| Name: | CategoryOfExposureDimension |
|---|---|
| Label: | Category Of Exposure Dimension |
| TREF ID: | DM538 |
| Type: | Predefined |
| Description: |
This dimension is used to segment data based on the categories of asset exposures contained in the relevant prudential standards. |
| Usage: |
ARF_199_0, ARF_210_1A, ARF_210_1B, ARF_210_2, ARF_210_3_1, ARF_210_3_2, ARF_210_4, ARF_210_6, ARF_221_0, ARF_221_1, ARF_720_0A, ARF_720_0B, ARF_720_1A, ARF_720_1B, ARF_720_3, ARF_720_4, ARF_720_5, ARF_720_6, ARF_730_1, ARF_741_0, ARF_742_0A, ARF_742_0B, ARF_743_0, ARF_744_0A, ARF_744_0B, ARF_745_0, ARF_748_0A, ARF_748_0B, GRF_117_0, GRF_117_0_G, HRF_602_6, LRF_117_0
|
Dimension Members
| Name | Label | TREF ID | Description |
| AdditionalTier1CapitalInstruments | Additional Tier 1 Capital Instruments | DV8579 |
The information reported relates to exposures categorised as Additional Tier 1 Capital in Prudential Standard APS 111 Capital Adequacy: Measurement of Capital (APS 111). |
| AssetBackedCommercialPaper | Asset Backed Commercial Paper | DV7298 |
The information reported relates to a short-term investment vehicle with a maturity that is typically between 90 and 180 days. The security itself is typically issued by a bank or other financial institution. The notes are backed by physical assets such as trade receivables, and are generally used for short-term financing needs. |
| AssetBackedCommercialPaperAssetBackedSecuritiesCoveredBondsAndOtherStructuredFinancing | Asset Backed Commercial Paper Asset Backed Securities Covered Bonds And Other Structured Financing | DV7273 |
The information reported relates to secured funding through Asset Backed Commercial Paper, Asset Backed Securities, covered bonds and other structured financing SPVs (Special Purpose Vehicles). |
| AssetBackedSecurities | Asset Backed Securities | DV7266 |
The information reported relates to a financial security backed by a loan, lease or receivables against assets. |
| AustralianAndForeignSovereignGovernmentGuaranteed | Australian And Foreign Sovereign Government Guaranteed | DV7275 |
The information reported relates to exposures in securities guaranteed by Australian government and foreign sovereign government. |
| AustralianGovernment | Australian Government | DV7294 |
The information reported relates to any exposures to Australian Government debt securities. |
| AustralianGovernmentStateGovernmentOrTerritoryCentralBorrowingAuthorities | Australian Government State Government Or Territory Central Borrowing Authorities | DV8835 |
The information reported relates to any securities issued by Australian Government, State Government or Territory Central Borrowing Authorities. |
| AustralianStateGovernmentOrTerritoryCentralBorrowingAuthorities | Australian State Government Or Territory Central Borrowing Authorities | DV7292 |
The information reported relates to any exposures to Australian State Government or territory central borrowing authorities. |
| AuthorisedDepositTakingInstitutionIssuedSecurities | Authorised Deposit Taking Institution Issued Securities | DV7278 |
The information reported relates to authorised deposit-taking institutions (ADI) issued securities. |
| BankBills | Bank Bills | DV6107 |
The information reported relates to exposures categorised as bank bills. |
| BankBillsAssetsGuaranteedOSGovt | Bank Bills Assets Guaranteed OS Govt | DV6109 |
The information reported relates to exposures categorised as bank bills or an Assets guaranteed by an overseas provincial government (equivalent in status to an Australian State government), in the country in whose currency the liabilities of a fund are denominated. |
| BankBillsCommercialPaperAndOtherNonDepositObligations | Bank Bills Commercial Paper And Other Non Deposit Obligations | DV8282 |
The information reported relates to exposures categorised as bank bills, commercial paper and other non-deposit obligations. |
| BankBillsCommercialPaperNegotiableCertificateOfDepositsOther | Bank Bills Commercial Paper Negotiable Certificate Of Deposits Other | DV8836 |
Bank bills, commercial paper, negotiable certificate of deposits and any other non-deposit obligations from other authorised deposit-taking institutions with an original term of less than one year. |
| BankForInternationalSettlementInternationalMonetaryFundEuropeanCentralBankEuropeanCommunityMultilateralDevelopmentBanks | Bank For International Settlement International Monetary Fund European Central Bank European Community Multilateral Development Banks | DV7293 |
The information reported relates to exposures categorised as assets issued or guaranteed by Bank for International Settlement (BIS), International Monetary Fund (IMF), European Central Bank (ECB), and European Community (EC) or multilateral development banks (MDBs). |
| BillsOfExchange | Bills Of Exchange | DV8535 |
