Document ID: chunk:federal_register_of_legislation:F2024L01124:body:0:p26
Version: federal_register_of_legislation:F2024L01124
Segment Type: other
Provision Reference: 
Character Range: 70724–73568

ARS 115.0.
Item 5.3  Report the RWA equivalent amount of the adjustment to IRRBB regulatory capital charge if APRA has required an additional IRRBB regulatory capital requirement that is not captured by ARS 117.1.
Item 5.4  Report the RWA equivalent amount of the adjustment to market risk regulatory capital charge if APRA has required an additional market risk regulatory capital requirement that is not captured by ARS 116.0.
Item 5.5  Report the RWA equivalent amount of any other adjustment to the regulatory capital charge as advised by APRA.
Item 5.6  Total other charges as required by APRA.
          This is a derived item that is calculated as the sum of items 5.1, 5.2, 5.3, 5.4 and 5.5.

     1.      Total for credit risk, operational risk and market risk

Column 1  Report the value.

Item 6.1  For IRB ADIs, capital requirement as per standardised approach, excluding New Zealand subsidiaries.
          This item is for the purpose of the RWA floor calculation, as detailed in APS 110.
          This item is automatically populated.
Item 6.2  Report for IRB ADIs, credit capital requirement as per standardised approach, due to New Zealand subsidiaries.
          Report the credit RWA of a New Zealand subsidiary if fully re-computed under the standardised approach as defined in RBNZ's BPR 131.
          This item is for the purpose of the RWA floor calculation, as detailed in APS 110.
Item 6.3  Adjustment to RWA with respect to the floor.
          This item only applies to an ADI with approval to use the internal-ratings based (IRB) approach to credit risk (refer to APS 113).

          This item is automatically populated.
Item 6.4  Total RWA.
          This is a derived field that sums the RWA amounts for all categories.  This figure forms the denominator for calculating the risk-based capital ratios of an ADI.

SECTION C: Risk ratioS

   1.      Risk-based capital ratios

Column 1  Report the value.

Item 1.1  Common Equity Tier 1.
          This is a derived field calculated by dividing item 1.1.3 Common Equity Tier 1 Capital of section A by item 6.4 Total RWA of section B.
Item 1.2  Tier 1.
          This is a derived field calculated by dividing item 1.4 Tier 1 Capital of section A by item 6.4 Total RWA of section B.
Item 1.3  Total Capital.
          This is a derived field calculated by dividing item 3 Level 1/ Level 2 Total Capital of section A by item 6.4 Total RWA of section B.

   1.      Countercyclical capital buffer
Column 1  Report the percentage value.
Column 2  Report dollar risk-weighted amount of an ADI's private sector credit exposures  as detailed in APS 110.

Item 2.1    ADI-specific countercyclical capital buffer requirement.
            This is a derived field and is automatically calculated from items 2.1.1 to 2.1.3, in accordance with Attachment C