PET - Plain English Taxonomy

ARF_210_2: Minimum Liquidity Holdings Ratio
Effective date: 1 January 2018
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