Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p43
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 119962–122593

be included in Section A and not in this item.

            Assets that are excluded from the liquid asset stock in Section A because they do not meet the operational requirements and are maturing in less than or equal to 30 days may be included as inflows in this item. ADIs that do not have a CLF with the RBA, and that entered zero for items 6.1, 6.2 and 6.4, may include contractual inflows from CLF securities maturing in less than or equal to 30 days in this item.
Item 21.4   Report any other contractual cash inflows due in the next 30 days. Exclude cash inflows related to non-financial revenues and contingent inflows.
Item 21.5   Item 21.5 is only to be completed, with approval from APRA, by a foreign ADI that is not part of a group that also has a locally incorporated banking subsidiary in Australia as per paragraphs 58 and 59 of Attachment A of APS 210.

            Report the total amount of any Head Office funds provided via a committed funding facility in column 1. Column 3 is a derived field that will determine the amount of the facility reported in column 1, which may be relied upon by a foreign ADI for the purpose of meeting its LCR requirement.

            The amount that may be relied on is the minimum of the amount of the facility or 20 per cent (20 per cent is calculated as the 40 per cent LCR requirement times 50 per cent of that requirement) of total cash outflows in item 18.

Item 22     Report the weighted inflows from collateral swaps maturing within 30 days.

Item 23     Item 23 is a derived item for total cash inflows calculated as the sum of items 19 to 21 in column 1 and the sum of items 19 to 22 in column 3.

            The following instructions on items 23.1 to 23.8 are applicable for ARF 210.1A only:

            In items 23.1 to 23.8, report the total amount of cash inflows by underlying currency exposure for AUD, NZD, USD, GBP, EUR, JPY, RMB and all other currencies in columns 1 and 3. Report the cash inflows in column 1 and the weighted cash inflows in column 3.

            The following instruction is for derivatives cash flow by currency included under items 23.1 to 23.8.

            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.