Credit Risk in Commodity Finance - Excel by pdd16777

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									                                                                            DRAFT - September 2007

                               ARF_113_2: IRB - Specialised Lending Supervisory Slotting


Australian Business Number

Institution Name

Reporting Period

Scale Factor                                     Millions to one decimal place


Reporting Consolidation                                 Level 1/Level 2


Credit risk-weighted assets

Section A: On-balance sheet exposures

                                     UL risk-      EL risk-                            Exposures after CRM                                Total         RWA (5)         EL amount
                                   weights % (1) weights % (2)      Project          Object            Commodity          Income        exposures                           (6)
                                                                 finance (3.1)    finance (3.2)       finance (3.3)   producing real       (4)
                                                                                                                        estate (3.4)
1. Supervisory category
     1.1 Strong                          70%          5%                                                                               =SUM(D22:G22)   =B22*H22        =C22*H22*0.08
     1.2 Good                            90%          10%                                                                              =SUM(D23:G23)   =B23*H23        =C23*H23*0.08
     1.3 Satisfactory                    115%         35%                                                                              =SUM(D24:G24)   =B24*H24        =C24*H24*0.08
     1.4 Weak                            250%        100%                                                                              =SUM(D25:G25)   =B25*H25        =C25*H25*0.08
     1.5 Default                          0%         625%                                                                              =SUM(D26:G26)   =B26*H26        =C26*H26*0.08
     1.6 Total                                                   =SUM(D22:D26)   =SUM(E22:E26)    =SUM(F22:F26)       =SUM(G22:G26)    =SUM(H22:H26)   =SUM(I22:I26)   =SUM(J22:J26)




Section B: Off-balance sheet exposures

                                     UL risk-      EL risk-                            Exposures after CRM                                Total         RWA (5)         EL amount
                                   weights % (1) weights % (2)      Project          Object      Commodity                Income        exposures                           (6)
                                                                 finance (3.1)    finance (3.2) finance (3.3)         producing real       (4)
                                                                                                                        estate (3.4)
2. Supervisory category
     2.1 Strong                          70%          5%                                                                               =SUM(D36:G36)   =B36*H36        =C36*H36*0.08
     2.2 Good                            90%          10%                                                                              =SUM(D37:G37)   =B37*H37        =C37*H37*0.08
     2.3 Satisfactory                    115%         35%                                                                              =SUM(D38:G38)   =B38*H38        =C38*H38*0.08
     2.4 Weak                            250%        100%                                                                              =SUM(D39:G39)   =B39*H39        =C39*H39*0.08
     2.5 Default                          0%         625%                                                                              =SUM(D40:G40)   =B40*H40        =C40*H40*0.08
     2.6 Total                                                   =SUM(D36:D40)   =SUM(E36:E40)    =SUM(F36:F40)       =SUM(G36:G40)    =SUM(H36:H40)   =SUM(I36:I40)   =SUM(J36:J40)




                                                                            ARF_113_2 - Page 1 of 1

								
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