ARF_210_1A: Liquidity Coverage Ratio - all currencies
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Effective date: 31 March 2025
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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
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Reporting Consolidation
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Level 1 / Level 2 / Domestic books
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Section A: liquid assets
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Market value/amount
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Weight
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Weighted amount
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(1)
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(2)
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(3)
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1. HQLA1
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1.1. Notes and coin
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1.2. Central bank balances
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1.2.1. Held with the RBA
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1.2.2. Held with foreign central banks
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1.3. Securities with zero per cent risk weight
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1.3.1. Australian Government
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1.3.2. Australian State Government or Territory Central Borrowing
Authorities
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1.3.3. Issued by foreign sovereigns
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1.3.4. Guaranteed by the Australian Government
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1.3.5. Guaranteed by foreign sovereigns
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1.3.6. Issued or guaranteed by central banks
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1.3.7. Issued or guaranteed by PSEs
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1.3.8. Issued or guaranteed by BIS, IMF, ECB and EC or MDBs
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1.4. Sovereign/central bank debt securities where the sovereign has a
non-zero per cent risk weight
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1.4.1. Issued in domestic currencies in the country in which the
liquidity risk is being taken
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1.4.2. Issued in foreign currencies up to the amount of the ADI's
stressed net cash outflows in that specific foreign currency stemming
from the ADI's operations in the jurisdiction where the ADI's
liquidity risk is being taken
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1.5. Adjusted amount of HQLA1 stock
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1.5.1. Adjustment due to secured lending/borrowing transactions
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1.5.2. Adjustment due to collateral swaps
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2. HQLA2A
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2.1. Securities issued or guaranteed by sovereigns or central banks
with 20 per cent risk weight
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2.2. Securities issued or guaranteed by PSEs or MDBs with 20 per cent
risk weight
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2.3. Non-financial corporate securities (Credit Rating Grade 1)
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2.4. Covered bonds, not self-issued (Credit Rating Grade 1)
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2.5. Adjusted amount of HQLA2A stock
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2.5.1. Adjustment due to secured lending/borrowing transactions
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2.5.2. Adjustment due to collateral swaps
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3. HQLA2B
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3.1. Residential mortgage-backed securities (Credit Rating Grade 1)
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3.2. Non-financial corporate securities (Credit Rating Grade 3)
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3.3. Non-financial common equity shares
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3.4. Adjusted amount of RMBS HQLA2B stock
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3.4.1. Adjustment due to secured lending/borrowing transactions
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3.4.2. Adjustment due to collateral swaps
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3.5. Adjusted amount of non-RMBS HQLA2B stock
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3.5.1. Adjustment due to secured lending/borrowing transactions
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3.5.2. Adjustment due to collateral swaps
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3.6. Adjusted amount of HQLA2B (RMBS and non-RMBS) stock
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4. Total HQLA
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4.1. Adjustment to stock of HQLA due to the 15 per cent cap on HQLA2B
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4.2. Adjustment to stock of HQLA due to the 40 per cent cap on HQLA2
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4.3. Adjustment to the amount of HQLA for the inclusion of other
liquid assets as approved by APRA
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5. RBNZ eligible securities
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6. Alternative Liquid Assets (ALA)
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6.1. Market value of total eligible assets securing the CLF less
applicable RBA margin
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6.1.1. Securities issued by supranationals and foreign government
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6.1.2. Securities with Australian Government or foreign sovereign
government guarantee
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6.1.3. ADI issued securities
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6.1.4. Asset backed securities
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6.1.5. Other private securities
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6.1.6. Self-securitised assets
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6.2. Available amount of the CLF for the LCR calculation
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6.2.1. Approved size of the CLF
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6.2.2. Adjustment due to secured funding/lending transactions
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6.2.3. Adjustment due to collateral swaps
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6.3. Amount of eligible CLF assets that can be included in numerator
of the reporting ADI's LCR calculation
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6.4. Of the amount reported in item 6.1, the amount of CLF securities
maturing <= 30 days where the securities are not due to be returned
under maturing secured lending transactions
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6.5. Amount available as ALA in offshore jurisdictions
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7. Total HQLA plus RBNZ eligible securities plus ALA
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7.1. AUD
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7.2. NZD
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7.3. USD
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7.4. GBP
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7.5. EUR
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7.6. JPY
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7.7. RMB
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7.8. All other currencies
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Section B: cash outflows
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Amount
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Weight
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Weighted amount
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(1)
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(2)
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(3)
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8. Retail deposits
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8.1. Stable deposits
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8.2. Stable deposits eligible for 3 per cent run-off rate
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8.3. Less stable deposits which are covered by FCS or government
deposit insurance scheme
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8.4. Less stable deposits which are not covered by FCS or government
deposit insurance scheme
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8.5. Less stable deposits with higher run-off rate
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8.6. Called notice period deposits with 30 days or less to maturity
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9. Unsecured wholesale funding
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9.1. SME
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9.1.1. Stable deposits
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9.1.2. Stable deposits eligible for 3 per cent run-off rate
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9.1.3. Less stable deposits which are covered by FCS or government
deposit insurance scheme
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9.1.4. Less stable deposits which are not covered by FCS or government
deposit insurance scheme
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9.1.5. Less stable deposits with higher run-off
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9.1.6. Called notice period deposits with 30 days or less to maturity
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9.2. Non-financial corporate
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9.2.1.
