Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p51
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 140559–144461

redraw facilities related to term loans. Include redraw facilities for residential mortgage loans.

         Report in item 13.7 balances available under overdraft agreements.

         Report in item 13.8 balances of any other irrevocable commitments. Include liquidity facilities and other commitments to securitisations.

Item 14  Item 14 is a derived item for the adjusted liability base calculated as the sum of item 12 and item 13.

Section C: Calculation of the MLH ratio

The items indicated below are to be reported on the basis that the MLH is calculated daily.

Item 15  Item 15 is a derived item for the MLH ratio calculated as item 11 divided by item 14 and multiplied by 100.

Item 16  Report the ADI's board approved minimum MLH ratio as contained in its Liquidity Management Strategy or equivalent document.

Item 17  Report the ADI's lowest MLH ratio maintained during the reporting period.

Item 18  Report the ADI's daily average MLH ratio maintained during the reporting period.

Item 19  Report the ADI's highest MLH ratio maintained during the reporting period.

ARF_210_3_1: Contractual Maturity Mismatch – Funded Assets

Australian Business Number          Institution Name

Reporting Period                    Scale Factor
                                    Millions to one decimal place for banks
Quarterly                           Whole dollars no decimal place for ADIs other than banks
Reporting Consolidation
Level 1 / Level 2 / Domestic books

                                                                                              Maturity Buckets
                                                         Closing Balance  At call/ Overnight  1 day to <=7 days  8 days to <= 15 days  16 days to <=30 days   31 days to <2 months  2 months to <3 months
                                                         (1)              (2)                 (3)                (4)                   (5)                   (6)                    (7)
 1. Notes and coin, RBA and other central bank balances
  1.1.  Notes and coin
  1.2.  RBA balances
  1.3.  Other central bank balances

                                                         Maturity Buckets
                                                         3 months to < 6 months  6 months to < 12 months  12 months to < 2 years  2 years to <3 years  3 years to <5 years  5 years to <10 years  >= 10 years or no contractual maturity
                                                         (8)                     (9)                      (10)                    (11)                 (12)                 (13)                  (14)
 1. Notes and coin, RBA and other central bank balances
  1.1.  Notes and coin
  1.2.  RBA balances
  1.3.  Other central bank balances

                                                                                                                                    Maturity Buckets
                                                                                               Closing Balance  At call/ Overnight  1 day to <= 7 days  8 days to <= 15 days  16 days to <=30 days   31 days to <2 months  2 months to <3 months
                                                                                               (1)              (2)                 (3)                 (4)                   (5)                   (6)                    (7)
2.  Unencumbered debt securities
  2.1.  Domestic
    2.1.1.  Australian Government securities
    2.1.2.  Australian State Government or Territory Central Borrowing Authorities securities
    2.1.3.  Other HQLA1
    2.1.4.  HQLA 2A
    2.1.5.  HQLA 2B
    2.1.6.  Other RBA repo-eligible securities
    2.1.7.  Other short-term debt securities
    2.1.8.  Other long-term debt securities
    2.1.9.  of which: own issued securities held
  2.2.  Offshore
    2.2.1.  HQLA1
    2.2.2.  HQLA 2A
    2.2.3.  HQLA 2B