Document ID: chunk:federal_register_of_legislation:F2023L00407:body:0:p6
Version: federal_register_of_legislation:F2023L00407
Segment Type: other
Provision Reference: 
Character Range: 17733–23407

sovereigns held as HQLA, qualifying central counterparties relating to clearing activities and settlement exposures exceeding or equal to 10% of Tier 1 Capital

Counterparty name  Legal Entity Identifier  Counterparty sector                                                         Exclusion category       On-balance sheet exposures - loans  On-balance sheet exposures - other  Off-balance sheet exposures - non-market related   Off-balance sheet exposures - market related        Total exposures  Total exposures as % of Tier 1 Capital
(1)                (2)                      (3)                                                                         (4)                      (5)                                 (6)                                 (7)                                                (8)                                                 (9)              (10)

                                            Banking                                                                     Sovereigns held as HQLA
                                            Insurance                                                                   QCCP - clearing
                                            Superannuation                                                              Settlement exposure
                                            Central or Commonwealth Government
                                            State or Territory government
                                            Local government
                                            Central bank
                                            Central counterparty
                                            SPV
                                            International banking agencies and multilateral regional development banks
                                            Other financial institution
                                            Other counterparties

  6.1.  Total

Memorandum Items: Tier 1 Capital

7.  Tier 1 Capital

  ARF_221_1: Large Exposures - Foreign ADI

Australian Business Number  Institution Name

Reporting Period            Scale Factor
                            Millions to one decimal place
Reporting Consolidation
Domestic books

   1. Twenty largest exposures of the Australian operations of the foreign ADI

Counterparty name/ group counterparty name  Legal Entity Identifier  Counterparty sector                                                         On-balance sheet exposures - loans  On-balance sheet exposures - other  Off-balance sheet exposures - non-market-related   Off-balance sheet exposures - market-related        Total exposures
(1)                                         (2)                      (3)                                                                         (4)                                 (5)                                 (6)                                                (7)                                                 (8)

                                                                     Banking
                                                                     Insurance
                                                                     Superannuation
                                                                     Central or Commonwealth Government
                                                                     State or Territory government
                                                                     Local government
                                                                     Central bank
                                                                     Central counterparty
                                                                     SPV
                                                                     International banking agencies and multilateral regional development banks
                                                                     Other financial institution
                                                                     Other counterparties

    1.1.  Total

  2.  Groups of connected counterparties
Group counterparty name                    Connection  Counterparties connected within the group
(1)                                        (2)         (3)

Reporting Form ARF 221.0

Large Exposures

Instruction Guide

This instruction guide is designed to assist in the completion of Reporting Form ARF 221.0 (ARF 221.0). This form collects information on an authorised deposit-taking institution's (ADI's) large exposures to an individual counterparty or a group of connected counterparties.

In completing this form, ADIs must refer to Prudential Standard APS 221 Large Exposures (APS 221).

Note: Do not include an ADI's exposures to related entities (defined in accordance with Prudential Standard APS 222 Associations with Related Entities (APS 222)) in this form. Such exposures are to be reported in ARF 222.0 Exposures to Related Entities.

General directions and notes

Reporting entity

ARF 221.0 must be completed on a Level 1 and Level 2 basis by all ADIs, with the exception of:[1]

       (a)          foreign ADIs; and

       (b)          providers of purchased payment facilities.

If an ADI is a subsidiary of an authorised non-operating holding company (NOHC), the information required at Level 2 is to be provided by the ADI's immediate parent NOHC.

Securitisation deconsolidation principle

   1. Where an ADI (or a member of its Level 2 consolidated group) participates in a securitisation that meets APRA's operational requirements for regulatory capital relief under Prudential