of which:
Intra-group
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9.2.2. Operational deposit amounts fully covered by deposit insurance
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9.2.3. Operational deposit amounts fully covered by deposit insurance
and eligible for 3 per cent run-off rate
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9.2.4. Operational deposit amounts not fully covered by deposit
insurance
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9.2.5. Non-operational deposits where the entire deposit is fully
covered by deposit insurance
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9.2.6. Non-operational deposits where the entire deposit is not fully
covered by deposit insurance
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9.2.7. Called notice period deposits with 30 days or less to maturity
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9.3. Sovereign, central bank, PSE and MDB
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9.3.1. Operational deposit amounts fully covered by deposit insurance
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9.3.2. Operational deposit amounts fully covered by deposit insurance
and eligible for 3 per cent run-off rate
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9.3.3. Operational deposit amounts not fully covered by deposit
insurance
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9.3.4. Non-operational deposits where the entire deposit is fully
covered by deposit insurance
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9.3.5. Non-operational deposits where the entire deposit is not fully
covered by deposit insurance
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9.3.6. Called notice period deposits with 30 days or less to maturity
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9.3.7. Additional balances required to be installed in central bank
reserves
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9.4. ADI/Bank
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9.4.1.
of which:
Intra-group
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9.4.2. Operational deposit amounts fully covered by deposit insurance
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9.4.3. Operational deposit amounts fully covered by deposit insurance
and eligible for 3 per cent run-off rate
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9.4.4. Operational deposit amounts not fully covered by deposit
insurance
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9.4.5. Non-operational deposits and called notice period deposits with
30 days or less to maturity
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9.5. Other financial institutions and other legal entities
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9.5.1.
of which:
Intra-group
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9.5.2. Operational deposit amounts fully covered by deposit insurance
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9.5.3. Operational deposit amounts fully covered by deposit insurance
and eligible for 3 per cent run-off rate
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9.5.4. Operational deposit amounts not fully covered by deposit
insurance
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9.5.5. Non-operational deposits and called notice period deposits with
30 days or less to maturity
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10. Unsecured debt securities issued
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10.1. Domestic
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10.2. Offshore
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11. Secured funding
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11.1. Amount received in transactions secured by HQLA1 with any
counterparty
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11.1.1.
of which:
transactions involving eligible HQLA1 that meet all operational
requirements to be included in HQLA stock except for being encumbered
in the secured funding transactions reported under 11.1
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11.1.2. Market value of HQLA1 collateral extended for transactions
reported under 11.1.1
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11.2. Amount received in transactions secured by HQLA2A with any
counterparty
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11.2.1.
of which:
transactions involving eligible HQLA2A that meet all operational
requirements to be included in HQLA stock except for being encumbered
in the secured funding transactions reported under 11.2
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11.2.2. Market value of HQLA2A collateral extended for transactions
reported under 11.2.1
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11.3. Amount received in transactions secured by RMBS HQLA2B with any
counterparty
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11.3.1.
of which:
transactions involving eligible RMBS HQLA2B that meet all operational
requirements to be included in HQLA stock except for being encumbered
in the secured funding transactions reported under 11.3
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11.3.2. Market value of RMBS HQLA2B collateral extended for
transactions reported under 11.3.1
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11.4. Amount received in transactions secured by non-RMBS HQLA2B with
any counterparty
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11.4.1.
of which:
transactions involving eligible non-RMBS HQLA2B that meet all
operational requirements to be included in HQLA stock except for being
encumbered in the secured funding transactions reported under 11.4
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11.4.2. Market value of non-RMBS HQLA2B collateral extended for
transactions reported under 11.4.1
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11.5. Amount received in transactions secured by eligible CLF
securities with any counterparty where the ADI has capacity within the
CLF
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11.5.1. Market value less RBA margin of CLF securities collateral
extended for transactions reported under 11.5
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11.6. Amount received in transactions secured by other assets,
ineligible CLF securities and eligible CLF securities where CLF
capacity has been reached
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11.6.1. Where the counterparties are domestic sovereigns, MDBs or
domestic PSEs with a risk weight of 20 per cent or lower
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11.6.2. All other counterparties
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11.7. Amount received in transactions secured by all assets with
central banks in offshore jurisdictions
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11.7.1.
