GRF_116_2: Probable Maximum Loss for LMIs - Non-Standard Loans

Australian Business Number	Institution Name

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

1. ADI

1.1. 100 per cent and top cover

LVR greater than (%)	LVR less than or equal to (%)	Coverage proportion (%)	Age				Total sum insured	PD factor	LGD factor	LGD factor	PML
LVR greater than (%)	LVR less than or equal to (%)	Coverage proportion (%)	< 3 years	3 < 5 years	5 < 10 years	>= 10 years	Total sum insured	PD factor	(100% cover)	(top cover)	PML
(1)	(2)	(3)	(4.1)	(4.2)	(4.3)	(4.4)	(5)	(6)	(7)	(8)	(9)
R00100	R00226	R00101	R00142	R00143	R00144	R00145	R00146	R00218	R00219	R00220	R00147
100		100
95		40
90		35
85		30
80		25
70		20
60
0
Total			R00148	R00149	R00150	R00151	R00152				R00153


1.2. Pool cover

Weighted-average LVR (%)	Weighted-average age	Seasoning factor	Total sum insured	PD factor	LGD factor	PML
(1)	(2)	(3)	(4)	(5)	(6)	(7)
R00166	R00168	R00169	R00170	R00167	R13398	R00171
Total			R00172			R00173

2. Non-APRA regulated

2.1. 100 per cent and top cover

LVR greater than (%)	LVR less than or equal to (%)	Coverage proportion (%)	Age				Total sum insured	PD factor	LGD factor	LGD factor	PML
LVR greater than (%)	LVR less than or equal to (%)	Coverage proportion (%)	< 3 years	3 < 5 years	5 < 10 years	>= 10 years	Total sum insured	PD factor	(100% cover)	(top cover)	PML
(1)	(2)	(3)	(4.1)	(4.2)	(4.3)	(4.4)	(5)	(6)	(7)	(8)	(9)
R00221	R00227	R00222	R00154	R00155	R00156	R00157	R00158	R00223	R00224	R00225	R00159
100		100
95		40
90		35
85		30
80		25
70		20
60
0
Total			R00160	R00161	R00162	R00163	R00164				R00165

2.2. Pool cover

Weighted-average LVR (%)	Weighted-average age	Seasoning factor	Total sum insured	PD factor	LGD factor	PML
(1)	(2)	(3)	(4)	(5)	(6)	(7)
R00174	R00176	R00177	R00178	R00175	R13409	R00179
Total			R00180			R00181