Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p59
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 167731–171244

in item 8. Report the FX transaction inflows by currency exposures for AUD, NZD, USD, GBP, EUR, JPY and RMB in items 8.1 to 8.7 respectively.

                 Item 8.8 is a derived item calculated as item 8 less the sum of items 8.1 to 8.7.

Item 9           Item 9 is a derived total calculated as the sum of items 1 to 7.

                 Report the amount by underlying currency exposures, regardless of hedges, for AUD, NZD, USD, GBP, EUR, JPY and RMB in items 9.1 to 9.7 respectively.

                 Item 9.8 is derived as item 9 less the sum of items 9.1 to 9.7.

Item 10          The amounts to be reported under item 10 are 'of which' amounts of the amounts reported in items 1 to 7.

                 Report all amounts due from intra-group entities that are ADI/bank counterparties in item 10.1.

                 Report all amounts due from intra-group entities that are not ADI/bank counterparties in item 10.2.

                 Report all corporate and business loans according to their contractual maturity in item 10.3. Report the amount of these loans which are to SME customers in item 10.3.1.

                 Report all commercial real estate mortgages according to their contractual maturity in item 10.4.

                 Report all residential mortgages according to their forecast maturity in item 10.5 using the ADI's prepayment assumptions. Include assumptions for further advances and redraws for existing loans but do not include new loans. If a borrower fully repays a loan to refinance into a new loan at the ADI, assume this is a new loan and do not include. Loans to corporate or SME customers which are secured by residential real estate should be reported under item 10.3 above.

                 Report all third-party RMBS assets according to their forecast maturity (using the ADI's prepayment assumptions) in item 10.6.

                 Report all on-balance sheet derivative assets in item 10.7.

ARF_210_3_2: Contractual Maturity Mismatch - Funding Liabilities and Capital

Australian Business Number          Institution Name

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

                                                                                                        Maturity Buckets
                                                                   Closing Balance  At call/ Overnight  1 day to <= 7 days  8 days to <= 15 days  16 days to <=30 days   31 days to <2 months  2 months to <3 months
                                                                   (1)              (2)                 (3)                 (4)                   (5)                   (6)                    (7)
 1. Unsecured deposit funding
  1.1.  Domestic
    1.1.1.  Retail customer
    1.1.2.  SME
    1.1.3.  Non-financial corporates and PSEs
    1.1.4.  ADI/bank
    1.1.5.  Other financial institutions and other legal entities
  1.2.  Offshore
    1.2.1.  Retail customer
    1.2.2.  SME
    1.2.3.  Non-financial corporates and PSEs
    1.2.4.  ADI/bank
    1.2.5.  Other financial institutions and other legal entities

                                                                   Maturity Buckets
                                                                   3 months to < 6 months  6 months to < 12 months