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Financial Sector (Collection of Data) (reporting standard) determination No. 16 of 2025
Table 3: Augmented Banking Book - Pre-ShTable 3: Augmented Banking Book - Pre-Shock EV and Embedded loss
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Table 3: Augmented Banking Book - Pre-Shock EV and Embedded loss
Table 3 captures the pre-shock economic value, book value and embedded loss of an ADI’s banking book items in the augmented banking book.
| Column 1 | Pre-Shock EV | Report the pre-shock economic value of each listed Banking Book item.Pre-Shock EV is to be calculated as per the methodology in APS 117, consistent with a one-year holding period. |
|---|---|---|
| Column 2 | Book Value | Report the Book Value of each listed Banking Book item. |
| Column 3 | Embedded Loss | This is a derived field in this table and will be automatically calculated as: |
Banking Book Items
| Items 1-13 | Report the values in columns 1 and 2 for the banking book items as below:Earnings OffsetAustralian Government SecuritiesAustralian State Government or Territory Central Borrowing Authorities SecuritiesDerivatives that are hedging AGS and semisOther market-related DerivativesOther market-related itemsNon-principal and interest (P&I) itemsNon-maturity depositsNon-market-related DerivativesOther P&I itemsRate locksPrepayment-exposed loansCore Deposits |
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