Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p84
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 256283–265441

0.50                    0.50
    31.2.2.  >= 1 year                                                                                                                                                                            1.00        1.00                    1.00
32.  Claims on central banks with a residual maturity of less than one year
  32.1.  Unencumbered                                                                                                                                                                             0.00        0.50
  32.2.  Encumbered
    32.2.1.  < 6 months                                                                                                                                                                           0.00        0.50
    32.2.2.  >= 6 months to < 1 year                                                                                                                                                              0.50        0.50
    32.2.3.  >= 1 year                                                                                                                                                                            1.00        1.00
33.  Operational deposits held at other ADIs
  33.1.  Unencumbered                                                                                                                                                                             0.50        0.50                    1.00
  33.2.  Encumbered
    33.2.1.  < 1 year                                                                                                                                                                             0.50        0.50                    1.00
    33.2.2.  >= 1 year                                                                                                                                                                            1.00        1.00                    1.00
34.  Australian equities
  34.1.  Unencumbered                                                                                                                                                                                                                 0.50
  34.2.  Encumbered
    34.2.1.  < 1 year                                                                                                                                                                                                                 0.50
    34.2.2.  >= 1 year                                                                                                                                                                                                                1.00
35.  Standard residential property loans to individuals with a LVR of 80% or below, as defined under APS 112
  35.1.  Unencumbered                                                                                                                                                                             0.50        0.50                    0.65
  35.2.  Encumbered
    35.2.1.  < 1 year                                                                                                                                                                             0.50        0.50                    0.65
    35.2.2.  >= 1 year                                                                                                                                                                            1.00        1.00                    1.00
36.  Other loans, excluding loans to financial institutions, that are subject to or would qualify for a 35% risk weight under APS 112
  36.1.  Unencumbered                                                                                                                                                                             0.50        0.50                    0.65
  36.2.  Encumbered
    36.2.1.  < 1 year                                                                                                                                                                             0.50        0.50                    0.65
    36.2.2.  >= 1 year                                                                                                                                                                            1.00        1.00                    1.00
37.  Other performing loans, excluding loans to financial institutions, that do not qualify under item 35 or item 36
  37.1.  Unencumbered                                                                                                                                                                             0.50        0.50                    0.85
  37.2.  Encumbered
    37.2.1.  < 1 year                                                                                                                                                                             0.50        0.50                    0.85
    37.2.2.  >= 1 year                                                                                                                                                                            1.00        1.00                    1.00
38.  Non-HQLA exchange traded equities and securities and physical traded commodities
  38.1.  Unencumbered                                                                                                                                                                             0.50        0.50                    0.85
  38.2.  Encumbered
    38.2.1.  < 1 year                                                                                                                                                                             0.50        0.50                    0.85
    38.2.2.  >= 1 year                                                                                                                                                                            1.00        1.00                    1.00
39.  Defaulted securities and non-performing loans                                                                                                                                                1.00        1.00                    1.00
40.  NSFR derivative assets net of NSFR derivative liabilities                                                                                                                                                                        1.00
  40.1.  NSFR derivative assets
    40.1.1.  Derivative assets gross of variation margin received
    40.1.2.  Cash variation margin received that can be included in calculating NSFR derivative assets
41.  Derivative liabilities                                                                                                                                                                                                           1.00
42.  Initial margin posted for derivatives  and cash/other assets provided to contribute to the default fund of a CCP                                                                                                                 0.85
  42.1.  Initial margin posted on ADI's own positions
  42.2.  Initial margin posted on behalf of a customer
  42.3.  Cash or other assets provided to contribute to the default fund of a CCP
43.  Items deducted from regulatory capital                                                                                                                                                       1.00        1.00                    1.00
44.  Interdependent assets                                                                                                                                                                        0.00        0.00                    0.00
45.  All other assets not included in the above categories                                                                                                                                        1.00        1.00                    1.00
46.  Other assets where APRA has determined an alternative RSF factor applies
47.  Total RSF from on-balance sheet assets

Off-balance sheet exposures

                                                                                                          Amount  RSF factor  Calculated RSF
                                                                                                          (1)     (2)         (3)
48.  Irrevocable or conditionally revocable liquidity facilities                                                  0.05
49.  Irrevocable or conditionally revocable credit facilities                                                     0.05
50.  Unconditionally revocable liquidity facilities                                                               0.01
51.  Unconditionally revocable credit facilities                                                                  0.01
52.  Trade finance-related obligations                                                                            1.00
53.  Guarantees and letters of