Total other assets excluding derivative Total other assets excluding derivative financial instruments and surpluses in defined benefit superannuation fund:

Total other assets excluding derivative financial instruments and surpluses in defined benefit superannuation fund:

Note: The calculation of the appropriate investment risk charge for derivative exposures is shown on GRF 110.0_G and GRF 141.0_G. Accordingly it is necessary to exclude derivative financial instruments from this table otherwise they will be subject to an additional investment risk charge. The surplus in defined benefit superannuation fund is deducted from Tier 1 capital and is therefore excluded from the calculation of the investment risk charge.

Allocate the value of ‘Other Assets excluding derivative financial instruments and surpluses in defined benefit superannuation funds’ against the appropriate rating grade associated with counterparty/asset:

4.6.1 Grade 1 or 2

4.6.2 Grade 3

4.6.3 Grade 4

4.6.4 Grade 5

4.6.5 Other

The investment risk charge will be calculated based on the capital factor applicable to the rating grades. Refer to GPS 114 for further information on classification of rating grades.