| GRF_117_0_G: Asset Concentration Risk Charge (G) | ||||||||||||
| Effective date: 1 January 2013 | ||||||||||||
| Australian Business Number | Institution Name | |||||||||||
| Reporting Period | Scale Factor | |||||||||||
| Semi-Annual / Annual | Thousands of dollars no decimal place | |||||||||||
| Reporting Consolidation | ||||||||||||
| Level 2 Insurance Group | ||||||||||||
| 1. Capital base | ||||||||||||
| Capital base is calculated in form GRF 112.0G 'Determination of capital base (G)' | ||||||||||||
| Section 1: Large exposures | ||||||||||||
| Exposure amount | ||||||||||||
| Name of counterparty | Counterparty group name | ACN / ABN | Type of exposure | Description | Non-APRA-authorised reinsurer? | Related party | Counterparty grade | Name of provider of eligible credit support | Counterparty grade after eligible credit support | On-balance sheet | Off-balance sheet | Total |
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) | (11) | (12) | (13) |
| Reinsurance | Yes | Parent | Grade 1 | Grade 1 | ||||||||
| Non-reinsurance | No | Controlled entity | Grade 2 | Grade 2 | ||||||||
| Combination of multiple exposures | Associate / Joint venture | Grade 3 | Grade 3 | |||||||||
| Other related party | Grade 4 | Grade 4 | ||||||||||
| Grade 5 | Grade 5 | |||||||||||
| Grade 6 | Grade 6 | |||||||||||
| Grade 7 | Grade 7 | |||||||||||
| Section 2A: Asset Concentration Risk Charge limits | ||||||||||||
| 1. Reinsurance exposures | 1.1. Exposures to reinsurers with a counterparty grade of 4 | |||||||||||
| 1.2. Exposures to reinsurers with a counterparty grade of 5, 6 or 7 | ||||||||||||
| 2. Non-reinsurance exposures | 2.1. Related parties that are part of an APRA regulated group | |||||||||||
| 2.2. Unrelated parties that are part of an APRA regulated group | ||||||||||||
| 2.2.1. Long-term exposures | ||||||||||||
| 2.2.2. Total exposure | ||||||||||||
| 2.3. All other exposures | ||||||||||||
| Section 2B: Asset Concentration Risk Charge - reinsurance exposures | ||||||||||||
| Counterparty group name | Eligible credit support applied? | Asset exposure category after eligible credit support | Net exposure | Asset Concentration Risk Charge limit | Adjustment for cumulative exposures | Exposure subject to Asset Concentration Risk Charge | Asset Concentration Risk Charge | |||||
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | |||||
| Yes | Grade 4 | |||||||||||
| No | Grade 5, 6 or 7 | |||||||||||
| Section 2C: Asset Concentration Risk Charge - non-reinsurance exposures | ||||||||||||
| Counterparty group name | Eligible credit support applied? | Asset exposure category after eligible credit support | Net exposure | Of which: Long term exposure | Asset Concentration Risk Charge limit | Asset Concentration Risk Charge limit - long term | Asset Concentration Risk Charge | |||||
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | |||||
| Yes | Related party (APRA-regulated group) | |||||||||||
| No | Unrelated party (APRA-regulated group) | |||||||||||
| Other related party | ||||||||||||
| Section 3: Totals and risk charges | ||||||||||||
| 3.1. Reinsurers with counterparty grade 4 | ||||||||||||
| 3.2. Reinsurers with counterparty grade 5, 6 or 7 | ||||||||||||
| 3.3. Reinsurance Asset Concentration Risk Charge | ||||||||||||
| 3.4. Related parties part of an APRA-regulated group | ||||||||||||
| 3.5. Unrelated parties part of an APRA-regulated group | ||||||||||||
| 3.6. Other | ||||||||||||
| 3.7. Non-reinsurance Asset Concentration Risk Charge | ||||||||||||
| 3.8. Adjustments to Asset Concentration Risk Charge as approved by APRA | ||||||||||||
| Description | Transitional? | Amount | ||||||||||
| (1) | (2) | (3) | ||||||||||
| Yes | ||||||||||||
| No | ||||||||||||
| 3.9. Asset Concentration Risk Charge | ||||||||||||
