Document ID: chunk:federal_register_of_legislation:F2021L01119:body:0:p6
Version: federal_register_of_legislation:F2021L01119
Segment Type: other
Provision Reference: 
Character Range: 15900–19175

(intra-group assets) by type of asset, and counterparty of the borrower for loans and finance leases.

SBR: submit item 1 with accounting type of debit (assets).

Report securities adjusted for the value of short-sold positions. That is, report the value of securities held less the value of securities sold short.

Only include loans and finance leases held on-balance sheet.

Column 1   Report the value.

           For item 1.1.5 to 1.1.5.2 inclusive, report the value of credit outstanding.

Column 2   Of the amount reported in column 1, report the value that is denominated in a foreign currency.

Item 1.1                                Report total intra-group assets.

Item 1.1.1                              Report funds on deposit with financial institutions.

                                        Item 1.1.1 is a derived item.  Report the value of total funds on deposit in item 1.1.1 as the sum of item 1.1.1.1 and item 1.1.1.2.

Item 1.1.1.1                            Report funds on deposit that are at call.

Item 1.1.1.2                            Report funds on deposit that are not at call.

Item 1.1.2                              Report securities held for trading adjusted for the value of short-sold positions. That is, report the value of securities held for trading held less the value of securities held for trading sold short.

                                        Item 1.1.2 is a derived item.  Report the value of securities held for trading in item 1.1.2 as the sum of item 1.1.2.2 and item 1.1.2.3.

Item 1.1.2.1                            Of the amount reported in item 1.1.2, report the value of asset-backed securities issued by SPVs.

Item 1.1.2.2                            Report securities held for trading adjusted for the value of short-sold positions that are debt securities. Include bills of exchange held that have been accepted by your institution or another institution.

Item 1.1.2.3                            Report securities held for trading adjusted for the value of short-sold positions that are equity securities. Include bills of exchange held that have been accepted by your institution or another institution.

Item 1.1.3                              Report securities not held for trading adjusted for the value of short-sold positions. That is, report the value of securities not held for trading held less the value of securities not held for trading sold short.

                                        Item 1.1.3 is a derived item.  Report the value of securities not held for trading adjusted for the value of short-sold positions in item 1.1.3 as the sum of item 1.1.3.2 and item 1.1.3.3.

Item 1.1.3.1                            Of the amount reported in item 1.1.3, report the value of asset-backed securities issued by SPVs.

Item 1.1.3.1.1                          Of the amount reported in item 1.1.3.1, report the value of self-securitised assets.

Item 1.1.3.2                            Report securities not held for trading adjusted for the value of short-sold positions that are debt securities. Include bills of exchange held that have been accepted by your institution or another institution.

Item 1.1.3.3                            Report securities not held for trading adjusted