ARF_210_3_1: Contractual Maturity Mismatch - Funded Assets
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Effective date: 1 April 2021
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Australian Business Number
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Institution Name
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Reporting Period
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Scale Factor
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Quarterly
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Millions to one decimal place for banks
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Whole dollars no decimal place for ADIs other than banks
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Reporting Consolidation
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Level 1 / Level 2 / Domestic books
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Maturity Buckets
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Closing Balance
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At call/ Overnight
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1 day to <= 7 days
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8 days to <= 15 days
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16 days to <= 30 days
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31 days to < 2 months
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2 months to < 3 months
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(1)
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(2)
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(3)
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(4)
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(5)
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(6)
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(7)
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1. Notes and coin, RBA and other central bank balances
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1.1.
Notes and coin
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1.2.
RBA balances
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1.3.
Other central bank balances
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Maturity Buckets
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3 months to < 6 months
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6 months to < 12 months
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12 months to < 2 years
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2 years to < 3 years
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3 years to < 5 years
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5 years to < 10 years
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>= 10 years or no contractual maturity
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(8)
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(9)
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(10)
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(11)
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(12)
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(13)
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(14)
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1. Notes and coin, RBA and other central bank balances
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1.1.
Notes and coin
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1.2.
RBA balances
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1.3.
Other central bank balances
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Maturity Buckets
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Closing Balance
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At call/ Overnight
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1 day to <= 7 days
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8 days to <= 15 days
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16 days to <= 30 days
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31 days to < 2 months
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2 months to < 3 months
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(1)
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(2)
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(3)
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(4)
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(5)
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(6)
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(7)
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2.
Unencumbered debt securities
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2.1.
Domestic
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2.1.1. Australian Government securities
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2.1.2. Australian State Government or Territory Central Borrowing
Authorities securities
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2.1.3. Other HQLA1
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2.1.4. HQLA 2A
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2.1.5. HQLA 2B
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2.1.6. Other RBA repo-eligible securities
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2.1.7. Other short-term debt securities
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2.1.8. Other long-term debt securities
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2.1.9.
of which:
own
issued securities held
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2.2. Offshore
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2.2.1. HQLA1
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2.2.2. HQLA 2A
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2.2.3. HQLA 2B
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2.2.4. Other central bank repo-eligible securities
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2.2.5. Other short-term debt securities
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2.2.6. Other long-term debt securities
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2.2.7.
of which:
own
issued securities held
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Maturity Buckets
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3 months to < 6 months
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6 months to < 12 months
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12 months to < 2 years
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2 years to < 3 years
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3 years to < 5 years
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5 years to < 10 years
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>= 10 years or no contractual maturity
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(8)
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(9)
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(10)
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(11)
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(12)
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(13)
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(14)
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2.
Unencumbered debt securities
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2.1.
Domestic
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2.1.1. Australian Government securities
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2.1.2. Australian State Government or Territory Central Borrowing
Authorities securities
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2.1.3. Other HQLA1
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2.1.4. HQLA 2A
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2.1.5. HQLA 2B
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2.1.6. Other RBA repo-eligible securities
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2.1.7. Other short-term debt securities
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2.1.8. Other long-term debt securities
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2.1.9.
of which:
own
issued securities held
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2.2. Offshore
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2.2.1. HQLA1
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2.2.2. HQLA 2A
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2.2.3. HQLA 2B
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2.2.4. Other central bank repo-eligible securities
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2.2.5. Other short-term debt securities
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2.2.6. Other long-term debt securities
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2.2.7.
of which:
own
issued securities held
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Maturity Buckets
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Closing Balance
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At call/ Overnight
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1 day to <= 7 days
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8 days to <= 15 days
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16 days to <= 30 days
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31 days to < 2 months
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2 months to < 3 months
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(1)
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(2)
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(3)
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(4)
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(5)
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(6)
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(7)
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3. Unencumbered
equity (or other) securities and
commodities
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3.1.
of which:
offshore
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3.2.
of which:
own
securities
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Maturity Buckets
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3 months to < 6 months
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6 months to < 12 months
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12 months to < 2 years
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2 years to < 3 years
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3 years to < 5 years
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5 years to < 10 years
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>= 10 years or no contractual maturity
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(8)
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(9)
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(10)
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(11)
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(12)
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(13)
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(14)
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3. Unencumbered
equity (or other) securities and
commodities
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3.1.
