Basel III capital: Counterparty credit risk and other measures
November 2012 - January 2013
Response paper
Draft prudential standards
Draft prudential practice guides
Draft Reporting standards
Draft reporting forms
- ARF 112.1A Standardised credit risk – On-balance sheet exposures
- ARF 112.2A Standardised credit risk – Off-balance sheet exposures
- ARF 113.4 IRB – Other assets, claims and exposures
- ARF 116.0 Market Risk (Level 1)
- ARF 116.0 Market Risk (Level 2)
- ARF 117.0 Repricing analysis (Level 1)
- ARF 117.0 Repricing analysis (Level 2)
- ARF 120.0 Standardised – Securitisation (Level 1)
- ARF 120.0 Standardised – Securitisation (Level 2)
- ARF 120.1 IRB – Securitisation (Level 1)
- ARF 120.1 IRB – Securitisation (Level 2)
Reporting forms-instruction guides
- ARS 112.1 Standardised Credit Risk – On-balance Sheet Assets
- ARS 112.2 Standardised Credit Risk – Off-balance Sheet Exposures
- ARS 113.4 Internal Ratings-based (IRB) Approach to Credit Risk – Other Assets, Claims and Exposures
- ARS 116.0 Market Risk
- ARS 117.0 Repricing Analysis
- ARS 120.0 Standardised Approach – Securitisation
- ARS 120.1 Internal Ratings-based (IRB) Approach – Securitisation
Submissions
Note on submissions
It is APRA's policy to publish all submissions on the APRA website unless the respondent specifically tells APRA in writing that all or part of the submission is to remain confidential. An automatically generated confidentiality statement in an email does not satisfy this purpose. If you would like only part of your submission to be confidential, you should provide this information marked as 'confidential' in a separate attachment.
Submissions may be the subject of a request for access made under the Freedom of Information Act 1982 (FOIA). APRA will determine such requests, if any, in accordance with the provisions of the FOIA. Information in the submission about any APRA-regulated entity that is not in the public domain and that is identified as confidential will be protected by section 56 of the Australian Prudential Regulation Authority Act 1998 and will therefore be exempt from production under the FOIA.