A bill of exchange is an unconditional order in writing, addressed by one person to another, signed by the person giving it (the drawer), requiring the person to whom it is addressed (the drawee or acceptor) to pay on demand, or at a fixed or determinable future time, a sum of money to, or to the order of, a specified party, or to bearer. This is defined in the Bills of Exchange Act 1909. |
| BillsOfExchangeBankAccepted | Bills Of Exchange Bank Accepted | DV8380 |
The information reported relates to exposures categorised as bank accepted bills of exchange. These are bills of exchange that have been signed by the bank, which 'accepts' liability to pay out the funds on the due date. The drawer incurs a corresponding liability towards the bank. |
| BillsOfExchangeNotBankAccepted | Bills Of Exchange Not Bank Accepted | DV8381 |
The information reported relates to exposures categorised as bills of exchange that are not bank accepted. |
| CentralBanks | Central Banks | DV7297 |
The information reported relates to any exposures to or guarantees by central banks. |
| CertificatesOfDepositBankBillsOtherShortTermDebtSecurities | Certificates Of Deposit Bank Bills Other Short Term Debt Securities | DV8277 |
The information reported relates to exposures categorised as certificates of deposit, bank bills, other short-term debt securities. |
| CombinationMultipleExposures | Combination Multiple Exposures | DV6118 |
The information reported relates to a combination of multiple categories of exposures. |
| CommercialPaper | Commercial Paper | DV8383 |
The information reported relates to exposures categorised as commercial paper which is a written promise to pay a specified sum of money to the bearer at an agreed date. It is usually issued for terms ranging from 30 to 180 days and is sold to an investor at a discount to the face value. |
| CommercialRealEstate | Commercial Real Estate | DV8822 |
The information reported relates to loans and finance leases for commercial property exposures as defined in Reporting Standard ARS 230.0 - Commercial Property. |
| CommonShareEquity | Common Share Equity | DV8276 |
The information reported relates to any exposures to common share equity (ordinary shares). |
| CorporateSecurities | Corporate Securities | DV7269 |
The information reported relates to other securities issued by corporations. |
| CoveredBond | Covered Bond | DV7302 |
The information reported relates to covered bonds that are bonds, notes or other debentures issued by an authorised deposit-taking institution (ADI), liabilities to the holders of which, or their representatives, are recoverable from the ADI and secured by assets beneficially owned by a covered bond special purpose vehicle. |
| DebtSecuritiesNotBillsOfExchange | Debt Securities Not Bills Of Exchange | DV8382 |
The information reported relates to exposures categorised as debt securities other than bills of exchange. |
| DebtSecuritiesNotBillsOfExchangeNotNegotiableCertificatesOfDeposit | Debt Securities Not Bills Of Exchange Not Negotiable Certificates Of Deposit | DV8574 |
The information reported relates to debt securities other than bills of exchange or negotiable certificates of deposit. |
| DebtSecuritiesNotNonNegotiableCertificatesOfDeposit | Debt Securities Not Non Negotiable Certificates Of Deposit | DV8379 |
The information reported relates to debt securities excluding non-negotiable certificates of deposit (CDs). These are transferable instruments evidencing a relationship of indebtedness. They are characterised by having a definable return that is not based on the economic performance of the issuing entity. This includes negotiable (CDs), bills of exchange, and hybrid securities treated as liabilities under Australian Accounting Standards. |
| DebtSecurity | Debt Security | DV7276 |
The reported information relates to debt securities including bank bills and Certificate of Deposits (CDs). |
| Deposits | Deposits | DV6110 |
The information reported relates to exposures categorised as deposits. |
| EuroCommercialPaper | Euro Commercial Paper | DV7280 |
The information reported relates to exposure to an unsecured, short-term debt issued by a bank or corporation in offshore markets other than the USA. |
| FinanceLeases | Finance Leases | DV8372 |
A lease that transfers substantially all the risks and rewards incidental to the ownership of the asset. Title may or may not eventually be transferred. |
| FinanceLeasesBillAcceptances | Finance Leases Bill Acceptances | DV8375 |
The reported information relates to finance leases and bill acceptances.Finance leases are leases that transfers substantially all the risks and rewards incidental to the ownership of the asset. Title may or may not eventually be transferred.Bill acceptances are bills of exchange that have been signed by the drawee, which 'accepts' liability to pay out the funds on the due date. The drawer incurs a corresponding liability towards the drawee. |
| ForeignGovernment | Foreign Government | DV7259 |
The information reported relates to any exposures to foreign government. |
| ForeignSovereigns | Foreign Sovereigns | DV7255 |
