PET - Plain English Taxonomy

ARF_210_6: Net Stable Funding Ratio
Effective date: 1 January 2023

Australian Business Number	Institution Name

Reporting Period	Scale Factor
Quarterly	Millions to one decimal place
Reporting Consolidation
Level 1 / Level 2

Section A: Available stable funding

	Amount			ASF Factor			Calculated ASF
	< 6 months	>=6 months to < 1 year	>= 1 year	< 6 months	>=6 months to < 1 year	>= 1 year	Total ASF
	(1)	(2)	(3)	(4)	(5)	(6)	(7)
1. Regulatory capital, before regulatory adjustments, excluding Tier 2 instruments with residual maturity of less than one year			CS26377			1.00	CS26378
2. Capital instruments not included above with residual maturity of one year or more			CS26379			1.00	CS26380
3. Stable demand and term deposits from retail and SME customers	CS26381	CS26382	CS26383	0.95	0.95	1.00	CS26384
4. Intermediated deposits that qualify as stable retail deposits and the ADI cannot be replaced without at least 12 months' notice	CS26385	CS26386	CS26387	0.95	0.95	1.00	CS26388
5. Less stable demand and term deposits from retail and SME customers	CS26389	CS26390	CS26391	0.90	0.90	1.00	CS26392
6. Intermediated deposits that qualify as less stable retail deposits and the ADI cannot be replaced without at least 12 months' notice	CS26393	CS26394	CS26395	0.90	0.90	1.00	CS26396
7. Intermediated deposits where the ADI cannot be replaced without at least 6 months' notice	CS26397	CS26398	CS26399	0.50	0.50	1.00	CS26400
8. Operational deposits	CS26401			0.50			CS26402
8.1. Superannuation fund deposits	CS26403
8.2. All other customers	CS26404
9. Funding from non-financial corporates	CS26405	CS26406	CS26407	0.50	0.50	1.00	CS26408
10. Funding from sovereigns/PSEs/MDBs/NDBs	CS26409	CS26410	CS26411	0.50	0.50	1.00	CS26412
11. Funding from central banks	CS26413	CS26414	CS26415	0.00	0.50	1.00	CS26416
12. Funding from other legal entities	CS26417	CS26418	CS26419	0.00	0.50	1.00	CS26420
13. NSFR derivative liabilities net of NSFR derivative assets	CS26421			0.00			CS26422
13.1. NSFR derivative liabilities	CS26423
13.1.1. Derivative liabilities gross of variation margin posted	CS26424
13.1.2. Total variation margin posted	CS26425
14. Variation margin received that cannot be included in calculating NSFR derivative assets	CS26426			0.00			CS26427
15. Total initial margin received	CS26428			0.00			CS26429
16. Other liability and equity categories
16.1. Deferred tax liabilities (DTLs)	CS26430	CS26431	CS26432	0.00	0.50	1.00	CS26433
16.2. Minority interests	CS26434	CS26435	CS26436	0.00	0.50	1.00	CS26437
16.3. Trade date payables	CS26438			0.00			CS26439
16.4. All other liabilities and equity items not included above	CS26440	CS26441	CS26442	0.00	0.50	1.00	CS26443
17. Interdependent liabilities	CS26444	CS26445	CS26446	0.00	0.00	0.00	CS26447
18. Other liability and equity items where APRA has determined an alternative ASF factor applies	CS26448	CS26449	CS26450	CS26451	CS26452	CS26453	CS26454
19. Total ASF							CS26455

