| ARF_221_0: Large Exposures | |||||||||
| Effective date: 1 January 2020 | |||||||||
| Australian Business Number | Institution Name | ||||||||
| Reporting Period | Scale Factor | ||||||||
| Millions to one decimal place for banks | |||||||||
| Whole dollars no decimal place for ADIs other than banks | |||||||||
| Reporting Consolidation | |||||||||
| Level 1 / Level 2 | |||||||||
| Section A: Large exposures | |||||||||
| 1. Twenty largest exposures and all those exposures exceeding or equal to 10% of Tier 1 Capital | |||||||||
| Counterparty name/ group counterparty name | Legal Entity Identifier | Counterparty sector | On-balance sheet exposures - loans | On-balance sheet exposures - other | Off-balance sheet exposures - non-market-related | Off-balance sheet exposures - market-related | Total exposures | Total exposures as % of Tier 1 Capital | |
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | |
| Banking | |||||||||
| Insurance | |||||||||
| Superannuation | |||||||||
| Central or Commonwealth Government | |||||||||
| State or Territory government | |||||||||
| Local government | |||||||||
| Central bank | |||||||||
| Central counterparty | |||||||||
| SPV | |||||||||
| International banking agencies and multilateral regional development banks | |||||||||
| Other financial institution | |||||||||
| Other counterparties | |||||||||
| 1.1. Total | |||||||||
| 2. Groups of connected counterparties | |||||||||
| Group counterparty name | Connection | Counterparties connected within the group | |||||||
| (1) | (2) | (3) | |||||||
| 3. Government-related entities - Twenty largest exposures and all those exposures exceeding or equal to 5% of Tier 1 Capital | |||||||||
| Counterparty name | Legal Entity Identifier | Counterparty country | Counterparty sector | On-balance sheet exposures - loans | On-balance sheet exposures - other | Off-balance sheet exposures - non-market-related | Off-balance sheet exposures - market-related | Total exposures | Total exposures as % of Tier 1 Capital |
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) |
| Country list | Banking | ||||||||
| Insurance | |||||||||
| Superannuation | |||||||||
| Central or Commonwealth Government | |||||||||
| State or Territory government | |||||||||
| Local government | |||||||||
| Central bank | |||||||||
| Central counterparty | |||||||||
| SPV | |||||||||
| International banking agencies and multilateral regional development banks | |||||||||
| Other financial institution | |||||||||
| Other counterparties | |||||||||
| 3.1. Total | |||||||||
| Section B: Large exposures (without credit risk mitigation effects) | |||||||||
| 4. Twenty largest exposures and all those exposures exceeding or equal to 10% of Tier 1 Capital | |||||||||
| Counterparty name/ group counterparty name | Legal Entity Identifier | Counterparty sector | On-balance sheet exposures - loans | On-balance sheet exposures - other | Off-balance sheet exposures - non-market-related | Off-balance sheet exposures - market-related | Total exposures | Total exposures as % of Tier 1 Capital | |
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | |
| Banking | |||||||||
| Insurance | |||||||||
| Superannuation | |||||||||
| Central or Commonwealth Government | |||||||||
| State or Territory government | |||||||||
| Local government | |||||||||
| Central bank | |||||||||
| Central counterparty | |||||||||
| SPV | |||||||||
| International banking agencies and multilateral regional development banks | |||||||||
| Other financial institution | |||||||||
| Other counterparties | |||||||||
| 4.1. Total | |||||||||
| 5. Groups of connected counterparties | |||||||||
| Group counterparty name | Connection | Counterparties connected within the group | |||||||
| (1) | (2) | (3) | |||||||
| Section C: Excluded exposures | |||||||||
| 6. Excluded exposures - sovereigns held as HQLA, qualifying central counterparties relating to clearing activities and settlement exposures exceeding or equal to 10% of Tier 1 Capital | |||||||||
| Counterparty name | Legal Entity Identifier | Counterparty sector | Exclusion category | On-balance sheet exposures - loans | On-balance sheet exposures - other | Off-balance sheet exposures - non-market related | Off-balance sheet exposures - market related | Total exposures | Total exposures as % of Tier 1 Capital |
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) |
| Banking | Sovereigns held as HQLA | ||||||||
| Insurance | QCCP - clearing | ||||||||
| Superannuation | Settlement exposure | ||||||||
| Central or Commonwealth Government | |||||||||
| State or Territory government | |||||||||
| Local government | |||||||||
| Central bank | |||||||||
| Central counterparty | |||||||||
| SPV | |||||||||
| International banking agencies and multilateral regional development banks | |||||||||
| Other financial institution | |||||||||
| Other counterparties | |||||||||
| 6.1. Total | |||||||||
| Memorandum Items: Tier 1 Capital | |||||||||
| 7. Tier 1 Capital | |||||||||
