Document ID: chunk:federal_register_of_legislation:F2023L00417:body:0:p27
Version: federal_register_of_legislation:F2023L00417
Segment Type: other
Provision Reference: 
Character Range: 76926–79727

Item 4 is a derived total calculated as the sum of items 1, 2, 3 and 4.3, less items 4.1 and 4.2.

           The formula for item 4.1 is:

           The formula for item 4.2 is:

           For an ADI that has approval from APRA to include other liquid assets in its HQLA stock, report the total approved liquid assets and adjustments in item 4.3. For ADIs where item 4.3 is not applicable, enter a zero amount.

Item 5     Report the market value of unencumbered RBNZ eligible securities after applicable Reserve Bank of New Zealand (RBNZ) haircuts and reflective of any RBNZ liquidity policy limits. The securities included must meet the operational requirements defined in paragraphs 22 to 25 of Attachment A of APS 210.

           This item is only to be completed by locally incorporated ADIs with New Zealand subsidiary operations. Other ADIs are to enter a zero amount in item 5.

Item 6     Item 6 is a derived item of total ALA calculated as the sum of items 6.3 and 6.5.

           Items 6.1, 6.2 and 6.4 are to be completed by ADIs that have a secured committed liquidity facility (CLF) with the RBA that is approved by APRA for LCR purposes. ADIs that do not have a CLF with the RBA are to enter a zero amount in items 6.1, 6.2 and 6.4.
Item 6.1   Item 6.1 is a derived item calculated as the sum of items 6.1.1 to 6.1.6.

           Report the market value less the applicable RBA margins of total eligible assets for the CLF. Eligible assets for the CLF comprise RBA repo-eligible securities. Report only unencumbered securities that meet the operational requirements of paragraphs 22 to 25 of Attachment A of APS 210. For the calculation of the amount of eligible assets for the CLF, exclude RBA repo-eligible securities that are recognised as HQLA1.

           Report securities issued by supranationals and foreign governments in item 6.1.1.

           Report securities with an Australian Government or foreign sovereign government guarantee in item 6.1.2.

           Report ADI issued securities in item 6.1.3.

           Report asset backed securities in item 6.1.4.

           Report other private securities in item 6.1.5.

           Report the total RBA eligible amount of self-securitised assets after the application of relevant margins as per the guidance provided by the RBA in item 6.1.6.
Item 6.2   Item 6.2 is a derived item for the available amount of the CLF for the LCR calculation defined in paragraph 15(b) of Attachment A of APS 210 and calculated by the formula:

           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