GRF_116_0_G: Insurance Concentration 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

Region / Approach	OI11584
1. Natural perils vertical requirement (NP VR)	R14357

1.1. Basis for determination of NP VR	OI11585
1.2. NP PML	R14358
1.3. Less: NP reinsurance recoverables	R14359
1.4. Net whole-of-portfolio loss	R14360
1.5. Less: NP reinstatement premiums	R14361
1.6. Add: NP reinstatement cost	R14362
1.7. Less: Other adjustments	R14363

2. Natural perils horizontal requirement (NP HR)	R14364

2.1. Commencement date of catastrophe reinsurance program	OI11586
2.2. End date of catastrophe reinsurance program	OI11587

2.3. H3 requirement	R14365

2.3.1. Basis for determination of H3 requirement	OI11588
2.3.2. Single event loss from H3 event	R14366

	First event	Second event	Third event	Total
	(1)	(2)	(3)	(4)
2.3.3. H3 reinsurance recoverables	R14367	R14368	R14369	R14370
2.3.4. H3 aggregate offset	R14371	R14372	R14373	R14374
2.3.5. H3 reinstatement premiums	R14375	R14376	R14377	R14378
2.3.6. H3 reinstatement cost	R14379	R14380		R14381
2.3.7. H3 loss per event	R14382	R14383	R14384

2.4. H4 requirement	R14385

2.4.1. Basis for determination of H4 requirement	OI11589
2.4.2. Single event loss from H4 event	R14438

	First event	Second event	Third event	Fourth event	Total
	(1)	(2)	(3)	(4)	(5)
2.4.3. H4 reinsurance recoverables	R14386	R14387	R14388	R14389	R14390
2.4.4. H4 aggregate offset	R14391	R14392	R14393	R14394	R14395
2.4.5. H4 reinstatement premiums	R14396	R14397	R14398	R14399	R14400
2.4.6. H4 reinstatement cost	R14401	R14402	R14403		R14404
2.4.7. H4 loss per event	R14405	R14406	R14407	R14408

2.5. PL offset	R14409

3. Other accumulations vertical requirement (OA VR)	R14410
3.1. OA PML	R14411
3.2. Less: PL adjustment to OA PML	R14412
3.3. Less: OA reinsurance recoverables	R14413
3.4. Add: OA reinstatement cost	R14414

4. LMI Concentration Risk Charge (LMICRC)	R14415

	Year			Total
	1	2	3	Total
4.1. PML	R14416	R14417	R14418	R14419
4.2. Adjustment to the PML		R14420	R14421	R14422
4.3. Adjusted PML	R14423	R14424	R14425	R14426
4.4. Available reinsurance	R14427	R14428	R14429	R14430
4.5. Allowable reinsurance				R14431
4.6. PML net of reinsurance				R14432
4.7. Net premium liability deduction				R14433
4.8. Adjustments to LMICRC as approved by APRA				R14434

5. Adjustments to Insurance Concentration Risk Charge	R14435

Description	Transitional?	Amount
OI11590	OI11591	R14436
	Yes
	No

6. Insurance Concentration Risk Charge	R14437