of which:
transactions involving eligible HQLA1 that meet all operational
requirements to be included in HQLA stock except for being encumbered
in the secured funding transactions reported under 11.7
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11.7.2. Market value of HQLA1 collateral extended for transactions
reported under 11.7.1
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11.7.3.
of which:
transactions involving eligible HQLA2A that meet all operational
requirements to be included in HQLA stock except for being encumbered
in the secured funding transactions reported under 11.7
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11.7.4. Market value of HQLA2A collateral extended for transactions
reported under 11.7.3
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11.7.5.
of which:
transactions involving eligible RMBS HQLA2B that meet all operational
requirements to be included in HQLA stock except for being encumbered
in the secured funding transactions reported under 11.7
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11.7.6. Market value of RMBS HQLA2B collateral extended for
transactions reported under 11.7.5
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11.7.7.
of which:
transactions involving eligible non-RMBS HQLA2B that meet all
operational requirements to be included in HQLA stock except for being
encumbered in the secured funding transactions reported under 11.7
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11.7.8. Market value of non-RMBS HQLA2B collateral extended for
transactions reported under 11.7.7
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12. ABCP, ABS, covered bonds and other structured financing
instruments/facilities
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12.1. Maturing secured funding transactions issued by the ADI itself
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12.2. Loss of funding due to refinancing of maturing debt, maturing
facilities, embedded options and other potential loss of funding
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13. Increased liquidity needs related to derivatives and other
transactions
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13.1. Derivatives cash outflow
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13.2. Due to a downgrade of 3 notches in the ADI's long-term credit
rating
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13.3. Excess non-segregated collateral held by the ADI that could
contractually be called at any time by the counterparty
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13.4. Contractually required collateral on transactions for which the
counterparty has not yet demanded the collateral be posted
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13.5. Contracts that allow collateral substitution to non-HQLA without
the ADI's consent
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13.6. Collateral outflows due to market valuation changes on
derivative transactions and other transactions
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13.7. Valuation changes on posted non-HQLA1 collateral securing
derivatives and other transactions
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14. Committed facilities
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14.1. Retail customer
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14.1.1. Committed credit/liquidity facilities
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14.2. SME
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14.2.1. Committed credit/liquidity facilities
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14.3. Non-financial corporate
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14.3.1. Committed credit facilities
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14.3.2. Committed liquidity facilities
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14.4. Sovereign, central bank, PSE and MDB
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14.4.1. Committed credit facilities
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14.4.2. Committed liquidity facilities
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14.5. ADIs/Banks subject to prudential supervision
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14.5.1. Committed credit/liquidity facilities
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14.6. Other financial institutions
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14.6.1. Committed credit facilities
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14.6.2. Committed liquidity facilities
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14.7. Other legal entities
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14.7.1. Committed credit/liquidity facilities
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15. Other contractual obligations to extend funds
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15.1. Financial institution
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15.2. Retail customer
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15.3. SME
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15.4. Non-financial corporate
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15.5. Other entities
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15.6. Total outflows from retail, SME, non-financial corporate and
other entities
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15.7. Total roll-over of inflows from all counterparties except from
financial institutions
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15.8. Total excess other contractual obligations outflows (excluding
financial institutions) after roll-over of inflows
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16. Other contingent funding obligations
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16.1. Uncommitted credit and liquidity facilities
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16.2. Trade finance related obligations
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16.3. Guarantees and letters of credit other than trade finance
related obligations
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16.4. Buyback of the ADI's own short-term debt securities issued in
the Australian domestic market
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16.5. Buyback of the ADI's own long-term debt securities issued in the
Australian domestic market
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16.6. Buyback of debt securities issued through an affiliated dealer
or market maker
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16.7. Obligations related to structured products and managed funds
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16.8. Other non-contractual obligations
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16.9. Other contractual cash outflows
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17. Cash outflows due to collateral swaps
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18. Total cash outflows
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18.1. AUD
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18.2. NZD
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18.3. USD
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18.4. GBP
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18.5. EUR
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18.6. JPY
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18.7. RMB
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18.8. All other currencies
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Section C: cash inflows
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Amount
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Weight
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Weighted amount
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(1)
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(2)
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(3)
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19. Secured lending
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19.1. Reverse repo and other secured lending where collateral is not
re-hypothecated
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19.1.1. amount extended in transactions secured by HQLA1
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19.1.1.1.
