CTHRepealedLegislation
Financial Sector (Collection of Data) (reporting standard) determination No. 23 of 2019
The risk-weighting process used for measThe risk-weighting process used for measuring the off-balance sheet credit exposures of an ADI covers all or part of the ADI’s off-balance sheet exposures, including both market-related and non-market related transactions that are subject to the standardised approach to credit risk, except the following specifically excluded items:
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The risk-weighting process used for measuring the off-balance sheet credit exposures of an ADI covers all or part of the ADI’s off-balance sheet exposures, including both market-related and non-market related transactions that are subject to the standardised approach to credit risk, except the following specifically excluded items:
(a) securitisation exposures, which are subject to the requirements of APS 120; and
(b) items subject to capital requirements under Prudential Standard APS 116 Capital Adequacy: Market Risk. However, the trading book exposures that expose the ADI to counterparty credit risk must be included in this form.