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In forceBanking: CapitalLast checked 11 November 2026

Market risk (ARS 116.0)

A regulatory return listed by the Australian Prudential Regulation Authority (APRA), Australia.

Collects information on an ADI's market risk. APRA uses it to supervise the firm (prudential supervision), including checking it meets Prudential Standard APS 116 Capital Adequacy: Market Risk. It may also be used by the Reserve Bank of Australia and the Australian Bureau of Statistics. Source

Official title: Reporting Standard ARS 116.0 Market Risk

The facts

Who files
This Reporting Standard applies to all authorised deposit-taking institutions (ADIs), with the exception of: (a) foreign ADIs; and (b) ADIs that: (i) do not conduct trading book activity and do not have any foreign exchange or commodity positions; and (ii) have included a statement to this effect in their description of their risk management systems, and that statement also outlines the arrangements in place to ensure that trading book activity does not take place. Source
How often
Quarterly. Source
Deadline
The information required by this Reporting Standard must be provided to APRA within: (a) 30 business days after the end of the reporting period to which the information relates, by an ADI that has APRA’s approval to use an internal ratings-based approach to credit risk and/or an advanced measurement approach to operational risk; or (b) 20 business days after the end of the reporting period to which the information relates, by an ADI not covered by paragraph 10(a). Source
Format
XML, Excel, Web form. A former D2A collection now in APRA Connect: entities can upload XML or Excel or enter the data manually. APRA ended the temporary Alternate Submission Process (which also took XBRL files) for ADI collections from the 31 July 2026 (ARF 210.5), 31 August 2026 (EFS) and 30 September 2026 (other migrated collections) reporting periods. Source
How it is filed
Filing routes recorded for the APRA: APRA Connect; Alternate Submission Process (temporary). See how firms file with the APRA.
Status
In force
Legal basis
Group
Banking: Capital

Templates (24)

The tables and forms inside the return. Plain name first, the APRA's code in brackets.

  • Market risk table 1 (ARF_116_0_1)
  • Market risk table 2 (ARF_116_0_2)
  • Market risk table 3 (ARF_116_0_3)
  • Market risk table 4 (ARF_116_0_4)
  • Market risk table 5 (ARF_116_0_5)
  • Market risk table 6 (ARF_116_0_6)
  • Market risk table 7 (ARF_116_0_7)
  • Market risk table 8 (ARF_116_0_8)
  • Market risk table 9 (ARF_116_0_9)
  • Market risk table 10 (ARF_116_0_10)
  • Market risk table 11 (ARF_116_0_11)
  • Market risk table 12 (ARF_116_0_12)
  • Market risk table 13 (ARF_116_0_13)
  • Market risk table 14 (ARF_116_0_14)
  • Market risk table 15 (ARF_116_0_15)
  • Market risk table 16 (ARF_116_0_16)
Show all 24 templates
  • Market risk table 17 (ARF_116_0_17)
  • Market risk table 18 (ARF_116_0_18)
  • Market risk table 19 (ARF_116_0_19)
  • Market risk table 20 (ARF_116_0_20)
  • Market risk table 21 (ARF_116_0_21)
  • Market risk table 22 (ARF_116_0_22)
  • Market Risk Table 23 (ARF_116_0_23)
  • Market risk summary table (ARF_116_0_SU)

Forms listed in APRA’s APRA Connect taxonomy for this migrated D2A collection (Market Risk). Source

Validation rules

351 rules, as counted from the APRA's published material. Software can run them exactly as published. Source

How they are written: Excel Rules worksheet with an Expression column (APRA Connect expression syntax), a constraint column and a failure message for each rule..

The rules, on apra.gov.au

How they were counted

Rules in the Rules worksheet of the APRA Connect taxonomy whose List Name, Display Text or Forms column names a form of this standard: 351 of the 354 rules in APRA-ADI - Market Risk (1).xlsx (3 rules in that file name no single form, such as ABN, reporting date and some cross-form checks, and are not counted).

Counts are in the APRA's own unit, so they are not comparable with other regulators' counts.

Public data

No published data from this return was found. No APRA statistical publication was found that names this return as a source (checked the explanatory notes and specifications of APRA’s current statistical publications). Source

Official documents (10)

The APRA's own files, with the size and SHA-256 fingerprint of each as downloaded on 11 November 2026, so anyone can tell whether a copy is the same version.

Sources

Every page and document this return's facts were read from.

Knowing exactly what is collected, in what format and under which rules is the first step to real-time supervision. Line4 builds SupTech software for financial regulators that runs checks like these as each return arrives.

Line4's text and records here are free to reuse under CC BY 4.0. Please credit: “Source: Line4 regulatory submissions library (CC BY 4.0), https://www.line4.ai”. The regulators' documents, forms, taxonomies, rules and data belong to them: see APRA's reuse terms. This describes what regulators publish. It is not legal or regulatory advice: always rely on the regulator's own text.

© Australian Prudential Regulation Authority 2024. Material from APRA (https://www.apra.gov.au) is used under the Creative Commons Attribution 4.0 International licence (https://creativecommons.org/licenses/by/4.0/); this library summarises it in plain English and links the originals.

Last checked 11 November 2026.