Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p13
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 35146–38415

counterparty
    11.1.1.  of which: transactions involving eligible HQLA1 that meet all operational requirements to be included in HQLA stock except for being encumbered in the secured funding transactions reported under 11.1
    11.1.2.  Market value of HQLA1 collateral extended for transactions reported under 11.1.1
  11.2.  Amount received in transactions secured by HQLA2A with any counterparty
    11.2.1.  of which: transactions involving eligible HQLA2A that meet all operational requirements to be included in HQLA stock except for being encumbered in the secured funding transactions reported under 11.2
    11.2.2.  Market value of HQLA2A collateral extended for transactions reported under 11.2.1
  11.3.  Amount received in transactions secured by RMBS HQLA2B with any counterparty
    11.3.1.  of which: transactions involving eligible RMBS HQLA2B that meet all operational requirements to be included in HQLA stock except for being encumbered in the secured funding transactions reported under 11.3
    11.3.2.  Market value of RMBS HQLA2B collateral extended for transactions reported under 11.3.1
  11.4.  Amount received in transactions secured by non-RMBS HQLA2B with any counterparty
    11.4.1.  of which: transactions involving eligible non-RMBS HQLA2B that meet all operational requirements to be included in HQLA stock except for being encumbered in the secured funding transactions reported under 11.4
    11.4.2.  Market value of non-RMBS HQLA2B collateral extended for transactions reported under 11.4.1
  11.5.  Amount received in transactions secured by eligible CLF securities with any counterparty where the ADI has capacity within the CLF
    11.5.1.  Market value less RBA margin of CLF securities collateral extended for transactions reported under 11.5
  11.6.  Amount received in transactions secured by other assets, ineligible CLF securities and eligible CLF securities where CLF capacity has been reached
    11.6.1.  Where the counterparties are domestic sovereigns, MDBs or domestic PSEs with a risk weight of 20 per cent or lower
    11.6.2.  All other counterparties
  11.7.  Amount received in transactions secured by all assets with central banks in offshore jurisdictions
    11.7.1.  of which: transactions involving eligible HQLA1 that meet all operational requirements to be included in HQLA stock except for being encumbered in the secured funding transactions reported under 11.7
    11.7.2.  Market value of HQLA1 collateral extended for transactions reported under 11.7.1
    11.7.3.  of which: transactions involving eligible HQLA2A that meet all operational requirements to be included in HQLA stock except for being encumbered in the secured funding transactions reported under 11.7
    11.7.4.  Market value of HQLA2A collateral extended for transactions reported under 11.7.3
    11.7.5.  of which: transactions involving eligible RMBS HQLA2B that meet all operational requirements to be included in HQLA stock except for being encumbered in the secured funding transactions reported under 11.7
    11.7.6.  Market value of RMBS HQLA2B collateral extended for transactions reported under 11.7.5
    11.7.7.  of which: transactions involving eligible non-RMBS HQLA2B that meet all operational requirements to be