Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p64
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 185851–188829

ADI's funding liabilities and funding acquired through securitisation SPVs, capital items and any other secured or unsecured funding.

ADIs must not apply behavioural assumptions to liabilities which are expected to repay differently from contractually scheduled principal payments, such as for residential mortgage backed securities (RMBS), unless explicitly instructed otherwise. Do not include new business volumes or new liabilities.

ADIs are not to net asset and liability items in relation to disclosure of data required in this form unless specifically instructed.

All derived fields in the form are shaded and specified in the instructions below. Terms highlighted in bold italics indicate that the definition is provided in paragraph 21 of this Reporting Standard.

An amount must entered in each field. If the item is not applicable or there is no amount to be reported, enter a zero amount.

Column and row item description

Column 1         Column 1 is a derived column of the closing balance of each row calculated as the sum of columns 2 to 14.

Column 2         Report the balance for items that are at-call or overnight or those balances without a defined contractual term to maturity in column 2. Include cash flow items with uncertain cash flows.

Columns 3 to 14  Report the balance for items that have a defined term to maturity in columns 3 to 14 according to their remaining contractual term to maturity as at the reporting date.

                 For minimum notice deposits, assume notice is provided for products without an associated penalty or fee for providing notice. These will typically fall into column 6 unless the notice period is greater than 60 days, in which case the deposit should be reported in the appropriate column based on the notice period.

                 For minimum term deposits where there is a penalty or fee for early breakage, assume the deposit matures at its expected contractual maturity.

                 For all wholesale non-deposit liabilities, report the outstanding balance based on the earliest contractual maturity date, the earliest contractual maturity opportunity or on any known redemptions and terminations as of the reporting date.

                 Report any debt with a call date in the maturity bucket based on the first available call date.

                 Report those items where the timing of the payables is known and payables with certain cash flows in the appropriate maturity bucket column.

Item 1           Item 1 is a derived total calculated as the sum of items 1.1 and 1.2.
Item 1.1         Item 1.1 is a derived total calculated as the sum of items 1.1.1 to 1.1.5.

                 Report deposit funding provided by domestic retail customer counterparties in item 1.1.1.

                 Report deposit funding provided by domestic SME customers in item 1.1.2.

                 Report deposit funding provided by domestic non-financial corporates and public sector