This data tracks the mismatch ratio of banks. This is a measure of a bank's liquidity over a 1-week or 1-month period.
Previous years: | Monthly: | ||||||
---|---|---|---|---|---|---|---|
Jan 2021 | Jan 2022 | Sep 2022 | Oct 2022 | Nov 2022 | Dec 2022 | Jan 2023 | |
Total funding and mismatch ($m) | |||||||
Total funding | 492,397 | 535,623 | 553,938 | 556,080 | 561,341 | 563,919 | 555,160 |
1-week mismatch | 26,224 | 35,919 | 40,534 | 42,250 | 46,191 | 51,311 | 46,847 |
1-month mismatch | 27,471 | 36,140 | 40,059 | 41,135 | 47,029 | 50,309 | 44,881 |
Mismatch ratio (%) | |||||||
1-week mismatch | 5.3 | 6.7 | 7.3 | 7.6 | 8.2 | 9.1 | 8.4 |
1-month mismatch | 5.6 | 6.7 | 7.2 | 7.4 | 8.4 | 8.9 | 8.1 |
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.
We release data approximately five weeks after the reference month.
We compile tables L1 and L2 from data required to be reported by registered banks from April 2010, and these are published from that date.
We compile table L3 from data that registered banks are required to report by from March 2011, and it is published from that date.
All locally incorporated banks are required to provide reports on liquidity to us.
The statistics release calendar provides a long-term plan of scheduled releases. We update and release it on the first working day of the month.
View the statistics release calendar
We provide this information as a service to the public.
We collect, monitor and analyse the data in undertaking our prudential supervisory functions. These operations involve liaising with and monitoring financial institutions to ensure effective implementation of policy and the soundness of the financial system.
Individual bank responses are strictly confidential.
Provisional data are italicised. New data, or revised data, are in bold font. Data are deemed provisional when a series is under review. This applies to the summary table only and not Excel files. We generally publish revisions when we are next due to update and release the table. Should we need to make revisions more promptly, we will post a special note. We post any major changes in methodology as a special note.
Definitions of series are available in the Series description.
Our 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.
We publish summary information on bank funding in the Standard Statistical Return monthly (see S tables).
Registered banks are required to publish Disclosure Statements quarterly. We reproduce summary information from these statements.
View the list of registered banks
Last updated December 2014
The definitions below are sourced directly from the Liquidity Policy.
Total funding is the sum of all market and non-market funding.
See definitions of ‘market' and ‘non-market' in table L3.
The one-week mismatch dollar amount as at month end, for the purposes of calculating the one-week mismatch ratio, is calculated as:
One-week mismatch 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:
One-month mismatch dollar amount =
The one-week mismatch ratio is calculated as:
One-week mismatch ratio =
The one-month mismatch ratio is calculated as:
Symbol or convention | Definition |
---|---|
0 | Zero or value rounded to zero |
- | Not applicable |
.. | Not available |
bold | Revised/new |
italics | Provisional |
Light grey background | Historical |
View more data in the Registered Banks series.