of which:
transactions involving eligible HQLA1
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19.1.1.2. market value of received HQLA1 for transactions reported in
item 19.1.1.1
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19.1.2. amount extended in transactions secured by HQLA2A
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19.1.2.1.
of which:
transactions involving eligible HQLA2A
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19.1.2.2. market value of received HQLA2A for transactions reported in
item 19.1.2.1
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19.1.3. amount extended in transactions secured by RMBS HQLA2B
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19.1.3.1.
of which:
transactions involving eligible RMBS HQLA2B
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19.1.3.2. market value of received RMBS HQLA2B for transactions
reported in item 19.1.3.1
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19.1.4. amount extended in transactions secured by non-RMBS HQLA2B
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19.1.4.1.
of which:
transactions involving eligible non-RMBS HQLA2B
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19.1.4.2. market value of received non-RMBS HQLA2B for transactions
reported in item 19.1.4.1
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19.1.5. amount extended in transactions secured by eligible CLF
securities where the securities received are included in Section A
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19.1.5.1. market value less RBA margin of received CLF securities for
transactions reported in item 19.1.5
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19.1.6. amount extended in transactions secured by RBNZ eligible
securities
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19.1.7. margin lending backed by other collateral
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19.1.8. amount extended in transactions secured by other collateral
including ineligible CLF securities
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19.2. Reverse repo and other secured lending where collateral is
re-hypothecated
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19.2.1. amount extended in transactions secured by HQLA1
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19.2.2. amount extended in transactions secured by HQLA2A
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19.2.3. amount extended in transactions secured by RMBS HQLA2B
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19.2.4. amount extended in transactions secured by non-RMBS HQLA2B
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19.2.5. margin lending backed by non-HQLA1 or non-HQLA2
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19.2.6. amount extended in transactions secured by other collateral
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20. Other inflows by counterparty
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20.1. Retail customer
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20.2. SME
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20.3. Non-financial corporate
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20.4. Central bank
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20.5. Financial institution
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20.6. Other entities
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20.7.
of which:
Intra-group (ADI/bank)
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20.8.
of which:
Intra-group (financial institutions)
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20.9.
of which:
Intra-group (other entities)
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21. Other cash inflows
|
|
|
|
|
21.1. Derivatives cash inflows
|
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21.2. Contractual inflows from CLF securities maturing <= 30 days
that are in excess of the available CLF amount
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21.3. Contractual inflows from other securities maturing <= 30 days
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21.4. Other contractual cash inflows
|
|
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21.5. Amount of committed home office support
|
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|
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22. Cash inflows due to collateral swaps
|
|
|
|
|
|
|
|
|
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23. Total cash inflows
|
|
|
|
|
23.1. AUD
|
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23.2. NZD
|
|
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|
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23.3. USD
|
|
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|
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23.4. GBP
|
|
|
|
|
23.5. EUR
|
|
|
|
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23.6. JPY
|
|
|
|
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23.7. RMB
|
|
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23.8. All other currencies
|
|
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Section D: cash outflows minus cash inflows by currency
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|
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Amount
|
|
Weighted amount
|
|
|
(1)
|
|
(3)
|
|
24. Cash outflows minus cash inflows
|
|
|
|
|
24.1. AUD
|
|
|
|
|
24.2. NZD
|
|
|
|
|
24.3. USD
|
|
|
|
|
24.4. GBP
|
|
|
|
|
24.5. EUR
|
|
|
|
|
24.6. JPY
|
|
|
|
|
24.7. RMB
|
|
|
|
|
24.8. All other currencies
|
|
|
|
|
|
|
Section E: calculation of the LCR
|
|
|
|
25. Total HQLA
|
|
|
|
|
26. RBNZ eligible securities plus ALA
|
|
|
|
|
27. Total cash outflows
|
|
|
|
|
28. Total cash inflows after applying the inflow cap
|
|
|
|
|
29. Net cash outflows
|
|
|
|
|
29.1. Net cash outflow overlay
|
|
|
|
|
30. LCR
|
|
|
|
|
31. Minimum LCR per liquidity management strategy
|
|
|
|
|
32. Lowest LCR during reporting period
|
|
|
|
|
33. Highest LCR during reporting period
|
|
|
|
|
34. Mean LCR during reporting period
|
|
|
|
|
|
|
35. LCR for significant currencies
|
|
|
|
Currency
|
LCR
|
Highest LCR
|
Lowest LCR
|
Mean LCR
|
(1)
|
(2)
|
(3)
|
(4)
|
(5)
|
|
|
|
|
|
Currency list
|
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