Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p73
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 215827–219443

to 17.4 that is committed to intra-group entities.

Section D: Memo Items

Item 18  Items 18.1 to 18.6 map to items 10.1 to 10.6 on ARF 210.3.1.

         Report total self-securitisation in item 18.7. Report the issuance amounts of all notes comprising the SPV.

Item 19  Items 19.1 and 19.2 map to items 9.1 and 9.2 on ARF 210.3.2.

Item 20  For item 20.1, report the value of assets in cover pools used as collateral for covered bond issuance.

         Item 20.2, overcollateralisation, is a derived item calculated as the value of assets in cover pools which secure covered bonds on issue (item 20.1), divided by the aggregate face value of covered bonds on issue (the sum of items 11.1.2 and 11.2.2).

         For item 20.3, report the value of assets in Australia calculated in accordance with paragraph 42 of Prudential Standard APS 121 Covered Bonds.

         Item 20.4, cover pool as a proportion of assets in Australia, is a derived item calculated as the value of assets in cover pools which secure covered bonds on issue (item 20.1), divided by assets in Australia (item 20.3).

ARF_210_5: Daily Liquidity Report

Australian Business Number          Institution Name

Reporting Period                    Scale Factor
                                    Millions to one decimal place for banks
                                    Whole dollars no decimal place for ADIs other than banks
Reporting Consolidation
Level 1 / Level 2 / Domestic books

                                                                       Balance at reporting date  5 business days prior  Change $  Change %
 1. Unencumbered liquid assets                                         (1)                        (2)                    (3)       (4)
  1.1.  HQLA
  1.2.  RBA eligible securities not included in item 1.1 and item 1.3
  1.3.  RBA eligible securities from self-securitisation
  1.4.  Other liquids (LCR ADIs)
  1.5.  Other liquids (non-LCR ADIs)
  1.6.  Total
    1.6.1.  of which: offshore liquid assets

                                                                        Balance at reporting date  5 business days prior  Change $  Change %
2.  Net funding outflows over last five business days                   (1)                        (2)                    (3)       (4)
  2.1.  Total retail deposit (including SME) outflow balance
    2.1.1.  of which: offshore
  2.2.  Total wholesale (non-financial institution) deposit balance
    2.2.1.  of which: offshore
  2.3.  Total financial institution deposit balance
    2.3.1.  of which: offshore
  2.4.  Total short-term wholesale funding balance not included above
    2.4.1.  of which: offshore
  2.5.  Total other wholesale funding balance not included above
    2.5.1.  of which: offshore
  2.6.  Total funding balance
    2.6.1.  of which: offshore

                                                                                  $    Outflow %  Undrawn $
3.  Net contingent and committed outflows over last five business days            (1)  (2)        (3)
  3.1.  Net loan principal outflows
  3.2.  Net outflows under any uncommitted facilities
  3.3.  Net outflows under committed liquidity facilities
  3.4.  Net outflows under committed credit facilities
  3.5.  Net outflows under any other committed facilities
  3.6.  Total net outflows under all contingent and committed funding agreements

                                                                 Outflow $
                                                                 (1)
4.  Net collateral/margin outflow over last five business days
  4.1.  Collateral