Concept Guidance: |
This is the value, as at the relevant date, for all securities.
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Form-Specifc Guidance: |
Item 1.3 collects information on securities with a zero per cent risk weight.
Report the market value of unencumbered marketable debt securities with a zero per cent risk weight under the standardised approach to credit risk of the Basel II framework by counterparty type in items 1.3.1 to 1.3.8.
Item 1.4 collects information on sovereign/central bank debt securities where the sovereign has a non-zero per cent risk weight and so are not eligible for inclusion in item 1.3. Only include debt issued by a sovereign or central bank in a jurisdiction to the extent of the liquidity risk taken in that jurisdiction.
For ARF 210.1A, report unencumbered debt securities issued by the sovereign or central bank in the domestic currency of that country in item 1.4.1.
Report unencumbered debt securities issued by the domestic sovereign or central bank in foreign currencies to the extent that the holding of such debt securities matches the currency needs of the ADI's operations in that specific jurisdiction in item 1.4.2.
For ARF 210.1B, report unencumbered debt securities issued by the sovereign or central bank, to the extent that the holding of such debt securities matches the currency needs of the ADI's operations in that specific jurisdiction, in item 1.4.
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