Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p91
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 281093–283982

re-hypothecate the received collateral for the life of the loan. Exclude operational deposits held at other ADIs.

           Report all unencumbered loans in the appropriate maturity buckets according to their residual maturity in item 24.1.

           Report all encumbered loans in the appropriate maturity buckets according to their residual maturity and in items 24.2.1 to 24.2.3 according to the remaining period of encumbrance.
Item 25  Report all other HQLA1.

           Report all unencumbered assets in the appropriate maturity buckets according to their residual maturity in item 25.1.

           Report all encumbered assets in the appropriate maturity buckets according to their residual maturity and in items 25.2.1 to 25.2.3 according to the remaining period of encumbrance.
Item 26  Report CLF-eligible third-party debt securities that APRA allows to be included in the numerator of the LCR in the appropriate maturity buckets according to their residual maturity in item 26.1.

         Report all encumbered securities that could, if unencumbered, be included in the numerator of the LCR in the appropriate maturity buckets according to their residual maturity and in items 26.2.1 to 26.2.3 according to the remaining period of encumbrance. Include securities encumbered as part of repos contracted with the RBA without a maturity date ('open' repos) in item 26.2.1.

         The sum of the amounts reported in items 26.1 and 27.1 must not exceed the amount in item 6.3 of Reporting Form ARF 210.1A Liquidity coverage ratio – all currencies (ARF 210.1A).

         The sum of the amounts reported in items 26 and 27 must not exceed the amount in item 6.2.1 of ARF 210.1A.

         Report any residual carrying value in item 38 in accordance with the instructions.
Item 27  Report self-securitised assets eligible as CLF collateral that APRA allows to be included in the numerator of the LCR in the appropriate maturity buckets according to their residual maturity in item 27.1.

         Report all encumbered assets that could, if unencumbered, be included in the numerator of the LCR in the appropriate maturity buckets according to their residual maturity and in items 27.2.1 to 27.2.3 according to the remaining period of encumbrance. Include assets encumbered as part of repos contracted with the RBA without a maturity date ('open' repos) in item 27.2.1.

         The sum of the amounts reported in items 26.1 and 27.1 must not exceed the amount in item 6.3 of ARF 210.1A.

         The sum of the amounts reported in items 26 and 27 must not exceed the amount in item 6.2.1 of ARF 210.1A.

         Report any residual carrying value in item 35 or 37, as appropriate, and in accordance with the instructions.

Item 28  Report third-party debt securities that are other jurisdictions' ALA and that APRA allows to be included in the numerator of the LCR in the