Previous years: | Monthly: | ||||||
---|---|---|---|---|---|---|---|
Oct 2017 | Oct 2018 | Jun 2019 | Jul 2019 | Aug 2019 | Sep 2019 | Oct 2019 | |
Core funding ratio | |||||||
Total loans and advances ($m)1 | 397,083 | 421,586 | 435,788 | 438,753 | 440,899 | 443,347 | 445,613 |
Core funding ($m) | 351,056 | 368,772 | 380,236 | 383,803 | 381,998 | 387,308 | 388,282 |
Core funding ratio (%) | 88.4 | 87.5 | 87.3 | 87.5 | 86.6 | 87.4 | 87.1 |
Data on the value of funding are published as end of month figures in millions of New Zealand dollars. Ratios are published as percentages.
Monthly
Data is released approximately five weeks after the reference month.
Tables L1 and L2 are compiled from data required to be reported by registered banks from April 2010, and are published from that date.
Table L3 is compiled from data required to be reported by registered banks from March 2011, and is published from that date.
All locally incorporated banks are required to provide reports on liquidity to the Reserve Bank.
The Statistics Release Calendar provides a long-term plan of scheduled releases. It is updated and released on the first working day of the month.
View the Statistics Release Calendar.
The information is disseminated by the Reserve Bank of New Zealand as a service to the public.
The RBNZ collects, monitors and analyses the data in undertaking its prudential supervisory functions. These operations involve liaising with and monitoring financial institutions, in order to ensure effective implementation of policy and the soundness of the financial system.
Individual bank responses are strictly confidential.
Provisional data are italicised. Data are deemed provisional when a series is under review. New data, or revised data, are in bold font. This applies to the summary table only and not excel files. Revisions are generally published when the table is next due to be updated and released. Should revisions need to be made more promptly, a note is posted on the website under "Revisions to Tables".
Any major changes in methodology will be posted here on this website.
Definitions of series are available in the Series description.
The Reserve Bank's Liquidity Policy specifies the minimum prudential standards for registered banks, addressing the degree of liquidity risk that they take on, and their approach to managing that risk.
View the Liquidity Policy.
Summary information on bank funding is published in the Standard Statistical Return monthly (See S tables).
Registered banks are required to publish Disclosure Statements quarterly. Summary information from these statements is reproduced by the Reserve Bank and available on the website.
A list of registered banks is available.
Last updated December 2014
The definitions below are sourced directly from the Liquidity Policy.
Total loans and advances (as per BS13) is the figure for loans & advances (net) as reported in the monthly Bank Balance Sheet Survey for the month that is two months prior to the BS13 reporting month..
The core funding dollar amount as at month end, for the purposes of calculating the one-week mismatch ratio, is calculated as:
One year core funding dollar amount =
The one-month mismatch dollar amount as at month end, for the purposes of calculating the one-month mismatch ratio is calculated as:
The core funding ratio (CFR) is defined as:
Core funding ratio =
The Reserve Bank initially set the minimum CFR at 65 percent from April 2010, and increased the minimum to 70 percent from 1 July 2011. From 1 January 2013 the CFR increased to 75 percent.
The May 2012 Financial Stability Report (FSR) presented an estimate for the CFR, prior to the introduction of the liquidity policy, from March 1988 onwards using other data sources. See the May 2012 FSR, figure E1.
0 | Zero or value rounded to zero |
- | Not applicable |
.. | Not available |
bold | Revised/new |
italics | Provisional |
light red background | Historical |