Document ID: chunk:federal_register_of_legislation:F2024L01124:body:0:p7
Version: federal_register_of_legislation:F2024L01124
Segment Type: other
Provision Reference: 
Character Range: 17481–21271

Total Capital

Section B: Risk profile

                                                                                                                 RWA
1.  Credit risk (excluding exposures in New Zealand subsidiaries)

   1.1.  As Per ARS 112
   1.2.  As Per ARS 113
   1.3.  Securitisation (as per ARS 120)
   1.4.  Total RWA for credit risk

2.  Operational risk
   2.1.  Standardised approach
   2.2.  Calculated for non-SFIs
   2.3.  Total RWA for operational risk

3.  Market risk
   3.1.  Interest rate risk in the banking book – Internal model approach
   3.2.  Traded market risk, foreign exchange and commodities – Standard method
   3.3.  Traded market risk, foreign exchange and commodities - Internal model approach
   3.4.  Total RWA for market risk

4.  Credit risk New Zealand subsidiaries (Level 2 only)

                                                                                                                 Exposure  RWA
   4.1.  Sovereign
   4.2.  Bank
   4.3.  Corporate – farm lending
   4.4.  Corporate – IPRE
   4.5.  Corporate – other
   4.6.  Retail – residential mortgages
   4.7.  Retail – other
   4.8.  All other credit RWA (including fixed assets, equity, leases, etc)

   4.9.  Total RWA for credit risk New Zealand subsidiaries

5.  Other charges as required by APRA
   5.1.  Other charges to credit risk regulatory capital
   5.2.  Other charges to operational risk regulatory capital
   5.3.  Other charges to IRRBB regulatory capital
   5.4.  Other charges to market risk regulatory capital
   5.5.  Other charges to capital for any other purpose
   5.6.  Total other charges as required by APRA

6.  Total for credit risk, operational risk and market risk
   6.1.  For IRB ADIs, capital requirement as per standardised approach, excluding New Zealand subsidiaries
   6.2.  For IRB ADIs, credit capital requirement as per standardised approach, due to New Zealand subsidiaries
   6.3.   Adjustment to RWAs with respect to the floor
   6.4.  Total RWA

Section C: Risk ratios

1.  Risk-based capital ratios                                                        Per cent
   1.1.  Common Equity Tier 1
   1.2.  Tier 1
   1.3.  Total Capital

2.  Countercyclical capital buffer                                                   Per cent  RWA
   2.1.  ADI-specific countercyclical capital buffer requirement for assets held in
    2.1.1.  Australia
    2.1.2.  New Zealand
    2.1.3.  Other locations

3.  Leverage ratio
   3.1.  Leverage ratio

Section D: Memorandum items

                                                                                         Defaulted exposures  Non-defaulted exposures  Total
1.  Eligible provisions                                                                  (1)                  (2)                      (3)
  1.1.  Credit-related provisions
  1.2.  Partial write-offs
  1.3.  Discounts on defaulted assets
  1.4.  Total eligible provisions
  1.5.  Total expected losses

2.  Provisions held against performing exposures that represent unidentified losses      Total
  2.1.  Provisions held against performing exposures that represent unidentified losses

3.  Exposure measure for leverage ratio                                                  Total
  3.1.  On-balance sheet exposures
  3.2.  Non-market related off-balance sheet exposures
  3.3.  Derivative exposures
  3.4.  Securities financing transaction exposures
  3.5.  Total exposures

Reporting Form ARF 110.0

Capital Adequacy

Instruction Guide

This instruction guide is designed to assist in the completion of Reporting Form ARF 110.0 Capital Adequacy.

This form sets out the calculation of regulatory capital and associated capital ratios for an ADI at Level 1 and Level 2.[1] In completing these forms, ADIs should