Document ID: chunk:federal_register_of_legislation:F2023L00288:front:0:p4
Version: federal_register_of_legislation:F2023L00288
Segment Type: other
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Character Range: 8052–11198

under an old reporting standard, and the reporting documents were due before the date of revocation of the old reporting standard, the ADI is still required to provide any overdue reporting documents in accordance with the old reporting standard.

Interpretation

   16.    In this Reporting Standard:

    ADI means an authorised deposit-taking institution within the meaning of the Banking Act 1959.

    APRA means the Australian Prudential Regulation Authority established under the Australian Prudential Regulation Authority Act 1998.

    authorised NOHC has the meaning given in the Banking Act 1959.

    business days means ordinary business days, exclusive of Saturdays, Sundays and public holidays.

    due date means the relevant date under paragraph 10 or, if applicable, paragraph 11.

    foreign ADI has the meaning given in the Banking Act 1959.

    GS 012 means the auditing and assurance standard entitled Prudential Reporting Requirements for Auditors of Authorised Deposit-taking Institutions so made by the Auditing and Assurance Standards Board.

    immediate parent NOHC means an authorised NOHC, or a subsidiary of an authorised NOHC, that is an immediate parent NOHC within the meaning of Prudential Standard APS 001 Definitions (APS 001).

    Level 1 has the meaning in APS 001.

    Level 2 has the meaning in APS 001.

    reporting period means a period mentioned in paragraph 8 or, if applicable, paragraph 9.

    subsidiary has the meaning given in the Corporations Act 2001.

   17.     APRA may determine, in writing, that an individual ADI of one class of ADI is to be treated, for the purposes of this Reporting Standard, as though it was an ADI of another class of ADI.

ARF_116_0_SU: Market risk summary table

Australian Business Number  Institution Name

Reporting Period            Scale Factor
                            Millions to two decimal places
Reporting Consolidation
Level 1 / Level 2

MARKET RISK SUMMARY REPORT

 1.                 Standard method

  1.1.  Interest rate risk
    1.1.1.  Specific risk (Total from Table 1)
    1.1.2.  General market risk (Total from Table 2)
    1.1.3.  Interest rate options - simplified method (from Table 7)
    1.1.4.  Interest rate options - delta-plus method (from Table 8)
    1.1.5.  Interest rate options - contingent loss method (Total from Table 9)
    1.1.6.  Total interest rate risk

  1.2.  Equity position risk
    1.2.1.  Equity position risk (Total from Table 3)
    1.2.2.  Equity options - simplified method (from Table 7)
    1.2.3.  Equity options - delta-plus method (from Table 8)
    1.2.4.  Equity options - contingent loss method (Total from Table 10)
    1.2.5.  Total equity position risk

  1.3.  Foreign exchange risk
    1.3.1.  Foreign exchange risk (Total from Table 4)
    1.3.2.  Foreign exchange options - simplified method (from Table 7)
    1.3.3.  Foreign exchange options - delta-plus method (from Table 8)
    1.3.4.  Foreign exchange options - contingent loss method (Total from table 11)
    1.3.5.  Total foreign exchange risk

  1.4.  Commodities risk
    1.4.1.  Simplified method (Total