Document ID: chunk:federal_register_of_legislation:F2023L00407:body:0:p11
Version: federal_register_of_legislation:F2023L00407
Segment Type: other
Provision Reference: 
Character Range: 34687–37578

Column 8 is derived as the total of columns 4, 5, 6 and 7, being the total exposure for the counterparty.

           Column 9 is derived as the ratio of column 8 to Tier 1 Capital reported in item 7.

Item 1.1   Item 1.1 is derived as the total of the twenty largest exposures and all large exposures.

           Columns 4, 5, 6, 7 and 8 of item 1.1 are derived as the sum of columns 4, 5, 6, 7 and 8 of item 1 respectively.

           Column 9 of item 1.1 is derived as the ratio of column 8 of item 1.1 to Tier 1 Capital reported in item 7.

Item 2     Report in item 2 details of each group of connected counterparties reported in Item 1. Each counterparty within each group of connected counterparties reported in item 1 should be reported on a separate row in item 2.

           In column 1, report the group counterparty name for each counterparty within each group of connected counterparties reported in item 1.

           In column 2, report the connection between the counterparty and the group of connected counterparties.

           In column 3, report the counterparty name of each counterparty within each group of connected counterparties reported in item 1.

Item 3     Report the twenty largest exposures and exposures exceeding or equal to five per cent of Tier 1 Capital to government-related entities, as at the end of the reporting period. Do not group exposures into groups of connected counterparties.

           In column 1, report the counterparty name of the government-related entity for each exposure.

           In column 2, report the Legal Entity Identifier of the counterparty for each exposure if the government-related entity has one.  Otherwise, report N/A if the government-related entity has no Legal Entity Identifier.

           In column 3, report the counterparty country of the government-related entity for each exposure.

           In column 4, report the counterparty sector of the government-related entity for each exposure.

           In column 5, report the on-balance sheet exposures relating to the book value of all loans and advances to the government-related entity for each exposure, including any accrued income associated with the exposure (e.g. interest, dividends).

           In column 6, report the on-balance sheet exposures not relating to loans and advances to the government-related entity for each exposure.

           In column 7, report the non-market related, off-balance sheet exposures for the government-related entity for each exposure.

           In column 8, report the market related, off-balance sheet exposures for the government-related entity for each exposure.

           Column 9 is derived as the total of columns 5, 6, 7 and 8, being the total exposure for the government-related entity.

           Column 10 is derived as the ratio of column 9 to Tier 1 Capital reported in item 7.
Item 3.1