Section B: Required stable funding

On-balance sheet assets

	Amount			RSF Factor			Calculated RSF
	< 6 months	>=6 months to < 1 year	>= 1 year	< 6 months	>=6 months to < 1 year	>= 1 year	Total RSF
	(1)	(2)	(3)	(4)	(5)	(6)	(7)
20. Notes and coins	BSAO27099			0.00			BSAO27100
21. Central bank reserves and balances	BSAO27101	BSAO27102	BSAO27103	0.00	0.00	0.00	BSAO27104
22. Trade date receivables	BSAO27105			0.00			BSAO27106
23. Loans to financial institutions secured by HQLA1 and the ADI can freely re-hypothecate the received collateral for the life of the loan
23.1. Unencumbered	BSAO27107	BSAO27108	BSAO27109	0.10	0.50	1.00	BSAO27110
23.2. Encumbered
23.2.1. < 6 months	BSAO27111	BSAO27112	BSAO27113	0.10	0.50	1.00	BSAO27114
23.2.2. >= 6 months to < 1 year	BSAO27115	BSAO27116	BSAO27117	0.50	0.50	1.00	BSAO27118
23.2.3. >= 1 year	BSAO27119	BSAO27120	BSAO27121	1.00	1.00	1.00	BSAO27122
24. All other loans to financial institutions
24.1. Unencumbered	BSAO27123	BSAO27124	BSAO27125	0.15	0.50	1.00	BSAO27126
24.2. Encumbered
24.2.1. < 6 months	BSAO27127	BSAO27128	BSAO27129	0.15	0.50	1.00	BSAO27130
24.2.2. >= 6 months to < 1 year	BSAO27131	BSAO27132	BSAO27133	0.50	0.50	1.00	BSAO27134
24.2.3. >= 1 year	BSAO27135	BSAO27136	BSAO27137	1.00	1.00	1.00	BSAO27138
25. HQLA1 assets not included above
25.1. Unencumbered	BSAO27139	BSAO27140	BSAO27141	0.05	0.05	0.05	BSAO27142
25.2. Encumbered
25.2.1. < 6 months	BSAO27143	BSAO27144	BSAO27145	0.05	0.05	0.05	BSAO27146
25.2.2. >= 6 months to < 1 year	BSAO27147	BSAO27148	BSAO27149	0.50	0.50	0.50	BSAO27150
25.2.3. >= 1 year	BSAO27151	BSAO27152	BSAO27153	1.00	1.00	1.00	BSAO27154
26. CLF-eligible third-party debt securities
26.1. Unencumbered	BSAO27155	BSAO27156	BSAO27157	0.10	0.10	0.10	BSAO27158
26.2. Encumbered
26.2.1. < 6 months	BSAO27159	BSAO27160	BSAO27161	0.10	0.10	0.10	BSAO27162
26.2.2. >= 6 months to < 1 year	BSAO27163	BSAO27164	BSAO27165	0.50	0.50	0.50	BSAO27166
26.2.3. >= 1 year	BSAO27167	BSAO27168	BSAO27169	1.00	1.00	1.00	BSAO27170
27. CLF-eligible self-securitised assets
27.1. Unencumbered	BSAO27171	BSAO27172	BSAO27173	0.10	0.10	0.10	BSAO27174
27.2. Encumbered
27.2.1. < 6 months	BSAO27175	BSAO27176	BSAO27177	0.10	0.10	0.10	BSAO27178
27.2.2. >= 6 months to < 1 year	BSAO27179	BSAO27180	BSAO27181	0.50	0.50	0.50	BSAO27182
27.2.3. >= 1 year	BSAO27183	BSAO27184	BSAO27185	1.00	1.00	1.00	BSAO27186
28. Other jurisdictions' ALA
28.1. Unencumbered	BSAO27187	BSAO27188	BSAO27189	0.10	0.10	0.10	BSAO27190
28.2. Encumbered
28.2.1. < 6 months	BSAO27191	BSAO27192	BSAO27193	0.10	0.10	0.10	BSAO27194
28.2.2. >= 6 months to < 1 year	BSAO27195	BSAO27196	BSAO27197	0.50	0.50	0.50	BSAO27198
28.2.3. >= 1 year	BSAO27199	BSAO27200	BSAO27201	1.00	1.00	1.00	BSAO27202
29. Other LCR assets
29.1. Unencumbered	BSAO27203	BSAO27204	BSAO27205	0.10	0.10	0.10	BSAO27206
29.2. Encumbered
29.2.1. < 6 months	BSAO27207	BSAO27208	BSAO27209	0.10	0.10	0.10	BSAO27210
29.2.2. >= 6 months to < 1 year	BSAO27211	BSAO27212	BSAO27213	0.50	0.50	0.50	BSAO27214
29.2.3. >= 1 year	BSAO27215	BSAO27216	BSAO27217	1.00	1.00	1.00	BSAO27218
30. HQLA2A assets
30.1. Unencumbered	BSAO27219	BSAO27220	BSAO27221	0.15	0.15	0.15	BSAO27222
30.2. Encumbered
30.2.1. < 6 months	BSAO27223	BSAO27224	BSAO27225	0.15	0.15	0.15	BSAO27226
30.2.2. >= 6 months to < 1 year	BSAO27227	BSAO27228	BSAO27229	0.50	0.50	0.50	BSAO27230
30.2.3. >= 1 year	BSAO27231	BSAO27232	BSAO27233	1.00	1.00	1.00	BSAO27234
31. HQLA2B assets
31.1. Unencumbered	BSAO27235	BSAO27236	BSAO27237	0.50	0.50	0.50	BSAO27238
31.2. Encumbered
31.2.1. < 1 year	BSAO27239	BSAO27240	BSAO27241	0.50	0.50	0.50	BSAO27242
31.2.2. >= 1 year	BSAO27243	BSAO27244	BSAO27245	1.00	1.00	1.00	BSAO27246
32. Claims on central banks with a residual maturity of less than one year
32.1. Unencumbered	BSAO27247	BSAO27248		0.00	0.50		BSAO27249
32.2. Encumbered
32.2.1. < 6 months	BSAO27250	BSAO27251		0.00	0.50		BSAO27252
32.2.2. >= 6 months to < 1 year	BSAO27253	BSAO27254		0.50	0.50		BSAO27255
32.2.3. >= 1 year	BSAO27256	BSAO27257		1.00	1.00		BSAO27258
