Document ID: chunk:federal_register_of_legislation:F2024L01127:reg:2
Version: federal_register_of_legislation:F2024L01127
Segment Type: reg
Provision Reference: reg 2
Character Range: 19810–22021

2   RWA overlay                                                Y                                      * Yes                                                                                                   This column applies to exposure classes in column 1 in which there are RWA overlays, defined as any additional RWA amount, initiated by APRA or the ADI, implemented as a direct add-on as opposed to an adjustment to a model or a risk parameter (e.g. PD).
                                                                                                      * No

                                                                                                                                                                                                              For each exposure class with an RWA overlay, report Yes in column 2 and report the total RWA overlay without the 1.1 scalar in column 20. For columns 3 to 19 and 22, populate the non-numeric columns with Not Applicable or No as appropriate and leave the numeric columns blank.

                                                                                                                                                                                                              For all other exposures, report No in this column and populate columns 3 to 23 as per the instructions. RWA reported in column 20 must not contain any overlay.

                                                                                                                                                                                                              To clarify, for an exposure class with an RWA overlay, there should be a single row that captures the total RWA overlay for that exposure class. The sum of RWA over rows with Yes and No in column 2 will be the total RWA for that exposure class.

                                                                                                                                                                                                              For RWA overlays that span multiple exposure classes, the overlay amount should be split across each applicable exposure class.