Australian Housing Dynamics and Affordability
LIQUIDITY COVERAGE RATIO (LCR) SUMMARY1
LCR COMPOSITION (AVERAGE)
FY19
$188b
Internal RMBS
Other ALA²
HQLA2
$134b
Wholesale funding
HQLA1
Customer deposits
Liquid Assets
& other³
Net Cash Outflow
MOVEMENT IN AVERAGE LCR SURPLUS ($b)
FY18 v FY19
|
FY18
|
LCR 138%
2
53
-4
1
0
-4
FY19
LCR 140%
6
54
FY18
CLF4
Liquid
Assets
LCR Surplus
Retail/SME Corp/FI/ Wholesale
PSE Funding
Other5
FY19
LCR Surplus
1. All figures shown on a Level 2 basis as per APRA Prudential Standard APS210 2. Comprised of assets qualifying as collateral for the Committed Liquidity Facility (CLF), excluding internal RMBS,
up to approved facility limit; and any assets contained in the RBNZ's liquidity Policy - Annex: Liquidity Assets - Prudential Supervision Department Document BS13A 3. 'Other' includes off-balance
sheet and cash inflows 4. RBA CLF increased by $1.1b from 1 January 2019 to $48.0b (2018: $46.9b, 2017: $43.8b) 5. 'Other' includes off-balance sheet and cash inflows
ANZ
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