HR)	R13405

2.1. Commencement date of catastrophe reinsurance program	R13406
2.2. End date of catastrophe reinsurance program	R13407

2.3. H3 requirement	R13408
2.3.1. Basis for determination of H3 requirement (Gross/Net)	OI11459
2.3.2. Single event loss from H3 event	R13410

	First event	Second event	Third event	Total
2.3.3. H3 reinsurance recoverables	R13411	R13412	R13413	R13414
2.3.4. H3 aggregate offset	R13415	R13416	R13417	R13418
2.3.5. H3 reinstatement premiums	R13419	R13420	R13421	R13422
2.3.6. H3 reinstatement cost	R13423	R13424		R13425
2.3.7. H3 loss per event	R13426	R13427	R13428

2.4. H4 requirement	R13430
2.4.1. Basis for determination of H4 requirement (Gross/Net)	OI11460
2.4.2. Single event loss from H4 event	R13432

	First event	Second event	Third event	Fourth event	Total
2.4.3. H4 reinsurance recoverables	R13433	R13434	R13435	R13436	R13437
2.4.4. H4 aggregate offset	R13438	R13439	R13440	R13441	R13442
2.4.5. H4 reinstatement premiums	R13443	R13444	R13445	R13446	R13447
2.4.6. H4 reinstatement cost	R13448	R13449	R13450		R13451
2.4.7. H4 loss per event	R13452	R13453	R13454	R13455

2.5. PL offset	R13457

3. Other accumulations vertical requirement (OA VR)	R13458
3.1. OA PML	R13459
3.2. Less: PL adjustment to OA PML	R13460
3.3. Less: OA reinsurance recoverables	R13461
3.4. Add: OA reinstatement cost	R13462

4. LMI concentration risk charge	R13463

5. Adjustments to Insurance Concentration Risk Charge	R13464

Description	Transitional?	Amount
R13465	OI11543	R13467
	Yes
	No

6. Insurance Concentration Risk Charge	R13468