The information required relates to exposures to non-Australian Sovereigns. |
| GuaranteedByAustralianGovernment | Guaranteed By Australian Government | DV7300 |
The information reported relates to exposures categorised as assets guaranteed by Australian government. |
| GuaranteedByGovernment | Guaranteed By Government | DV6119 |
The information reported relates to exposures categorised as assets guaranteed by Australian State or Federal government or by national government of the country in whose currency the liabilities of the fund are denominated. |
| GuaranteedByNonAustralianSovereigns | Guaranteed By Non Australian Sovereigns | DV7301 |
The information reported relates to exposures categorised as assets guaranteed by non Australian government/sovereigns. |
| GuaranteedCurrencyProvincialGovernment | Guaranteed Currency Provincial Government | DV6117 |
The information reported relates to exposures categorised as an asset guaranteed by an overseas provincial government (equivalent in status to an Australian State government), being a government in the country in whose currency the liabilities of the statutory fund are denominated. |
| HybridSecurities | Hybrid Securities | DV8369 |
The information reported relates to exposures categorised as hybrid securities which are securities that combine elements of debt securities and equity securities. |
| LifeInsurancePolicyByRelatedParty | Life Insurance Policy By Related Party | DV6106 |
The information reported relates to exposures categorised as a life insurance policy issued by a registered life company which is a related entity. |
| LiquidityIntermediatedDeposits | Liquidity Intermediated Deposits | DV8272 |
The information reported relates to exposures categorised as all intermediated deposits for liquidity purposes when you look through to the original transaction as per Prudential Standard APS 210 - Liquidity, Attachment A. |
| Loans | Loans | DV8368 |
The information reported is in relation to loans. Loans means a financial asset that is: (1) created when a creditor lends funds directly to a debtor; and (2) is evidenced by non-negotiable documents. |
| LoansAndAdvances | Loans And Advances | DV8692 |
Loans and advances are those financial assets categorised as "Loans and Receivables" in the accounting standards, other than "Trade Receivables" and "Cash". |
| LoansAndFinanceLeases | Loans And Finance Leases | DV8384 |
The information reported is in relation to loans and finance leases. Loans are financial assets that are: (1) created when a creditor lends funds directly to a debtor; and (2) are evidenced by non-negotiable documents. Finance leases are leases that transfer substantially all the risks and rewards incidental to the ownership of the asset. Title may or may not eventually be transferred. |
| LoansFinanceLeasesBillAcceptances | Loans Finance Leases Bill Acceptances | DV8575 |
The reported information relates to business finance which covers loans, finance leases and bill acceptances. Finance leases are leases that transfers substantially all the risks and rewards incidental to the ownership of the asset. Title may or may not eventually be transferred.Bill acceptances are bills of exchange that have been signed by the drawee, which 'accepts' liability to pay out the funds on the due date. The drawer incurs a corresponding liability towards the drawee. Loans are financial assets that are: (1) created when a creditor lends funds directly to a debtor; and (2) are evidenced by non-negotiable documents. |
| MarketRelated | Market Related | DV8693 |
Exposures arising from market related contracts. |
| MembersWithdrawableShares | Members Withdrawable Shares | DV8370 |
The information reported are borrowings classified as members' withdrawable shares. |
| NegotiableCertificateOfDeposit | Negotiable Certificate Of Deposit | DV7281 |
The information report relates to a negotiable certificate of deposit which are negotiable-bearer debt securities. They are issued at a discount to the face value, can be traded in the secondary market and do not require endorsement when sold. Include transferable certificates of deposit. |
| NonBankAuthorisedDepositTakingInstitutionSecurities | Non Bank Authorised Deposit Taking Institution Securities | DV8377 |
The information reported relates to exposures to a body corporate authorised under subsection 9(3) of the Banking Act 1959 to carry on banking business in Australia, but which does not hold a consent under section 66 of the Banking Act 1959 to use the word 'bank'. |
| NonFinancialCorporatesSecurities | Non Financial Corporates Securities | DV8376 |
The information reported relates to exposures to non financial Corporates whose main activity is producing goods or non-financial services for sale at market prices. |
| NonRMBS | Non RMBS | DV8281 |
The information reported relates to exposures in stock that are non-residential mortgage-backed securities (non-RMBS). |
| NonReinsurance | Non Reinsurance | DV6116 |
