Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p92
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 283752–286699

value in item 35 or 37, as appropriate, and in accordance with the instructions.

Item 28  Report third-party debt securities that are other jurisdictions' ALA and that APRA allows to be included in the numerator of the LCR in the appropriate maturity buckets according to their residual maturity in item 28.1. The amount reported in item 28.1 must not exceed the amount for third-party debt securities reported in item 6.5 of ARF 210.1A.

         Report all encumbered assets that could, if unencumbered, be included in the numerator of the LCR in the appropriate maturity buckets according to their residual maturity and in items 28.2.1 to 28.2.3 according to the remaining period of encumbrance.

         Report any residual carrying value in item 38 in accordance with the instructions.
Item 29  Report third-party debt securities that are other LCR assets, including third-party debt securities that are RBNZ eligible securities, in the appropriate maturity buckets according to their residual maturity in item 29.1. The amount reported for third-party RBNZ eligible securities in item 29.1 must not exceed the amount reported for these securities in item 5 of ARF 210.1A.

         Report all encumbered assets that could, if unencumbered, be included in the numerator of the LCR in the appropriate maturity buckets according to their residual maturity and in items 29.2.1 to 29.2.3 according to the remaining period of encumbrance.

         Report any residual carrying value in item 38 in accordance with the instructions.

Item 30  Report all HQLA2A.

           Report all unencumbered assets in the appropriate maturity buckets according to their residual maturity in item 30.1.

           Report all encumbered assets in the appropriate maturity buckets according to their residual maturity and in items 30.2.1 to 30.2.3 according to the remaining period of encumbrance.

Item 31  Report all HQLA2B.

           Report all unencumbered assets in the appropriate maturity buckets according to their residual maturity in item 31.1.

           Report all encumbered assets in the appropriate maturity buckets according to their residual maturity and in items 31.2.1 and 31.2.2 according to the remaining period of encumbrance.
Item 32  Report all claims on central banks with a residual maturity of less than one year that do not qualify as central bank reserves and balances, including loans, central bank bills and the asset account created on the ADI's balance sheet by entering a repo transaction with a central bank. Balances (including term placements) that qualify toward reserve requirements should be considered as central bank reserves and reported under item 2, even if these balances are in excess of the required level of reserves. Performing loans to central banks with a residual maturity of less than one year and a greater than 35 per cent risk weight under Prudential Standard APS 112 Capital Adequacy: Standardised