Financial Sector (Collection of Data) (reporting standard) determination No. 1 of 2012 - ARS 116.0 - Market Risk
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Purpose
- Data collected in Form ARF 116.0 Market Risk (ARF 116.0) is used by APRA for the purpose of prudential supervision including assessing compliance with Prudential Standard APS 116 Capital Adequacy: Market Risk (APS 116). It may also be used by the Reserve Bank of Australia and the Australian Bureau of Statistics.
Application
- This reporting standard applies to all authorised deposit-taking institutions (ADIs), with the exception of:
(a) foreign ADIs; and
(b) ADIs that:
(i) do not conduct trading book activity and do not have any foreign exchange or commodity positions; and
(ii) have included a statement to this effect in their description of their risk management systems; and that statement also outlines the arrangements in place to ensure that trading book activity does not take place.
This reporting standard may also apply to the non-operating holding company (NOHC) of an ADI (refer to paragraph 4).