of which:
offshore
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3.2.
of which:
own
securities
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Maturity Buckets
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Closing Balance
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At call/ Overnight
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1 day to <= 7 days
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8 days to <= 15 days
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16 days to <= 30 days
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31 days to < 2 months
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2 months to < 3 months
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(1)
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(2)
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(3)
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(4)
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(5)
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(6)
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(7)
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4. Encumbered
equity (or other) securities and
commodities
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4.1.
of which:
offshore
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4.2.
of which:
own
securities
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Maturity Buckets
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3 months to < 6 months
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6 months to < 12 months
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12 months to < 2 years
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2 years to < 3 years
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3 years to < 5 years
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5 years to < 10 years
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>= 10 years or no contractual maturity
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(8)
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(9)
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(10)
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(11)
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(12)
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(13)
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(14)
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4. Encumbered
equity (or other) securities and
commodities
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4.1.
of which:
offshore
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4.2.
of which:
own
securities
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Maturity Buckets
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Closing Balance
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At call/ Overnight
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1 day to <= 7 days
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8 days to <= 15 days
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16 days to <= 30 days
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31 days to < 2 months
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2 months to < 3 months
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(1)
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(2)
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(3)
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(4)
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(5)
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(6)
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(7)
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5.
Securities purchased under agreement to resell
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5.1.
of which:
offshore
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Maturity Buckets
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3 months to < 6 months
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6 months to < 12 months
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12 months to < 2 years
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2 years to < 3 years
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3 years to < 5 years
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5 years to < 10 years
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>= 10 years or no contractual maturity
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(8)
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(9)
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(10)
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(11)
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(12)
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(13)
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(14)
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5.
Securities purchased under agreement to resell
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5.1.
of which:
offshore
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Maturity Buckets
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Closing Balance
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At call/ Overnight
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1 day to <= 7 days
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8 days to <= 15 days
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16 days to <= 30 days
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31 days to < 2 months
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2 months to < 3 months
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(1)
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(2)
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(3)
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(4)
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(5)
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(6)
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(7)
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6.
Other earning assets by counterparty
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6.1. Domestic
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6.1.1.
Retail customer
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6.1.2.
SME
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6.1.3.
Non-financial corporates or PSEs
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6.1.4.
ADI/bank
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6.1.5. Other financial institutions or other legal entities
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6.1.6.
of which:
encumbered
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6.2. Offshore
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6.2.1.
Retail customer
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6.2.2.
SME
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6.2.3.
Non-financial corporates or PSEs
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6.2.4.
ADI/bank
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6.2.5. Other financial institutions or other legal entities
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6.2.6.
of which:
encumbered
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Maturity Buckets
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3 months to < 6 months
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6 months to < 12 months
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12 months to < 2 years
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2 years to < 3 years
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3 years to < 5 years
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5 years to < 10 years
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>= 10 years or no contractual maturity
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(8)
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(9)
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(10)
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(11)
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(12)
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(13)
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(14)
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6.
Other earning assets by counterparty
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6.1. Domestic
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6.1.1.
Retail customer
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6.1.2.
SME
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6.1.3.
Non-financial corporates or PSEs
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6.1.4.
ADI/bank
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6.1.5. Other financial institutions or other legal entities
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6.1.6.
of which:
encumbered
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6.2. Offshore
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6.2.1.
Retail customer
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6.2.2.
SME
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6.2.3.
Non-financial corporates or PSEs
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6.2.4.
ADI/bank
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6.2.5. Other financial institutions or other legal entities
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6.2.6.
of which:
encumbered
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Maturity Buckets
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Closing Balance
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At call/ Overnight
|
1 day to <= 7 days
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8 days to <= 15 days
|
16 days to <= 30 days
|
31 days to < 2 months
|
2 months to < 3 months
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(1)
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(2)
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(3)
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(4)
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(5)
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(6)
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(7)
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7.
Any other material funded assets not included
above
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7.1.
of which:
offshore
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Maturity Buckets
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3 months to < 6 months
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6 months to < 12 months
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12 months to < 2 years
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2 years to < 3 years
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3 years to < 5 years
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5 years to < 10 years
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>= 10 years or no contractual maturity
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(8)
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(9)
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(10)
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(11)
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(12)
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(13)
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(14)
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7.
