Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p40
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 111451–114591

securities in item 19.1.5;

                * transactions secured by RBNZ eligible securities in item 19.1.6;

                * collateralised loans extended to customers for the purpose of taking leveraged trading positions (margin loans) made against other collateral (excluding those reported in items 19.1.1, 19.1.2, 19.1.3, 19.1.4, 19.1.5 and 19.1.6) in item 19.1.7; and

                * transactions secured by other collateral including ineligible CLF securities (excluding those reported in items 19.1.1, 19.1.2, 19.1.3, 19.1.4, 19.1.5, 19.1.6 and 19.1.7) in item 19.1.8. ADIs without a secured CLF with the RBA are to report transactions secured by CLF securities in item 19.1.8.

            Report the portion of the amount extended in the secured lending transaction involving eligible liquid assets where the collateral obtained is reported in Section A and where the assets meet the operational requirements for liquid assets in the following items: 19.1.1.1, 19.1.2.1, 19.1.3.1 and 19.1.4.1.

            Report the market value of the collateral received for amounts extended involving eligible liquid assets, transactions where the collateral obtained is reported in Section A and where the assets meet the operational requirements for liquid assets in the following items: 19.1.1.2, 19.1.2.2, 19.1.3.2, 19.1.4.2 and 19.1.5.1 (report the market value less applicable RBA margins).
Item 19.2   Item 19.2 is a derived item calculated as the sum of items 19.2.1 to 19.2.6 of secured lending transactions where the collateral obtained is re-hypothecated to cover the reporting ADI's short positions that could be extended beyond 30 days.

            Report the total amount of cash extended for transactions maturing within 30 days backed by HQLA1, HQLA2A, RMBS HQLA2B, non-RMBS HQLA2B and other collateral where the collateral is re-hypothecated in items 19.2.1, 19.2.2, 19.2.3, 19.2.4 and 19.2.6 respectively.

            Report collateralised loans extended to customers for the purpose of taking leveraged trading positions made against non-HQLA collateral where the collateral is re-hypothecated in item 19.2.5.

Item 20     Item 20 is a derived item calculated as the sum of items 20.1 to 20.6.

            Report contractual inflows for all other types of transactions (excluding those reported in item 19), either secured or unsecured, by counterparty type.

            Include interest payments and instalments that are contractually due within the 30-day horizon from fully performing loans and loans securitised in an SPV (exclude inflows from self-securitised assets when included as part of the stock of liquid assets).

            Include maturing loans where roll-over of the loan has already been agreed. The agreed roll-over should also be reported by counterparty type in item 15 (paragraphs 61 and 62 of Attachment A of APS 210).

            Inflows should only be taken at the latest possible date, based on the contractual rights available to counterparties, e.g. existing loans under revolving credit facilities are assumed to be rolled over and any remaining balances are reported in item