Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p38
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 106137–109031

Include the balances of potential requests for debt repurchases of related conduits, securities investment vehicles and other such financing facilities having maturities greater than 30 days.

            Enter the run-off rate for this item set by the ADI or, if applicable, the rate determined by APRA for the ADI in column 2.
Item 16.9   Report all other contractual cash outflows not captured in items above.

            Include contractual outflows within the next 30 days such as outflows to cover unsecured collateral borrowings, uncovered short positions, dividends or contractual interest payments.

            Exclude outflows related to operating costs of the ADI.

Item 17     Report the weighted outflows from collateral swaps maturing within 30 days.

Item 18     Item 18 is a derived item for total cash outflows calculated as the sum of items 8 to 16 in column 1 and the sum of items 8 to 17 in column 3.

            The following instructions on items 18.1 to 18.8 are applicable for ARF 210.1A only:

            In items 18.1 to 18.8, report the total amount by underlying currency exposure for AUD, NZD, USD, GBP, EUR, JPY, RMB and all other currencies in both columns 1 and 3. Report the cash outflows in column 1 and the weighted cash outflows in column 3.

            The following instruction is for derivatives cash flow by currency included under items 18.1 to 18.8:

            For FX transactions involving full exchange of principal relating to:

                * the transformation of liabilities in one currency for the purpose of funding assets in another, report the gross amount; and

                * proprietary trading, market-making or customer facilitation in FX derivatives, exclude the cash flows in their entirety.

            Other derivatives may be shown on a net basis if the netted inflows and outflows meet the test above.

            The following instruction on item 18.1 is applicable for ARF 210.1B only:

            Of the total cash outflows in item 18, report in item 18.1 total cash outflows due to intra-group entities. Report cash outflows in column 1 and weighted cash outflows in column 3.

Section C: Cash inflows

This section captures the total value of cash inflows that are used as inputs for the calculation of the denominator of the LCR calculation.

Total expected contractual cash inflows are calculated by multiplying the outstanding balances of various categories of contractual receivables by the rates at which they are expected to flow in under the LCR scenario.

Items must not be double counted. If an asset is included as part of the stock of liquid assets (Section A), the associated cash inflows cannot also be counted as cash inflows in Section C.

For all cash inflow items report the total known contractual cash inflows from outstanding exposures that are fully performing and for which