Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p28
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 79460–82162

Report the approved size of the CLF with the RBA in item 6.2.1.

           Item 6.2.2 is a derived item on the adjustment due to secured lending/borrowing transactions involving CLF securities and calculated by the formula:

           Report the adjustment to the amount of CLF securities as a result of the unwinding of collateral swaps in item 6.2.3. If the adjustment is a negative value, enter a zero amount.
Item 6.3   Item 6.3 is a derived item for the amount of CLF assets that can be included in the numerator of the LCR calculation defined in paragraph 15 of Attachment A of APS 210 and calculated by the formula:

Item 6.4   Report the portion of CLF securities reported in item 6.1 that is maturing in less than 30 days and where the securities are not due to be returned under maturing secured lending transactions.

Item 6.5   Report the weighted amount of allowed ALA in offshore jurisdictions.

Item 7     Item 7 is a derived item calculated as the sum of items 4, 5 and 6. Item 7 is the total liquid asset stock to be included in the numerator of the LCR calculation.

           The following instructions for items 7.1 to 7.8 are applicable in ARF 210.1A only:

           Report the total weighted amount by underlying currency exposures for AUD, NZD, USD, GBP, EUR, JPY and RMB in items 7.1 to 7.7 respectively.

           Item 7.8 is derived as item 7 less the sum of items 7.1 to 7.7.

Section B: Cash outflows

This section captures the total value of cash outflows that are used as inputs for the calculation of the denominator of the LCR calculation.

Total expected cash outflows in the LCR stress scenario for the subsequent 30-calendar days are calculated by multiplying the outstanding balances of various categories or types of liabilities and off-balance sheet commitments by the rates at which they are expected to run-off or to be drawn down.

Where applicable, cash outflows should include interest that is expected to be paid during the 30-day time horizon. For contingent items, report the total balance or as instructed.

Where an item could be reported in multiple outflow categories, ADIs are to include that item in the relevant category with the highest cash outflow rate.

To the extent a retail customer (or operational deposits from a customer) has aggregate deposits exceeding the amount of deposit insurance, the amount up to the deposit insurance limit may be treated as insured. Any amount over the limit must be treated as uninsured. To the extent a wholesale deposit is non-operational, if the aggregate deposits exceed the deposit insurance limit, the entire amount of the deposit must be treated as uninsured.

Item 8      Item 8 is a