Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p76
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 224881–227837

the balance as at five business days prior to the reporting date.

Column 3  Column 3 is a derived item reporting the change as a dollar amount. In this column, a positive number represents an increase from five business days prior to the reporting date.

Column 4  Column 4 is a derived item reporting the change as a percentage amount. In this column, a positive number represents an increase from five business days prior to the reporting date.

Item 1.1    Report high-quality liquid assets (HQLA).

            For LCR ADIs, this represents HQLA1 and HQLA2 as defined in paragraphs 9 and 10 of Attachment A of APS 210 and as reported in Reporting Form ARF 210.1A Liquidity Coverage Ratio – all currencies (ARF 210.1A).

            For non-LCR ADIs, this represents those Minimum Liquidity Holdings (MLH) assets that qualify as HQLA, which are the amounts reported in the following items of Reporting Form ARF 210.2 Minimum Liquidity Holdings Ratio (ARF 210.2):

                   * notes & coin (Item 1.1);

                   * settlement funds due from the RBA (Item 1.3.1);

                   * Australian Government securities (Item 2.1);

                   * State Government or Territory Central Borrowing Authorities securities (Item 2.2); and

                   * Debt securities with an Australian Government guarantee (Item 3)

Item 1.2    Report the balancing item of liquid assets not already reported as HQLA (item 1.1) or RBA eligible securities from self-securitisation (item 1.3).

            For non-LCR ADIs, report the value as reported in ARF 210.2/ARF 210.3.1.

            Exclude the amounts which are reported in Item 1.1 and Item 1.3.
Item 1.3    Report the amount of RBA eligible securities from the ADI's self-securitisation after applicable RBA margins regardless of whether the ADI is an LCR or MLH ADI.
Item 1.4    For LCR ADIs, report RBNZ eligible securities, offshore jurisdiction ALA and other securities approved by APRA. Report the value as reported in ARF 210.1A Liquidity Coverage Ratio – all currencies (ARF 210.1A).

            For non-LCR ADIs, report a zero amount.
Item 1.5    For non-LCR ADIs, report other MLH assets (as defined in Attachment B of APS 210) not included in items 1.1, 1.2 and 1.3 which are the amounts reported in the following items of ARF 210.2:

                * settlement funds (items 1.2, 1.3.2 to 1.3.5);
                * ADI deposits (item 6); and
                * other securities approved by APRA (item 7).

            For LCR ADIs report a zero amount.
Item 1.6    Item 1.6 is a derived item calculated as the sum of items 1.1 to 1.5.
Item 1.6.1  Of the amount in item 1.6, report offshore liquid assets.

Item 2: Net funding outflows over last five business days
Item 2 collects information to determine net funding outflows over the last five business days. Outflows are not entered directly into this item. The outflows are automatically derived