Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p86
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 267801–270604

liability, capital item or asset. All items must be reported in the appropriate column based on their residual maturity, calculated in accordance with Attachment C of APS 210.

Columns 4 to 6 for items 1 to 47  ASF and RSF factors are pre-defined by maturity bucket, in accordance with the requirements of Attachment C of APS 210.
Column 7 for items 1 to 47        This is a derived amount and calculates the total ASF and RSF and is calculated by multiplying then adding the amounts reported in columns 1 to 3 by the corresponding factors in columns 4 to 6.

Section A: Available stable funding

This section captures the carrying value[8] of capital and liabilities that are used as inputs for the calculation of ASF.

The residual maturity of capital and liabilities must be based on contractual maturity. The maturity of a funding instrument with an option, deposit with a withdrawal notice period and long-dated liability must be determined in accordance with paragraph 8 of Attachment C of APS 210.

Item 1   Report the total amount of Tier 1 capital and Tier 2 capital, before the application of regulatory adjustments, and excluding the proportion of Tier 2 capital instruments with a residual maturity of less than one year. Any amounts of regulatory capital that are not recognised as Basel III eligible capital, but which APRA has determined can be included as eligible regulatory capital under transitional arrangements, must not be reported in item 1. Report such amounts in accordance with the instructions for item 2 and other relevant items below.

Item 2   Report the total amount of any Tier 1 capital or Tier 2 capital instruments not included under item 1 with an effective residual maturity of one year or more. Do not include any instruments with explicit or embedded options that, if exercised, would reduce the expected maturity to less than one year.
Item 3   Report all stable deposits (demand deposits and term deposits) provided by retail customer and SME counterparties, including deposits that are excluded from the LCR calculation (e.g. deposits with a withdrawal notice period of greater than 30 days), and that are classified as stable deposits under the ADI's methodology for determining stable deposits for the LCR.

Item 4   Report all intermediated deposits that:

             * meet the requirements of paragraph 35 of Attachment A of APS 210;
             * meet the requirements for treatment as retail deposits or SME;
             * are classified as stable deposits under the ADI's methodology for determining stable deposits; and
             * where the ADI cannot be replaced without at least 12 months' notice.

         Include deposits that are excluded from the LCR calculation (e.g. deposits with a withdrawal notice period of greater than 30