Document ID: chunk:federal_register_of_legislation:F2023L01436:body:0:p14
Version: federal_register_of_legislation:F2023L01436
Segment Type: other
Provision Reference: 
Character Range: 37818–40441

this CCP calculated in accordance with paragraph 7 of Attachment C of APS 180.

        Report in column 3 the prefunded default fund contributions provided by the ADI to this CCP.

        Report in column 4 the total prefunded default fund contributions from all clearing members of this CCP.

        Report in column 5 the prefunded own resources of this CCP that are contributed to the default water fall, where these are junior or pari passu to prefunded member contributions.

        If columns 2 to 5 are populated, column 6 is calculated from columns 2 to 5 as follows:

        If, due to jurisdictional differences in the implementation schedule of SA-CCR, columns 2 to 5 cannot be populated, report the default fund capital charge in column 6 directly and leave columns 2 to 5 blank.

        Report in item 5.1 the total KADI for counterparties not listed as the top five.

        Item 5.2 is a derived field calculated as the sum of item 5 column 6 and item 5.1 column 6.

Item 6  In column 1 enter as a character string the name of the five largest non-qualifying CCP exposures, ranked by the ADI's total capital requirement with this CCP (i.e. including both the trade exposure and default fund exposure). Each name should only appear once.

        Report in column 2 the trade exposure with this CCP and any exposure to the ADI's clients, calculated in accordance with Attachment A of APS 180. For item 6.1, report the total trade exposure amount of exposures with CCPs not listed as the top five.
        Report in column 3 the total RWE calculated by multiplying the trade exposure by the risk-weight applicable to the counterparty or type of assets as detailed in Attachments A and B of APS 112. For item 6.1, report the total trade exposures RWE with CCPs not listed as the top five.
        Columns 4 to 5 must be completed if an ADI is a clearing member to a non-qualifying CCP.
        Report in column 4 the value of prefunded default fund contribution with this CCP. For item 6.1, report the total prefunded default fund contribution with CCPs not listed as the top five.
        Report in column 5 the value of the proportion (specified by APRA) of unfunded default fund contribution with this CCP. For item 6.1, report the total unfunded default fund contribution with CCPs not listed as the top five.
        Item 6 and item 6.1, column 6 is a derived field, calculated from columns 4 and 5 as

        Item 6.2 column 3 is a derived field calculated as the sum of item 6 column 3 and item 6.1 column 3.
        Item 6.2 column 6 is a derived field calculated as the sum of item 6 column