Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p14
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 38116–41670

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 included in HQLA stock except for being encumbered in the secured funding transactions reported under 11.7
    11.7.8.  Market value of non-RMBS HQLA2B collateral extended for transactions reported under 11.7.7

12.  ABCP, ABS, covered bonds and other structured financing instruments/facilities
  12.1.  Maturing secured funding transactions issued by the ADI itself
  12.2.  Loss of funding due to refinancing of maturing debt, maturing facilities, embedded options and other potential loss of funding

13.  Increased liquidity needs related to derivatives and other transactions
  13.1.  Derivatives cash outflow
  13.2.  Due to a downgrade of 3 notches in the ADI's long-term credit rating
  13.3.  Excess non-segregated collateral held by the ADI that could contractually be called at any time by the counterparty
  13.4.  Contractually required collateral on transactions for which the counterparty has not yet demanded the collateral be posted
  13.5.  Contracts that allow collateral substitution to non-HQLA without the ADI's consent
  13.6.  Collateral outflows due to market valuation changes on derivative transactions and other transactions
  13.7.  Valuation changes on posted non-HQLA1 collateral securing derivatives and other transactions

14.  Committed facilities
  14.1.  Retail customer
    14.1.1.  Committed credit/liquidity facilities
  14.2.  SME
    14.2.1.  Committed credit/liquidity facilities
  14.3.  Non-financial corporate
    14.3.1.  Committed credit facilities
    14.3.2.  Committed liquidity facilities
  14.4.  Sovereign, central bank, PSE and MDB
    14.4.1.  Committed credit facilities
    14.4.2.  Committed liquidity facilities
  14.5.  ADIs/Banks subject to prudential supervision
    14.5.1.  Committed credit/liquidity facilities
  14.6.  Other financial institutions
    14.6.1.  Committed credit facilities
    14.6.2.  Committed liquidity facilities
  14.7.  Other legal entities
    14.7.1.  Committed credit/liquidity facilities

15.  Other contractual obligations to extend funds
  15.1.  Financial institution
  15.2.  Retail customer
  15.3.  SME
  15.4.  Non-financial corporate
  15.5.  Other entities
  15.6.  Total outflows from retail, SME, non-financial corporate and other entities
  15.7.  Total roll-over of inflows from all counterparties except from financial institutions
  15.8.  Total excess other contractual obligations outflows (excluding financial institutions) after roll-over of inflows

16.  Other contingent funding obligations
  16.1.  Uncommitted credit and liquidity facilities
  16.2.  Trade finance related obligations
  16.3.  Guarantees and letters of credit other than trade finance related obligations
  16.4.  Buyback of the ADI's own short-term debt securities issued in the Australian domestic market
  16.5.  Buyback of the ADI's own long-term debt securities issued in the Australian domestic market
  16.6.  Buyback of debt securities issued through an affiliated dealer or market maker
  16.7.  Obligations related to structured products and managed funds
  16.8.  Other non-contractual obligations
  16.9.  Other contractual cash outflows

17.  Cash outflows due to collateral swaps

18.  Total cash outflows
  18.1.  AUD
  18.2.  NZD
  18.3.  USD
  18.4.  GBP