Financial Sector (Collection of Data) (reporting standard) determination No. 50 of 2013 - LRS 117.0 - Asset Concentration Risk Charge
Instructions for specific itemsInstructions for specific items
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Instructions for specific items
(1) Counterparty group name
This is the name of the group to which the counterparty to the exposure belongs.
(2) Eligible credit support applied?
If the exposure is covered by eligible credit support, indicate whether the fund has applied the eligible credit support to calculate the Asset Concentration Risk Charge.
(3) Type of exposure after eligible credit support
This column reports the category of exposure where the eligible credit support held replaces the underlying asset exposure for the purposes of calculating the Asset Concentration Risk Charge.
An appropriate asset exposure category is to be selected from the drop down list.