PET - Plain English Taxonomy

ARF_210_6: Net Stable Funding Ratio
Effective date: 1 January 2018
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     1.00
2. Capital instruments not included above with residual maturity of one year or more         1.00
3. Stable demand and term deposits from retail and SME customers 0.95 0.95 1.00
4. Intermediated deposits that qualify as stable retail deposits and the ADI cannot be replaced   without at least 12 months' notice 0.95 0.95 1.00
5. Less stable demand and term deposits from retail and SME customers 0.90 0.90 1.00
6. Intermediated deposits that qualify as less stable retail deposits and the ADI cannot be replaced without at least 12 months' notice 0.90 0.90 1.00
7. Intermediated deposits where the ADI cannot be replaced without at least 6 months' notice 0.50 0.50 1.00
8. Operational deposits   0.50  
8.1. Superannuation fund deposits
8.2. All other customers            
9. Funding from non-financial corporates 0.50 0.50 1.00
10. Funding from sovereigns/PSEs/MDBs/NDBs 0.50 0.50 1.00
11. Funding from central banks 0.00 0.50 1.00
12. Funding from other legal entities 0.00 0.50 1.00
13. NSFR derivative liabilities net of NSFR derivative assets   0.00  
13.1. NSFR derivative liabilities
13.1.1. Derivative liabilities gross of variation margin posted
13.1.2. Total variation margin posted    
14. Variation margin received that cannot be included in calculating NSFR derivative assets   0.00  
15. Total initial margin received   0.00  
16. Other liability and equity categories              
16.1. Deferred tax liabilities (DTLs) 0.00 0.50 1.00
16.2. Minority interests 0.00 0.50 1.00
16.3. Trade date payables     0.00    
16.4. All other liabilities and equity items not included above 0.00 0.50 1.00
17. Interdependent liabilities 0.00 0.00 0.00
18. Other liability and equity items where APRA has determined an alternative ASF factor applies
19. Total ASF  
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     0.00    
21. Central bank reserves and balances 0.00 0.00 0.00
22. Trade date receivables   0.00  
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 0.10 0.50 1.00
23.2. Encumbered              
23.2.1. < 6 months 0.10 0.50 1.00
23.2.2. >= 6 months to < 1 year 0.50 0.50 1.00
23.2.3. >= 1 year 1.00 1.00 1.00
24. All other loans to financial institutions              
24.1. Unencumbered 0.15 0.50 1.00
24.2. Encumbered              
24.2.1. < 6 months 0.15 0.50 1.00
24.2.2. >= 6 months to < 1 year 0.50 0.50 1.00
24.2.3. >= 1 year 1.00 1.00 1.00
25. HQLA1 assets not included above              
25.1. Unencumbered 0.05 0.05 0.05
25.2. Encumbered              
25.2.1. < 6 months 0.05 0.05 0.05
25.2.2. >= 6 months to < 1 year 0.50 0.50 0.50
25.2.3. >= 1 year 1.00 1.00 1.00
26. CLF-eligible third-party debt securities              
26.1. Unencumbered 0.10 0.10 0.10
26.2. Encumbered              
26.2.1. < 6 months 0.10 0.10 0.10
26.2.2. >= 6 months to < 1 year 0.50 0.50 0.50
26.2.3. >= 1 year 1.00 1.00 1.00
27. CLF-eligible self-securitised assets              
27.1. Unencumbered 0.10 0.10 0.10
27.2. Encumbered              
27.2.1. < 6 months 0.10 0.10 0.10
27.2.2. >= 6 months to < 1 year 0.50 0.50 0.50
27.2.3. >= 1 year 1.00 1.00 1.00
28. Other jurisdictions' ALA              
28.1. Unencumbered 0.10 0.10 0.10
28.2. Encumbered              
28.2.1. < 6 months 0.10 0.10 0.10
28.2.2. >= 6 months to < 1 year 0.50 0.50 0.50
28.2.3. >= 1 year 1.00 1.00 1.00
29. Other LCR assets              
29.1. Unencumbered 0.10 0.10 0.10
29.2. Encumbered              
29.2.1. < 6 months 0.10 0.10 0.10
