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Banking (prudential standard) determination No. 3 of 2015 - Prudential Standard APS 330 - Public Disclosure
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Department of the Treasury
This item is authorised by the following title:
Banking Act 1959
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F2015L01177
24 July 2015
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30 June 2018
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the main drivers of the LCR results and the evolution of the contribution of inputs to the LCR’s calculation over time;
intra-period changes as well as changes over time;
the composition of its HQLA;
concentration of funding sources;
derivative exposures and potential collateral calls;
currency mismatch in the LCR;
where appropriate, the degree of centralisation of liquidity management and interaction between the Level 2 group’s units; and
other inflows and outflows in the LCR calculation that are not captured in the LCR disclosure template but which the ADI considers to be relevant for its liquidity profile.