The information reported relates to exposures categorised as non-reinsurance. |
| NonSuperannuationDepositsDoNotMeetOperationalDeposits | Non Superannuation Deposits Do Not Meet Operational Deposits | DV8273 |
The information reported relates to exposures categorised as non-superannuation fund deposits that meet the definition of operational deposits. |
| NonSuperannuationFundDeposits | Non Superannuation Fund Deposits | DV8280 |
The information reported relates to exposures categorised as non-superannuation fund deposits. |
| NonTradedSecLoanReinsurance | Non Traded Sec Loan Reinsurance | DV6122 |
The information reported relates to exposures categorised as non-traded security, loan or reinsurance arrangement with a counterparty grade of 1, 2 or 3. |
| NotMarketRelated | Not Market Related | DV8695 |
Exposures that are not arising from market related contracts. |
| NotSelfIssuedSecuritisedAssets | Not Self Issued Securitised Assets | DV7261 |
The information reported relates to securitised assets that have not been issued by the actual entity. |
| OtherActivelyTradedSecurity | Other Actively Traded Security | DV6113 |
The information reported relates to exposures categorised as any other actively traded security. |
| OtherDebtIssuedSecurities | Other Debt Issued Securities | DV7262 |
The information reported relates to other debt issued securities not reported elsewhere. |
| OtherExposure | Other Exposure | DV6115 |
The information reported relates to exposures categorised as any asset not covered by the list. |
| OtherFinancialInstitutionsSecurities | Other Financial Institutions Securities | DV8373 |
The information reported relates to exposures to counterparties classified as other financial institutions which are any financial institutions not already reported. |
| OtherHybridSecuritiesAndSubordinatedDebt | Other Hybrid Securities And Subordinated Debt | DV8580 |
The information reported relates to exposures categorised as other hybrid securities treated as liabilities and subordinated debt that are not classified as negotiable certificates of deposit; covered bonds; senior unsecured debt; additional Tier 1 capital instruments; or Tier 2 capital instruments. |
| OtherInterestBearingLiabilities | Other Interest Bearing Liabilities | DV8577 |
The information reported relates to interest-bearing liabilities other than deposits and debt securities. |
| OtherNotLoansAndAdvances | Other Not Loans And Advances | DV8694 |
The exposure is relating to exposures other than to loans and advances. |
| OtherOffshoreCentralBankRepoEligibleSecurities | Other Offshore Central Bank Repo Eligible Securities | DV8278 |
The information reported relates to exposures in any other offshore central repo-eligible debt security other than high quality liquid asset (HQLA) - HQLA1, HQLA2B and/or HQLA2B. |
| OtherPrivateSecurities | Other Private Securities | DV7299 |
The information reported relates to other private securities not already reported. |
| OtherRBARepoEligibleSecurities | Other RBA Repo Eligible Securities | DV8275 |
The information reported relates to exposures in any other Reserve Bank of Australia (RBA) repo-eligible debt security other than high quality liquid asset (HQLA) - HQLA1, HQLA2A and HQLA2B. |
| OutstandingPremiums | Outstanding Premiums | DV6121 |
The information reported relates to exposures categorised as outstanding premiums receivable by a reinsurer under a reinsurance policy with a registered life company. |
| PolicyNonRelated | Policy Non Related | DV6125 |
The information reported relates to exposures categorised as reinsurance arrangement with non-related registered life company. |
| PolicyReinsurerOSBus | Policy Reinsurer OS Bus | DV6108 |
The information reported relates to exposures categorised as an approved reinsurance arrangement in respect of overseas business, with a related entity of a registered life company that has a specialist reinsurer statutory fund. |
| PolicySpecialReinsureGrade1To3 | Policy Special Reinsure Grade 1 To 3 | DV6123 |
The information reported relates to exposures categorised as reinsurance with approved retrocessionaires with current counterparty grade of 1, 2 or 3 (Specialist reinsurers only). |
| PolicySpecialReinsureGrade1To3AgreementTime | Policy Special Reinsure Grade 1 To 3 Agreement Time | DV6114 |
The information reported relates to exposures categorised as reinsurance with approved retrocessionaires with counterparty grade of 1, 2 or 3 at the time of agreement (Specialist reinsurers only). |
| PreferenceShares | Preference Shares | DV8371 |
The information reported relates to exposures categorised as preference shares which are type of equity security that has a priority over dividend payments and to the assets of the company. |
| Property | Property | DV6120 |
The information reported relates to exposures categorised as real estate or other income producing real property asset. |
| PublicSectorEntities | Public Sector Entities | DV7268 |
