Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p32
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 89868–92730

secured by HQLA2A with any counterparty (where the counterparty is a central bank, other than the RBA, report under item 11.7).

Item 11.3   Report the amount of funds raised in a secured funding transaction that matures within 30 days for transactions secured by RMBS HQLA2B with any counterparty (where the counterparty is a central bank, other than the RBA, report under item 11.7).

Item 11.4   Report the amount of funds raised in a secured funding transaction that matures within 30 days for transactions secured by non-RMBS HQLA2B with any counterparty (where the counterparty is a central bank, other than the RBA, report under item 11.7).

Item 11.5   Items 11.5 and 11.5.1 are to be completed by an ADI that has a secured CLF with the RBA approved by APRA for LCR purposes. For an ADI that does not have a CLF with the RBA enter a zero amount in items 11.5 and 11.5.1.

            Report the amount of funds raised in a secured funding transaction that matures within 30 days for transactions secured by eligible CLF securities with any counterparty, including the RBA (where the ADI has capacity within the CLF).
Item 11.6   Item 11.6 collects information on transactions secured by other assets, ineligible CLF securities and eligible CLF securities where CLF capacity has been reached. ADIs without a secured CLF with the RBA are to report transactions secured by CLF securities under this item.

            In item 11.6.1, report transactions where the counterparties are domestic sovereigns, MDBs or domestic PSEs (excluding the RBA) with a risk weight of 20 per cent or lower.

            In item 11.6.2, report transactions with all other counterparties.
Item 11.7   Report the amount of funds raised in a secured funding transaction that matures within 30 days for transactions secured by all assets with central banks other than the RBA. Include transactions secured by RBNZ eligible securities under this item.

Item 12     Item 12 is a derived item calculated as the sum of items 12.1 and 12.2.

            Report in item 12.1 the balances of secured funding transactions issued by the ADI, including covered bonds and notes issued from consolidated securitisation SPVs, maturing in 30 days or less.

            Report in item 12.2 loss of funding from the ADI's structured financing facilities such as asset backed commercial paper (ABCP), asset backed security (ABS), warehouse and liquidity facilities and other secured financing from SPVs maturing or returnable within 30 days.

            Include potential liquidity outflows from call options on instruments and facilities that would allow the return of assets in a financing arrangement or that require the originator to provide liquidity, effectively ending the financing arrangement ('liquidity puts') within the 30 day period. ADIs are to look through to the maturity of