Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p10
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 25472–29125

of legal, regulatory, contractual or other restrictions on the ability of the ADI to liquidate, sell, transfer, or assign the asset. The asset cannot be pledged (either explicitly or implicitly) to secure, collateralise or credit-enhance any transaction, nor be designated to cover operational costs (such as rents and salaries).

    Unsecured debt securities issued refers to notes, bonds and other debt securities issued by an ADI regardless of the holder and that are not collateralised by legal rights to specifically designated assets owned by the borrowing ADI in the case of bankruptcy, insolvency, liquidation or resolution, excluding derivatives.

    Unsecured funding refers to liabilities and general obligations that are not collateralised by legal rights to specifically designated assets owned by the borrowing ADI in the case of bankruptcy, insolvency, liquidation or resolution, excluding derivatives.

    Unsecured wholesale funding has the meaning given in paragraphs 44 to 46 of Attachment A of APS 210.

    US commercial paper means commercial paper issued in the USA.

    22.         Unless the contrary intention appears, any reference to an Act, Prudential Standard, Reporting Standard, or Australian Accounting or Auditing Standard is a reference to the instrument as in force or existing from time to time.
ARF_210_1A: Liquidity Coverage Ratio - all currencies

Australian Business Number          Institution Name

Reporting Period                    Scale Factor
Quarterly                           Millions to one decimal place
Reporting Consolidation
Level 1 / Level 2 / Domestic books

Section A: Liquid assets

                                                                                                                                                                                                                                          Market value/amount  Weight  Weighted amount
                                                                                                                                                                                                                                          (1)                  (2)     (3)
 1. HQLA1
  1.1.  Notes and coin
  1.2.  Central bank balances
    1.2.1.  Held with the RBA
    1.2.2.  Held with foreign central banks
  1.3.  Securities with zero per cent risk weight
    1.3.1.  Australian Government
    1.3.2.  Australian State Government or Territory Central Borrowing Authorities
    1.3.3.  Issued by foreign sovereigns
    1.3.4.  Guaranteed by the Australian Government
    1.3.5.  Guaranteed by foreign sovereigns
    1.3.6.  Issued or guaranteed by central banks
    1.3.7.  Issued or guaranteed by PSEs
    1.3.8.  Issued or guaranteed by BIS, IMF, ECB and EC or MDBs
  1.4.  Sovereign/central bank debt securities where the sovereign has a non-zero per cent risk weight
    1.4.1.  Issued in domestic currencies in the country in which the liquidity risk is being taken
    1.4.2.  Issued in foreign currencies up to the amount of the ADI's stressed net cash outflows in that specific foreign currency stemming from the ADI's operations in the jurisdiction where the ADI's liquidity risk is being taken
  1.5.  Adjusted amount of HQLA1 stock
    1.5.1.  Adjustment due to secured lending/borrowing transactions
    1.5.2.  Adjustment due to collateral swaps

2.  HQLA2A
  2.1.  Securities issued or guaranteed by sovereigns or central banks with 20 per cent risk weight
  2.2.  Securities issued or guaranteed by PSEs or MDBs with 20 per cent risk weight
  2.3.  Non-financial corporate securities (Credit Rating Grade 1)