Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p21
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 61113–64481

19.1.2.1
    19.1.3.  amount extended in transactions secured by RMBS HQLA2B
     19.1.3.1.  of which: transactions involving eligible RMBS HQLA2B
     19.1.3.2.  market value of received RMBS HQLA2B for transactions reported in item 19.1.3.1
    19.1.4.  amount extended in transactions secured by non-RMBS HQLA2B
     19.1.4.1.  of which: transactions involving eligible non-RMBS HQLA2B
     19.1.4.2.  market value of received non-RMBS HQLA2B for transactions reported in item 19.1.4.1
    19.1.5.  amount extended in transactions secured by eligible CLF securities where the securities received are included in Section A
     19.1.5.1.  market value less RBA margin of received CLF securities for transactions reported in item 19.1.5
    19.1.6.  amount extended in transactions secured by RBNZ eligible securities
    19.1.7.  margin lending backed by other collateral
    19.1.8.  amount extended in transactions secured by other collateral including ineligible CLF securities
  19.2.  Reverse repo and other secured lending where collateral is re-hypothecated
    19.2.1.  amount extended in transactions secured by HQLA1
    19.2.2.  amount extended in transactions secured by HQLA2A
    19.2.3.  amount extended in transactions secured by RMBS HQLA2B
    19.2.4.  amount extended in transactions secured by non-RMBS HQLA2B
    19.2.5.  margin lending backed by non-HQLA1 or non-HQLA2
    19.2.6.  amount extended in transactions secured by other collateral

20.  Other inflows by counterparty
  20.1.  Retail customer
  20.2.  SME
  20.3.  Non-financial corporate
  20.4.  Central bank
  20.5.  Financial institution
  20.6.  Other entities
  20.7.  of which: Intra-group (ADI/bank)
  20.8.  of which: Intra-group (financial institutions)
  20.9.  of which: Intra-group (other entities)

21.  Other cash inflows
  21.1.  Derivatives cash inflows
  21.2.  Contractual inflows from CLF securities maturing <= 30 days that are in excess of the available CLF amount
  21.3.  Contractual inflows from other securities maturing <= 30 days
  21.4.  Other contractual cash inflows
  21.5.  Amount of committed home office support

22.  Cash inflows due to collateral swaps

23.  Total cash inflows
  23.1.  of which: cash inflows due from intra-group entities

Section D: Cash outflows minus cash inflows

                                       Amount     Weighted amount
                                       (1)        (3)
24.  Cash outflows minus cash inflows

Section E: Calculation of the LCR

25.  Total HQLA
26.  RBNZ eligible securities plus ALA
27.  Total cash outflows
28.  Total cash inflows after applying the inflow cap
29.  Net cash outflows
  29.1.  Net cash outflows overlay
30.  LCR
31.  Minimum LCR per liquidity management strategy
32.  Lowest LCR during reporting period
33.  Highest LCR during reporting period
34.  Mean LCR during reporting period

Reporting Forms ARF 210.1A and ARF 210.1B

Liquidity Coverage Ratio

Instructions

These instructions are designed to assist in the completion of Reporting Form ARF 210.1A Liquidity Coverage Ratio – all currencies (ARF 210.1A) and Reporting Form ARF 210.1B Liquidity Coverage Ratio – AUD only (ARF 210.1B). ARF 210.1A and ARF 210.1B collect information for the calculation of the liquidity coverage ratio (LCR) of an authorised deposit-taking institution (ADI). ARF 210.1A calculates the