Document ID: chunk:federal_register_of_legislation:F2024L01125:reg:1:p2
Version: federal_register_of_legislation:F2024L01125
Segment Type: reg
Provision Reference: reg 1 (pt 2/2)
Character Range: 20753–23898

collateral
                                                             * Margin lending - secured by other collateral
                                                             * Subordinated debt                                                                                         a)      populate columns 2 to 10 with Not Applicable or 0 as appropriate;
                                                             * Equity - listed on a recognised exchange
                                                             * Equity - not listed on a recognised exchange
                                                             * Leases (excluding residual value)                                                                         b)     for a Standardised ADI, report in column 11 total RWA for market-related off-balance sheet credit exposures (including default risk RWE, trade exposure RWE and default fund RWE) plus 12.5 times the sum of CVA capital charge and default fund capital charge, determined in accordance with APS 180; and
                                                             * Residual value for leases (<= 10% of Tier 1 capital)
                                                             * Residual value for leases (> 10% Tier 1 capital)
                                                             * Exposures through a third party                                                                           c)      for an IRB ADI, report in column 11 the total RWA for market-related off-balance sheet non-IRB credit exposures (including non-IRB default risk RWE, trade exposure RWE and default fund RWE) plus 12.5 times the sum of CVA capital charge and default fund capital charge, determined in accordance with APS 180.
                                                             * Cash owned and held at the ADI or in transit
                                                             * Cash items in the process of collection
                                                             * Gold bullion
                                                             * Investments in premises, plant and equipment, and all other fixed assets
                                                             * Unsettled DvP transactions 5 to 15 business days after settlement date
                                                             * Unsettled DvP transactions 16 to 30 business days after settlement date
                                                             * Unsettled DvP transactions 31 to 45 business days after settlement date
                                                             * Unsettled DvP transactions 46 business days or more after settlement date
                                                             * Unsettled non-DvP transactions < 5 business days
                                                             * Unsettled non-DvP transactions >= 5 business days
                                                             * Market-related exposure
                                                             * All other exposures not specified elsewhere