Document ID: chunk:federal_register_of_legislation:F2024L01125:reg:9
Version: federal_register_of_legislation:F2024L01125
Segment Type: reg
Provision Reference: reg 9
Character Range: 35065–38640

9   Credit rating grade               Y                      * Credit rating grade 1                                                                                 For non-defaulted exposures in the following exposure classes:
                                                             * Credit rating grade 2
                                                             * Credit rating grade 3
                                                             * Credit rating grade 4                                                                                     * Commercial property - not dependent on cashflows (standard and non-standard) except where the exposure subclass (column 2) is Retail – other
                                                             * Credit rating grade 5                                                                                     * Sovereign
                                                             * Credit rating grade 6                                                                                     * Domestic PSE
                                                             * Unrated exposure subject to a 20% risk weight                                                             * Bank (including all sub-categories)
                                                             * Unrated exposure subject to a 50% risk weight                                                             * Covered bond
                                                             * Unrated exposure subject to a 60% risk weight                                                             * General corporate (including all sub-categories)
                                                             * Unrated exposure subject to a 75% risk weight                                                             * Specialised lending (including all sub-categories)
                                                             * Unrated exposure subject to an 85% risk weight                                                            * Leases (excluding residual value)
                                                             * Unrated exposure subject to a 100% risk weight                                                            * Unsettled non-DvP transactions < 5 business days
                                                             * Unrated exposure subject to a 110% risk weight
                                                             * Unrated exposure subject to a 150% risk weight                                                        report credit rating grade 1 to 6, as defined in Attachment F of APS 112, where the exposure is rated. Where the exposure is unrated (including unrated bank exposures subject to a sovereign risk-weight floor and unrated bank or general corporate exposures with a prescribed risk weight), select Unrated exposure subject to an X% risk weight, where X is the risk weight applied to the exposure.
                                                             * Not Applicable

                                                                                                                                                                     For sovereign exposures eligible for a zero per cent risk weight (e.g. certain MDB), select Credit rating grade 1.

                                                                                                                                                                     For all other exposures report Not Applicable.