Any other material funded assets not included
above
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7.1.
of which:
offshore
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Maturity Buckets
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Closing Balance
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At call/ Overnight
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1 day to <= 7 days
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8 days to <= 15 days
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16 days to <= 30 days
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31 days to < 2 months
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2 months to < 3 months
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(1)
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(2)
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(3)
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(4)
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(5)
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(6)
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(7)
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8.
FX transaction inflows
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8.1.
AUD
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8.2.
NZD
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8.3.
USD
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8.4.
GBP
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8.5.
EUR
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8.6.
JPY
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8.7.
RMB
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8.8.
All other currencies
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Maturity Buckets
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3 months to < 6 months
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6 months to < 12 months
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12 months to < 2 years
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2 years to < 3 years
|
3 years to < 5 years
|
5 years to < 10 years
|
>= 10 years or no contractual maturity
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(8)
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(9)
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(10)
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(11)
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(12)
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(13)
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(14)
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8.
FX transaction inflows
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8.1.
AUD
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8.2.
NZD
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8.3.
USD
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8.4.
GBP
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8.5.
EUR
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8.6.
JPY
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8.7.
RMB
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8.8.
All other currencies
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Maturity Buckets
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Closing Balance
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At call/ Overnight
|
1 day to <= 7 days
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8 days to <= 15 days
|
16 days to <= 30 days
|
31 days to < 2 months
|
2 months to < 3 months
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(1)
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(2)
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(3)
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(4)
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(5)
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(6)
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(7)
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9.
Total assets
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9.1.
AUD
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9.2.
NZD
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9.3.
USD
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9.4.
GBP
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9.5.
EUR
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9.6.
JPY
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9.7.
RMB
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9.8.
All other currencies
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Maturity Buckets
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3 months to < 6 months
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6 months to < 12 months
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12 months to < 2 years
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2 years to < 3 years
|
3 years to < 5 years
|
5 years to < 10 years
|
>= 10 years or no contractual maturity
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|
(8)
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(9)
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(10)
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(11)
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(12)
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(13)
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(14)
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9.
Total assets
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9.1.
AUD
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9.2.
NZD
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9.3.
USD
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9.4.
GBP
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9.5.
EUR
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9.6.
JPY
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9.7.
RMB
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9.8.
All other currencies
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Maturity Buckets
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Closing Balance
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At call/ Overnight
|
1 day to <= 7 days
|
8 days to <= 15 days
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16 days to <= 30 days
|
31 days to < 2 months
|
2 months to < 3 months
|
|
(1)
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(2)
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(3)
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(4)
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(5)
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(6)
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(7)
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10.
Memo items
|
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10.1.
Intra-group loans or other assets
(ADIs/banks)
|
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|
|
|
|
|
10.2.
Intra-group loans or other assets (other
legal entities)
|
|
|
|
|
|
|
|
10.3.
Corporate and business loans
|
|
|
|
|
|
|
|
10.3.1.
of which:
SME
|
|
|
|
|
|
|
|
10.4.
Commercial real estate mortgages
|
|
|
|
|
|
|
|
10.5.
Residential mortgages - forecast
|
|
|
|
|
|
|
|
10.6.
RMBS - forecast
|
|
|
|
|
|
|
|
10.7.
Derivative assets
|
|
|
|
|
|
|
|
|
|
|
Maturity Buckets
|
|
3 months to < 6 months
|
6 months to < 12 months
|
12 months to < 2 years
|
2 years to < 3 years
|
3 years to < 5 years
|
5 years to < 10 years
|
>= 10 years or no contractual maturity
|
|
(8)
|
(9)
|
(10)
|
(11)
|
(12)
|
(13)
|
(14)
|
10.
Memo items
|
|
|
|
|
|
|
|
10.1.
Intra-group loans or other assets
(ADIs/banks)
|
|
|
|
|
|
|
|
10.2.
Intra-group loans or other assets (other
legal entities)
|
|
|
|
|
|
|
|
10.3.
Corporate and business loans
|
|
|
|
|
|
|
|
10.3.1.
of which:
SME
|
|
|
|
|
|
|
|
10.4.
Commercial real estate mortgages
|
|
|
|
|
|
|
|
10.5.
Residential mortgages - forecast
|
|
|
|
|
|
|
|
10.6.
RMBS - forecast
|
|
|
|
|
|
|
|
10.7.
Derivative assets
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|