Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p46
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 127571–130590

9.1.3.  Other locally incorporated ADIs not included above
    9.1.4.  Foreign ADIs
  9.2.  Deposits not on a call basis placed with the reporting ADI by other ADIs
    9.2.1.  Major banks
    9.2.2.  Other locally incorporated LCR ADIs
    9.2.3.  Other locally incorporated ADIs not included above
    9.2.4.  Foreign ADIs

10.  Placements by other ADIs in excess of MLH deposits of the reporting ADI

11.  Total adjusted MLH

Section B: Calculation of the adjusted liability base

12.  Liability base
  12.1.  Total liabilities
  12.2.  Liabilities of securitisation SPVs that meet operational requirements for regulatory capital relief under APS 120
  12.3.  Placements by other ADIs up to the amount of MLH deposits of the reporting ADI

13.  Off-balance sheet irrevocable commitments
  13.1.  Trade finance related obligations
  13.2.  Guarantees
  13.3.  Standby letters of credit
  13.4.  Undrawn formal standby facilities
  13.5.  Loans approved but not advanced/funded
  13.6.  Balance available for redraw of term loans
  13.7.  Balance available under overdraft agreements
  13.8.  All other irrevocable commitments

14.  Adjusted liability base

Section C: Calculation of the MLH ratio

15.  MLH ratio

16.  Minimum MLH ratio per liquidity management strategy

17.  Lowest MLH ratio during reporting period

18.  Average MLH ratio during reporting period

19.  Highest MLH ratio during reporting period

Reporting Form ARF 210.2

Minimum Liquidity Holdings Ratio

Instructions

These instructions are designed to assist in the completion of Reporting Form ARF 210.2 Minimum Liquidity Holdings Ratio (ARF 210.2). ARF 210.2 collects information for the calculation of the minimum liquidity holdings (MLH) ratio of an authorised deposit-taking institution (ADI). In completing this form, ADIs should refer to Prudential Standard APS 210 Liquidity (APS 210) and Prudential Practice Guide APG 210 Liquidity (APG 210).

Reporting level

ARF 210.2 is to be completed by MLH ADIs at Level 1 and Level 2 for locally incorporated ADIs and the domestic book of the licensed ADI for foreign ADIs.

For the purpose of reporting ARF 210.2, if an ADI (or a member of its Level 2 group) is the originating ADI in a securitisation and meets the operational requirements for regulatory capital relief under Prudential Standard APS 120 Securitisation (APS 120), the ADI may exclude the assets and liabilities of the relevant special purpose vehicles (SPVs) from the calculation of its MLH as applicable.

Reporting basis and units of measurement

ARF 210.2 is to be completed as at the last day of the relevant reporting period i.e. the relevant quarter.

Report all items on ARF 210.2 in accordance with the Australian Accounting Standards unless otherwise specified.

All items are to be reported in Australian dollars (AUD) and in accordance with the units set out below:

Class of ADI    Units

Bank            Millions of dollars rounded to one decimal place.

All other ADIs  Whole dollars with