Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p17
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 48275–51858

lending/borrowing transactions
    3.4.2.  Adjustment due to collateral swaps
  3.5.  Adjusted amount of non-RMBS HQLA2B stock
    3.5.1.  Adjustment due to secured lending/borrowing transactions
    3.5.2.  Adjustment due to collateral swaps
  3.6.  Adjusted amount of HQLA2B (RMBS and non-RMBS) stock

4.  Total HQLA
  4.1.  Adjustment to stock of HQLA due to the 15 per cent cap on HQLA2B
  4.2.  Adjustment to stock of HQLA due to the 40 per cent cap on HQLA2
  4.3.  Adjustment to the amount of HQLA for the inclusion of other liquid assets as approved by APRA

5.  RBNZ eligible securities

6.  Alternative liquid assets (ALA)
  6.1.  Market value of total eligible assets securing the CLF less applicable RBA margin
    6.1.1.  Securities issued by supranationals and foreign government
    6.1.2.  Securities with Australian Government or foreign sovereign government guarantee
    6.1.3.  ADI issued securities
    6.1.4.  Asset backed securities
    6.1.5.  Other private securities
    6.1.6.  Self-securitised assets
  6.2.  Available amount of the CLF for the LCR calculation
    6.2.1.  Approved size of the CLF
    6.2.2.  Adjustment due to secured funding/lending transactions
    6.2.3.  Adjustment due to collateral swaps
  6.3.  Amount of eligible CLF assets that can be included in numerator of the reporting ADI's LCR calculation
  6.4.  Of the amount reported in item 6.1, the amount of CLF securities maturing <= 30 days where the securities are not due to be returned under maturing secured lending transactions
  6.5.  Amount available as ALA in offshore jurisdictions

7.  Total HQLA plus RBNZ eligible securities plus ALA

Section B: Cash outflows

                                                                                                                                                                                                                                Amount  Weight  Weighted amount
                                                                                                                                                                                                                                (1)     (2)     (3)
8.  Retail deposits
  8.1.  Stable deposits
  8.2.  Stable deposits eligible for 3 per cent run-off rate
  8.3.  Less stable deposits which are covered by FCS or government deposit insurance scheme
  8.4.  Less stable deposits which are not covered by FCS or government deposit insurance scheme
  8.5.  Less stable deposits with higher run-off rate
  8.6.  Called notice period deposits with 30 days or less to maturity

9.  Unsecured wholesale funding
  9.1.  SME
    9.1.1.  Stable deposits
    9.1.2.  Stable deposits eligible for 3 per cent run-off rate
    9.1.3.  Less stable deposits which are covered by FCS or government deposit insurance scheme
    9.1.4.  Less stable deposits which are not covered by FCS or government deposit insurance scheme
    9.1.5.  Less stable deposits with higher run-off
    9.1.6.  Called notice period deposits with 30 days or less to maturity
  9.2.  Non-financial corporate
    9.2.1.  of which: Intra-group
    9.2.2.  Operational deposit amounts fully covered by deposit insurance
    9.2.3.  Operational deposit amounts fully covered by deposit insurance and eligible for 3 per cent run-off rate
    9.2.4.  Operational deposit amounts not fully covered by deposit insurance
    9.2.5.  Non-operational deposits where the entire deposit is fully covered by deposit insurance
    9.2.6.  Non-operational deposits where the entire deposit is not fully covered by