Document ID: chunk:federal_register_of_legislation:F2024C01107:body:0:p82
Version: federal_register_of_legislation:F2024C01107
Segment Type: other
Provision Reference: 
Character Range: 220114–224767

Sweden       OMX
Germany    DAX           Switzerland  SMI
Hong Kong  Hang Seng     UK           FTSE 100
Italy      FTSE MIB      UK           FTSE mid-250
Japan      Nikkei 225    USA          S&P 500

Table A5.1.7: Foreign Exchange Position Risk Factors
Standard Method
Foreign Exchange—All currencies and gold  8%

Table A5.1.8: Commodity Position Risk Factors
Standard Method
Commodity Position Risk Factor—All Commodity spot and derivative positions  15%
Gross Position Risk Factor                                                  3%

Part A5.2 Counterparty Risk
Table A5.2.1: Risk Weightings
Counterparty                                                                                                                                                                                                   Counterparty Risk Weighting
Central banks in countries that are members of the OECD                                                                                                                                                        0%
Central and state governments in countries that are members of the OECD where the central or state government Counterparty is guaranteed by the government or receives appropriations from government revenue  10%
Banks                                                                                                                                                                                                          20%
Local governments in countries that are members of the OECD
Approved Deposit Taking Institutions (other than banks)
Market Participants subject to the Risk-Based Capital Requirements
ASX Clear Participants that comply with the equivalent requirements under the ASX Clear Operating Rules
Approved Institutions                                                                                                                                                                                          50%
Market Participants subject to the NTA Requirements
ASX Clear (Futures) Participants that comply with the capital requirements under the ASX Clear (Futures) Operating Rules

A participant of the clearing and settlement facility operated by CME that complies with capital requirements under the operating rules of CME.
Other, including:                                                                                                                                                                                              100%

   central banks, central, state and local governments in countries that are not members of the OECD

   all public trading enterprises in Australia which have corporate status, operate on a commercial basis or operate on a not-for-profit basis

Table A5.2.2: Potential Credit Exposure Factors
Remaining Time to Maturity   Equity  Debt  Foreign Exchange (including gold)  Commodity
One year or less             6.0%    0.0%  1.0%                               10%
Over one year to five years  8.0%    0.5%  5.0%                               12%
Over five years              10.0%   1.5%  7.5%                               15%

 Note: For an OTC Derivative with no maturity or expiry stated in the contract, the remaining time to maturity is 'Over five years' unless otherwise agreed by ASIC.
Table A5.2.3: Sub Underwriting Risk Factor
Risk Factor
All Sub Underwriting Commitments  2%

Part A5.3 Other
Table A5.3.1: Recognised Regulator
Country         Regulator
Australia       Australian Securities Exchange Limited
Austria         Bundesministerium für Finanzen (Federal Ministry of Finance, Banking, Stock Exchange and Capital Market Supervision)
                Finanzmarktaufsicht (Financial Market Authority)
Belgium         Autoriteit voor Financiële Diensten en Markten/L'Autorité des services et marchés financiers (Financial Services and Markets Authority)
Canada          Autorité des marches financiers (Québec)
                British Columbia Securities Commission
                Investment Industry Regulatory Organization of Canada
                Montreal Exchange
                Ontario Securities Commission
                Toronto Stock Exchange
Denmark         Finanstilsynet (Financial Supervisory Authority of Denmark)
Europe          European Central Bank
                European Securities and Markets Authority
Finland         Finanssivalvonta/Finansinspektionen (Finnish Financial Supervisory Authority)
France          Autorité des marchés financiers (Financial Markets Regulator)
Germany         Bundesanstalt für Finanzdienstleistungsaufsicht (Federal Financial Supervisory Authority)
Greece          The Bank of Greece