29.2.2. >= 6 months to < 1 year 0.50 0.50 0.50
29.2.3. >= 1 year 1.00 1.00 1.00
30. HQLA2A assets              
30.1. Unencumbered 0.15 0.15 0.15
30.2. Encumbered              
30.2.1. < 6 months 0.15 0.15 0.15
30.2.2. >= 6 months to < 1 year 0.50 0.50 0.50
30.2.3. >= 1 year 1.00 1.00 1.00
31. HQLA2B assets              
31.1. Unencumbered 0.50 0.50 0.50
31.2. Encumbered              
31.2.1. < 1 year 0.50 0.50 0.50
31.2.2. >= 1 year 1.00 1.00 1.00
32. Claims on central banks with a residual maturity of less than one year          
32.1. Unencumbered   0.00 0.50  
32.2. Encumbered          
32.2.1. < 6 months   0.00 0.50  
32.2.2. >= 6 months to < 1 year   0.50 0.50  
32.2.3. >= 1 year   1.00 1.00  
33. Operational deposits held at other ADIs              
33.1. Unencumbered 0.50 0.50 1.00
33.2. Encumbered              
33.2.1. < 1 year 0.50 0.50 1.00
33.2.2. >= 1 year 1.00 1.00 1.00
34. Australian equities      
34.1. Unencumbered     0.50
34.2. Encumbered      
34.2.1. < 1 year     0.50
34.2.2. >= 1 year     1.00
35. Residential mortgages that are subject to or would qualify for a 35% risk weight under APS 112              
35.1. Unencumbered 0.50 0.50 0.65
35.2. Encumbered              
35.2.1. < 1 year 0.50 0.50 0.65
35.2.2. >= 1 year 1.00 1.00 1.00
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 0.50 0.50 0.65
36.2. Encumbered              
36.2.1. < 1 year 0.50 0.50 0.65
36.2.2. >= 1 year 1.00 1.00 1.00
37. Other performing loans, excluding loans to financial institutions, that do not qualify for a 35% or lower risk weight under APS 112              
37.1. Unencumbered 0.50 0.50 0.85
37.2. Encumbered              
37.2.1. < 1 year 0.50 0.50 0.85
37.2.2. >= 1 year 1.00 1.00 1.00
38. Non-HQLA exchange traded equities and securities and physical traded commodities              
38.1. Unencumbered 0.50 0.50 0.85
38.2. Encumbered              
38.2.1. < 1 year 0.50 0.50 0.85
38.2.2. >= 1 year 1.00 1.00 1.00
39. Defaulted securities and non-performing loans 1.00 1.00 1.00
40. NSFR derivative assets net of NSFR derivative liabilities     1.00
40.1. NSFR derivative assets  
40.1.1. Derivative assets gross of variation margin received  
40.1.2. Cash variation margin received that can be included in calculating NSFR derivative assets      
41. Derivative liabilities     1.00
42. Initial margin posted for derivatives   and cash/other assets provided to contribute to the default fund of a CCP     0.85
42.1. Initial margin posted on ADI's own positions  
42.2. Initial margin posted on behalf of a customer  
42.3. Cash or other assets provided to contribute to the default fund of a CCP            
43. Items deducted from regulatory capital 1.00 1.00 1.00
44. Interdependent assets 0.00 0.00 0.00
45. All other assets not included in the above categories 1.00 1.00 1.00
46. Other assets where APRA has determined an alternative RSF factor applies
47. Total RSF from on-balance sheet assets  
Off-balance sheet exposures
  Amount RSF factor Calculated RSF
  (1) (2) (3)
48. Irrevocable or conditionally revocable liquidity facilities 0.05
49. Irrevocable or conditionally revocable credit facilities 0.05
50. Unconditionally revocable liquidity facilities 0.01
51. Unconditionally revocable credit facilities 0.01
52. Trade finance-related obligations 1.00
53. Guarantees and letters of credit unrelated to trade finance obligations 1.00
54. All other off-balance sheet obligations where APRA has determined an alternative RSF factor applies
55. Total RSF from off-balance sheet exposures  
Section C: NSFR
56. Net stable funding ratio