The information reported relates to exposures to all public sector units controlled by state / territory governments are classified to the State / Territory Level of Government. For the purposes of the classification include: -Government units controlled by a state / territory government -Public financial corporations controlled by a state / territory government -Public non-financial corporations controlled by a state / territory government. |
| PublicSectorEntityOrMultilateralDevelopmentBank | Public Sector Entity Or Multilateral Development Bank | DV7271 |
The information reported relates to exposures categorised as assets issued or guaranteed by Public Sector Entity (PSEs) or multilateral development banks (MDBs). |
| RMBS | RMBS | DV8274 |
The information reported relates to exposures in stock that are residential mortgage-backed securities (RMBS). |
| Reinsurance | Reinsurance | DV6104 |
The information reported relates to exposures categorised as reinsurance. |
| ReinsuranceArrangement | Reinsurance Arrangement | DV6111 |
The information reported relates to exposures categorised as a reinsurance arrangement with a registered life company that is not a related entity of the life company; or with APRA's written approval, a reinsurance arrangement in respect of overseas business, with a related entity of a registered life company that has a fund which is a specialist reinsurer. |
| SecuritiesOtherInterestEarningAssets | Securities Other Interest Earning Assets | DV8374 |
The information reported is in relation to securities and other interest earning assets that are not loans or finance leases. |
| SecurityLoanReinsureG1To3RealEstateIncomeProducingProperty | Security Loan Reinsure G 1 To 3 Real Estate Income Producing Property | DV6112 |
The information reported relates to exposures categorised as any other actively traded security; or non-traded security, loan, or reinsurance arrangement with counterparty grade of 1, 2 or 3; or real estate; or other income producing real property asset. |
| SelfSecuritisedAssets | Self Securitised Assets | DV7251 |
The information reported relates to securities held as a result of internal securitisation, also referred to as self-securitisation. This process is where an originator sells a pool of assets to a related special purpose vehicle (SPV), and the SPV in turn issues debt securities, which are held entirely by the originator. |
| SemiGovernmentSecurities | Semi Government Securities | DV8378 |
The information reported relates to exposures classified as Semi Government which are debt obligations of a central borrowing authority of a state or territory of the Commonwealth of Australia. It includes fixed-interest rate bonds, linked bonds and Treasury notes issued by a state or territory of the Commonwealth of Australia. |
| SeniorUnsecuredDebt | Senior Unsecured Debt | DV8576 |
The information reported relates to exposures categorised as any unsecured debt security that must be repaid ahead of all other unsecured and subordinated debt security holders other than those outlined in section 13A(3)(a)-(e) of the Banking Act 1959 in the event that the authorised deposit-taking institution is unable to meet its obligations or is about to suspend payment. |
| SovereignCentralBank | Sovereign Central Bank | DV7296 |
The information reported relates to any exposure to assets issued or guaranteed by a Central Bank or Sovereign. |
| SuperannuationDepositsThatMeetsOperationalDeposits | Superannuation Deposits That Meets Operational Deposits | DV8271 |
The information reported relates to exposures categorised superannuation fund deposits that meets the definition of operational deposits. |
| SuperannuationFundDeposits | Superannuation Fund Deposits | DV8279 |
The information reported relates to exposures categorised as superannuation fund deposits. |
| Supranational | Supranational | DV7264 |
The information reported relates to exposure to supranational. |
| SupranationalPlusForeignGovernmentIssuedAndAustralianAndForeignGovernmentGuaranteed | Supranational Plus Foreign Government Issued And Australian And Foreign Government Guaranteed | DV7295 |
The information reported relates to exposure to supranational plus foreign government issued securities and Australian and foreign government guaranteed securities. |
| SupranationalsAndForeignGovernment | Supranationals And Foreign Government | DV7279 |
The information reported relates to exposure to supranationals plus foreign government issued securities. |
| Tier2CapitalInstruments | Tier 2 Capital Instruments | DV8578 |
The information reported relates to exposures categorised as instruments that are compliant with the definition of Tier 2 capital in Prudential Standard APS 111 Capital Adequacy: Measurement of Capital (APS 111). |
| USCommercialPaper | US Commercial Paper | DV7282 |
The information reported relates to exposure to an unsecured, short-term debt issued by a bank or corporation in the USA market. |