Document ID: chunk:federal_register_of_legislation:F2024L01127:reg:11
Version: federal_register_of_legislation:F2024L01127
Segment Type: reg
Provision Reference: reg 11
Character Range: 30490–33153

11  Prescribed loss given default (LGD) category               Y                                      * Eligible financial collateral (0%)                                                                    This column contains the FIRB LGD categories in APS 113 and is applicable to exposures subject to the FIRB approach and the dilution risk LGD category which is applicable to purchased receivable exposures. For all other exposures, report Not Applicable.
                                                                                                      * Eligible financial receivables (20%)
                                                                                                      * Eligible CRE or RRE  (20%)
                                                                                                      * Other eligible physical collateral  (25%)                                                             Senior unsecured LGD categories include senior exposures secured by ineligible collateral under the FIRB approach.
                                                                                                      * Senior unsecured (5%)
                                                                                                      * Senior unsecured (25%)
                                                                                                      * Senior unsecured (40%)                                                                                For partly secured exposures or exposures with mixed eligible collateral, exposures should be allocated to the relevant FIRB LGD categories as detailed in Attachment B of APS 113. For partly secured exposures, the amount reported in column 19 against a senior unsecured category should be calculated as , where E is the committed amount.
                                                                                                      * Senior unsecured (45%)
                                                                                                      * Senior unsecured (50%)
                                                                                                      * Subordinated debt (75%)                                                                               The Dilution risk (100%) category is used for purchased receivables only. Refer to Attachment F of APS 113.
                                                                                                      * Dilution risk (100%)
                                                                                                      * Not Applicable