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    APRA Consults on Alignment of Daily Liquidity Report for Banks

    September 17, 2020

    APRA is consulting on updates to ARS 210.0, the reporting standard that sets out requirements for provision of information on liquidity and funding of an authorized deposit-taking institution. The proposed changes extend data items currently collected and align the Daily Liquidity Report ARF 210.5 with the modified version submitted by certain authorized deposit-taking institutions. APRA has also drafted updates to ARF 210.5 reporting instructions to provide authorized deposit-taking institutions with additional guidance. The revised ARS 210.0 is expected to apply to reporting periods ending on or after April 2021. The comment period on the proposed changes ends on October 17, 2020.

    In March 2020, APRA had requested 136 authorized deposit-taking institutions to submit a weekly or bi-weekly modified version of ARF 210.5, commencing from April 01, 2020. The request was aimed at the provision of timely information on authorized deposit-taking institutions' liquidity risk in response to the impact of COVID-19 outbreak. This modified version of ARF 210.5 contained additional information on authorized deposit-taking institutions' funding maturities and minimum liquidity holdings. After examining submissions since April 2020, APRA has identified areas where the reporting instructions for ARF 210.5 could be clarified. APRA is also proposing to update the due dates for the following quarterly liquidity reporting forms from 28 to 35 calendar days after the end of the quarter:

    • ARF 210.1A Liquidity Coverage Ratio—all currencies
    • ARF 210.1B Liquidity Coverage Ratio—AUD only
    • ARF 210.2 Minimum Liquidity Holdings Ratio
    • ARF 210.3.1 Contractual Maturity Mismatch—Funded Assets
    • ARF 210.3.2 Contractual Maturity Mismatch—Funding Liabilities and Capital
    • ARF 210.6 Net Stable Funding Ratio

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    Comment Due Date: October 17, 2020

    Keywords: Asia Pacific, Australia, Banking, ARS 210, Liquidity Risk, Daily Liquidity Report, ARF 210.5, APS 210, COVID-19, APRA

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