33. Operational deposits held at other ADIs
33.1. Unencumbered	BSAO27259	BSAO27260	BSAO27261	0.50	0.50	1.00	BSAO27262
33.2. Encumbered
33.2.1. < 1 year	BSAO27263	BSAO27264	BSAO27265	0.50	0.50	1.00	BSAO27266
33.2.2. >= 1 year	BSAO27267	BSAO27268	BSAO27269	1.00	1.00	1.00	BSAO27270
34. Australian equities
34.1. Unencumbered			BSAO27271			0.50	BSAO27272
34.2. Encumbered
34.2.1. < 1 year			BSAO27273			0.50	BSAO27274
34.2.2. >= 1 year			BSAO27275			1.00	BSAO27276
35. Standard residential property loans to individuals with a LVR of 80% or below, as defined under APS 112
35.1. Unencumbered	BSAO27277	BSAO27278	BSAO27279	0.50	0.50	0.65	BSAO27280
35.2. Encumbered
35.2.1. < 1 year	BSAO27281	BSAO27282	BSAO27283	0.50	0.50	0.65	BSAO27284
35.2.2. >= 1 year	BSAO27285	BSAO27286	BSAO27287	1.00	1.00	1.00	BSAO27288
36. Other loans, excluding loans to financial institutions, that are subject to or would qualify for a 35% risk weight under APS 112
36.1. Unencumbered	BSAO27289	BSAO27290	BSAO27291	0.50	0.50	0.65	BSAO27292
36.2. Encumbered
36.2.1. < 1 year	BSAO27293	BSAO27294	BSAO27295	0.50	0.50	0.65	BSAO27296
36.2.2. >= 1 year	BSAO27297	BSAO27298	BSAO27299	1.00	1.00	1.00	BSAO27300
37. Other loans, excluding loans to financial institution counterparties and loans reported in item 35 or item 36
37.1. Unencumbered	BSAO27301	BSAO27302	BSAO27303	0.50	0.50	0.85	BSAO27304
37.2. Encumbered
37.2.1. < 1 year	BSAO27305	BSAO27306	BSAO27307	0.50	0.50	0.85	BSAO27308
37.2.2. >= 1 year	BSAO27309	BSAO27310	BSAO27311	1.00	1.00	1.00	BSAO27312
38. Non-HQLA exchange traded equities and securities and physical traded commodities
38.1. Unencumbered	BSAO27313	BSAO27314	BSAO27315	0.50	0.50	0.85	BSAO27316
38.2. Encumbered
38.2.1. < 1 year	BSAO27317	BSAO27318	BSAO27319	0.50	0.50	0.85	BSAO27320
38.2.2. >= 1 year	BSAO27321	BSAO27322	BSAO27323	1.00	1.00	1.00	BSAO27324
39. Defaulted securities and non-performing loans	BSAO27325	BSAO27326	BSAO27327	1.00	1.00	1.00	BSAO27328
40. NSFR derivative assets net of NSFR derivative liabilities			BSAO27329			1.00	BSAO27330
40.1. NSFR derivative assets			BSAO27331
40.1.1. Derivative assets gross of variation margin received			BSAO27332
40.1.2. Cash variation margin received that can be included in calculating NSFR derivative assets			BSAO27333
41. Derivative liabilities			BSAO27334			1.00	BSAO27335
42. Initial margin posted for derivatives and cash/other assets provided to contribute to the default fund of a CCP			BSAO27336			0.85	BSAO27337
42.1. Initial margin posted on ADI's own positions			BSAO27338
42.2. Initial margin posted on behalf of a customer			BSAO27339
42.3. Cash or other assets provided to contribute to the default fund of a CCP			BSAO27340
43. Items deducted from regulatory capital	BSAO27341	BSAO27342	BSAO27343	1.00	1.00	1.00	BSAO27344
44. Interdependent assets	BSAO27345	BSAO27346	BSAO27347	0.00	0.00	0.00	BSAO27348
45. All other assets not included in the above categories	BSAO27349	BSAO27350	BSAO27351	1.00	1.00	1.00	BSAO27352
46. Other assets where APRA has determined an alternative RSF factor applies	BSAO27353	BSAO27354	BSAO27355	BSAO27356	BSAO27357	BSAO27358	BSAO27359
47. Total RSF from on-balance sheet assets							BSAO27360

Off-balance sheet exposures

	Amount	RSF factor	Calculated RSF
	(1)	(2)	(3)
48. Irrevocable or conditionally revocable liquidity facilities	E16115	0.05	E16116
49. Irrevocable or conditionally revocable credit facilities	E16117	0.05	E16118
50. Unconditionally revocable liquidity facilities	E16119	0.01	E16120
51. Unconditionally revocable credit facilities	E16121	0.01	E16122
52. Trade finance-related obligations	E16123	1.00	E16124
53. Guarantees and letters of credit unrelated to trade finance obligations	E16125	1.00	E16126
54. All other off-balance sheet obligations where APRA has determined an alternative RSF factor applies	E16127	E16128	E16129
55. Total RSF from off-balance sheet exposures			E16130

Section C: NSFR

56. Net stable funding ratio			CS26456