Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p45
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 124668–127851

34  Report the ADI's mean end of day LCR during the reporting period. Use business days only.

The following instruction for item 35 is applicable for ARF 210.1A only.

Item 35  Report the foreign currency LCR for all currencies where the ADI's total liabilities in that currency (before any hedging) exceed five per cent of the ADI's total liabilities at any time during the quarter.

         When reporting the LCR for a single currency an ADI should include all liquid assets in that currency.

         Foreign ADIs are not required to report item 35.

ARF_210_2: Minimum Liquidity Holdings Ratio

Australian Business Number          Institution Name

Reporting Period                    Scale Factor
Quarterly                           Millions to one decimal place for banks / Whole dollars no decimal place for ADIs other than banks
Reporting Consolidation
Level 1 / Level 2 / Domestic books

Section A: Calculation of minimum liquidity holdings (MLH)

 1. Cash
  1.1.  Notes and coin
  1.2.  Settlement funds due from clearing houses
  1.3.  Settlement funds due from
    1.3.1.  RBA
    1.3.2.  Major banks
    1.3.3.  Other locally incorporated LCR ADIs
    1.3.4.  Other locally incorporated ADIs not included above
    1.3.5.  Foreign ADIs

2.  Australian Government and semi-government securities
  2.1.  Australian Government securities
  2.2.  State Government or Territory Central Borrowing Authorities securities

3.  Debt securities with an Australian Government guarantee

4.  Supranationals and foreign governments
  4.1.  Debt securities issued by supranationals
  4.2.  Debt securities issued by foreign sovereign governments
  4.3.  Debt securities guaranteed by foreign sovereign governments

5.  Bank bills, certificates of deposit and debt securities issued by ADIs
  5.1.  Bank bills, commercial paper, other non-deposit obligations
  5.2.  Negotiable certificates of deposit
  5.3.  Debt securities

6.  Deposits held with other ADIs
  6.1.  Deposits on a call basis
    6.1.1.  Major banks
    6.1.2.  Other locally incorporated LCR ADIs
    6.1.3.  Other locally incorporated ADIs not included above
    6.1.4.  Foreign ADIs
    6.1.5.  Other deposits approved by APRA
  6.2.  Eligible deposits not on a call basis
    6.2.1.  Major banks
    6.2.2.  Other locally incorporated LCR ADIs
    6.2.3.  Other locally incorporated ADIs not included above
    6.2.4.  Foreign ADIs
    6.2.5.  Other deposits approved by APRA

7.  Other securities approved by APRA

8.  Total MLH
  8.1.  of which: deposits placed with ADIs with a credit rating grade 3 or lower
  8.2.  of which: debt securities (including bank bills and CDs) issued by ADIs with a credit rating grade 3 or lower

9.  Placements by other ADIs
  9.1.  Deposits on a call basis placed with the reporting ADI by other ADIs
    9.1.1.  Major banks
    9.1.2.  Other locally incorporated LCR ADIs
    9.1.3.  Other locally incorporated ADIs not included above
    9.1.4.  Foreign ADIs
  9.2.  Deposits not on a call basis placed with the reporting ADI by other ADIs
    9.2.1.  Major banks
    9.2.2.  Other locally incorporated LCR ADIs
    9.2.3.  Other locally incorporated ADIs