Document ID: chunk:federal_register_of_legislation:F2023L00643:body:0:p2
Version: federal_register_of_legislation:F2023L00643
Segment Type: other
Provision Reference: 
Character Range: 3346–6963

rate risk in the banking book - Internal model approach (CS17740)
ARF 110.0
Section B Item 3.1. Interest rate risk in the banking book – Internal model approach
ARF 110.0 1/2 and
                                                                                                      Section B Item 3.2. Traded market risk, foreign exchange and commodities - Standard method (CS17741)
ARF 110.0
Section B Item 3.2. Traded market risk, foreign exchange and commodities – Standard method
ARF 110.0 1/2 and
                                                                                                      Section B Item 3.3. Traded market risk, foreign exchange and commodities - Internal model approach (CS17742)
ARF 110.0
Section B Item 3.3. Traded market risk, foreign exchange and commodities - Internal model approach
ARF 110.0 1/2 and
                                                                                                      Section B Item 3.4. Total RWA for market risk (CS02056)
ARF 110.0
Section B Item 3.4. Total RWA for market risk
ARF 110.0 1/2 and
                                                                                                      Section B Item 4.1. Total other charges as required by APRA (CS02061)
ARF 110.0
Section B Item 5.1. Total other charges as required by APRA
ARF 110.0                                                                                             Section B Item 6.3. Adjustment to RWAs with respect to the floor
ARF 110.0 1/2 and
                                                                                                      Section B Item 5.1. Total RWA (CS17744)
ARF 110.0
Section B Item 6.4. Total RWA

    (b)          Reporting Standard ARS 210.0 Liquidity:[3]

    1. Reporting form ARF_210_1A: Liquidity Coverage Ratio - all currencies (ARF_210_1A);

    2. Reporting form ARF_210_2: Minimum Liquidity Holdings Ratio (ARF_210_2); and
    3. Reporting form ARF_210_6: Net Stable Funding Ratio (ARF_210_6).

Reporting form  Item
ARF_210_1A      34. Mean LCR during reporting period (BSAO25666)

ARF_210_2       18. Average MLH ratio during reporting period (BSAO25564)

ARF_210_6       56. Net stable funding ratio (CS26456)

[1] As required to be submitted pursuant to Financial Sector (Collection of Data) (reporting standard) determination No. 2 of 2020 (https://www.legislation.gov.au/Details/F2020L00327),
Financial Sector (Collection of Data) (reporting standard) determination No. 15 of 2017 (https://www.legislation.gov.au/Series/F2017L01372); and
Financial Sector (Collection of Data) (reporting standard) determination No. 5 of 2012 (https://www.legislation.gov.au/Series/F2012L02483).
[2] As required to be submitted pursuant to Financial Sector (Collection of Data) (reporting standard) determination No. 48 of 2023 (https:/www.legislation.gov.au/Details/F2023L00403) and any future determination that revokes and replaces this instrument.
[3] As required to be submitted pursuant to Financial Sector (Collection of Data) (reporting standard) determination No. 54 of 2023 (https://www.legislation.gov.au/Details/F2023L00417) and any future determination that revokes and replaces this standard,
Financial Sector (Collection of Data) (reporting standard) determination No. 4 of 2022 (https://www.legislation.gov.au/Series/F2022L00210),
Financial Sector (Collection of Data) (reporting standard) determination No. 8 of 2021 (https://www.legislation.gov.au/Series/F2021L00314) and
Financial Sector (Collection of Data) (reporting standard) determination No. 19 of 2017 (https://www.legislation.gov.au/Series/F2017L01390).