CTHRepealedLegislation
Financial Sector (Collection of Data) (reporting standard) determination No. 23 of 2019
Section B: Market-related off-balance shSection B: Market-related off-balance sheet exposures
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Section B: Market-related off-balance sheet exposures
| Item 2 | For a Standardised ADI, report the total RWE 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, all determined in accordance with APS 180.For an IRB ADI approved for ‘partial use’ in accordance with APS 113, report the total RWE 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, all determined in accordance with APS 180. |
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Section C: Total off-balance sheet risk-weighted credit exposures (non-market-related and market-related)
| Item 3 | Derived field calculated as the sum of the RWE (column 4) for all of the different transaction types in sections A and B of this form. |
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