| ARF_210_2: Minimum Liquidity Holdings Ratio | |
| Effective date: 20 February 2020 | |
| Australian Business Number | Institution Name |
| Reporting Period | Scale Factor |
| Quarterly | Millions to one decimal place for banks |
| Whole dollars no decimal place for ADIs other than banks | |
| Reporting Consolidation | |
| Level 1 / Level 2 / Domestic books | |
| Section A: calculation of minimum liquidity holdings (MLH) | |
| 1. Cash | |
| 1.1. Notes and coin | |
| 1.2. Settlement funds due from clearing houses | |
| 1.3. Settlement funds due from | |
| 1.3.1. RBA | |
| 1.3.2. Major banks | |
| 1.3.3. Other locally incorporated LCR ADIs | |
| 1.3.4. Other locally incorporated ADIs not included above | |
| 1.3.5. Foreign ADIs | |
| 2. Australian Government and semi-government securities | |
| 2.1. Australian Government securities | |
| 2.2. State Government or Territory Central Borrowing Authorities securities | |
| 3. Debt securities with an Australian Government guarantee | |
| 4. Supranationals and foreign governments | |
| 4.1. Debt securities issued by supranationals | |
| 4.2. Debt securities issued by foreign sovereign governments | |
| 4.3. Debt securities guaranteed by foreign sovereign governments | |
| 5. Bank bills, certificates of deposit and debt securities issued by ADIs | |
| 5.1. Bank bills, commercial paper, other non-deposit obligations | |
| 5.2. Negotiable certificates of deposit | |
| 5.3. Debt securities | |
| 6. Deposits held with other ADIs | |
| 6.1. Deposits on a call basis | |
| 6.1.1. Major banks | |
| 6.1.2. Other locally incorporated LCR ADIs | |
| 6.1.3. Other locally incorporated ADIs not included above | |
| 6.1.4. Foreign ADIs | |
| 6.1.5. Other deposits approved by APRA | |
| 6.2. Eligible deposits not on a call basis | |
| 6.2.1. Major banks | |
| 6.2.2. Other locally incorporated LCR ADIs | |
| 6.2.3. Other locally incorporated ADIs not included above | |
| 6.2.4. Foreign ADIs | |
| 6.2.5. Other deposits approved by APRA | |
| 7. Other securities approved by APRA | |
| 8. Total MLH | |
| 8.1. of which: deposits placed with ADIs with a credit rating grade 3 or lower | |
| 8.2. of which: debt securities (including bank bills and CDs) issued by ADIs with a credit rating grade 3 or lower | |
| 9. Placements by other ADIs | |
| 9.1. Deposits on a call basis placed with the reporting ADI by other ADIs | |
| 9.1.1. Major banks | |
| 9.1.2. Other locally incorporated LCR ADIs | |
| 9.1.3. Other locally incorporated ADIs not included above | |
| 9.1.4. Foreign ADIs | |
| 9.2. Deposits not on a call basis placed with the reporting ADI by other ADIs | |
| 9.2.1. Major banks | |
| 9.2.2. Other locally incorporated LCR ADIs | |
| 9.2.3. Other locally incorporated ADIs not included above | |
| 9.2.4. Foreign ADIs | |
| 10. Placements by other ADIs in excess of MLH deposits of the reporting ADI | |
| 11. Total adjusted MLH | |
| Section B: calculation of the adjusted liability base | |
| 12. Liability base | |
| 12.1. Total liabilities | |
| 12.2. Liabilities of securitisation SPVs that meet operational requirements for regulatory capital relief under APS 120 | |
| 12.3. Placements by other ADIs up to the amount of MLH deposits of the reporting ADI | |
| 13. Off-balance sheet irrevocable commitments | |
| 13.1. Trade finance related obligations | |
| 13.2. Guarantees | |
| 13.3. Standby letters of credit | |
| 13.4. Undrawn formal standby facilities | |
| 13.5. Loans approved but not advanced/funded | |
| 13.6. Balance available for redraw of term loans | |
| 13.7. Balance available under overdraft agreements | |
| 13.8. All other irrevocable commitments | |
| 14. Adjusted liability base | |
| Section C: calculation of the MLH ratio | |
| 15. MLH ratio | |
| 16. Minimum MLH ratio per liquidity management strategy | |
| 17. Lowest MLH ratio during reporting period | |
| 18. Average MLH ratio during reporting period | |
| 19. Highest MLH ratio during reporting period | |
