Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p16
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 44786–48593

collateral swaps

23.  Total cash inflows
  23.1.  AUD
  23.2.  NZD
  23.3.  USD
  23.4.  GBP
  23.5.  EUR
  23.6.  JPY
  23.7.  RMB
  23.8.  All other currencies

Section D: Cash outflows minus cash inflows by currency

                                       Amount     Weighted amount
                                       (1)        (3)
24.  Cash outflows minus cash inflows
  24.1.  AUD
  24.2.  NZD
  24.3.  USD
  24.4.  GBP
  24.5.  EUR
  24.6.  JPY
  24.7.  RMB
  24.8.  All other currencies

Section E: Calculation of the LCR

25.  Total HQLA
26.  RBNZ eligible securities plus ALA
27.  Total cash outflows
28.  Total cash inflows after applying the inflow cap
29.  Net cash outflows
  29.1.  Net cash outflows overlay
30.  LCR
31.  Minimum LCR per liquidity management strategy
32.  Lowest LCR during reporting period
33.  Highest LCR during reporting period
34.  Mean LCR during reporting period

35.  LCR for significant currencies

Currency                             LCR  Highest LCR  Lowest LCR  Mean LCR
(1)                                  (2)  (3)          (4)         (5)

Currency list

ARF_210_1B: Liquidity Coverage Ratio – AUD only

Australian Business Number          Institution Name

Reporting Period                    Scale Factor
Quarterly                           Millions to one decimal place
Reporting Consolidation
Level 1 / Level 2 / Domestic books

Section A: Liquid assets

                                                                                                                                                                                          Market value/amount  Weight  Weighted amount
                                                                                                                                                                                          (1)                  (2)     (3)
 1. HQLA1
  1.1.  Notes and coin
  1.2.  Central bank balances
    1.2.1.  Held with the RBA

    1.2.2.  Held with foreign central banks
  1.3.  Securities with zero per cent risk weight
    1.3.1.  Australian Government
    1.3.2.  Australian State Government or Territory Central Borrowing Authorities
    1.3.3.  Issued by foreign sovereigns
    1.3.4.  Guaranteed by the Australian Government
    1.3.5.  Guaranteed by foreign sovereigns
    1.3.6.  Issued or guaranteed by central banks
    1.3.7.  Issued or guaranteed by PSEs
    1.3.8.  Issued or guaranteed by BIS, IMF, ECB and EC or MDBs
  1.4.  Sovereign/central bank debt securities where the sovereign has a non-zero per cent risk weight
  1.5.  Adjusted amount of HQLA1 stock
    1.5.1.  Adjustment due to secured lending/borrowing transactions
    1.5.2.  Adjustment due to collateral swaps

2.  HQLA2A
  2.1.  Securities issued or guaranteed by sovereigns or central banks with 20 per cent risk weight
  2.2.  Securities issued or guaranteed by PSEs or MDBs with 20 per cent risk weight
  2.3.  Non-financial corporate securities (Credit Rating Grade 1)
  2.4.  Covered bonds, not self-issued (Credit Rating Grade 1)
  2.5.  Adjusted amount of HQLA2A stock
    2.5.1.  Adjustment due to secured lending/borrowing transactions
    2.5.2.  Adjustment due to collateral swaps

3.  HQLA2B
  3.1.  Residential mortgage-backed securities (Credit Rating Grade 1)
  3.2.  Non-financial corporate securities (Credit Rating Grade 3)
  3.3.  Non-financial common equity shares
  3.4.  Adjusted amount of RMBS HQLA2B stock
    3.4.1.  Adjustment due to secured lending/borrowing transactions
    3.4.2.  Adjustment due to collateral swaps
  3.5.  Adjusted amount of non-RMBS HQLA2B stock
    3.5.1.  Adjustment due to secured lending/borrowing transactions
    3.5.2.  Adjustment due to collateral swaps
  3.6.  Adjusted amount of HQLA2B (RMBS and non-RMBS) stock

4.  Total HQLA