The production taxonomy release is available on the SBR collaboration environment.
SBR AU Definitional Taxonomy (sbr.au.taxonomy.02.82)
Definitional additions:
- 21 new elements
- 10 new dimensions
- 53 new dimension values
- 1 new datatype
- 2 new enumerations
Definitional changes:
- 5 changed elements
- 16 changed dimensions
- 23 changed dimension values
SBR AU Reports (sbr.au.reports.02.76)
Australian Prudential Regulation Authority (APRA)
New reporting taxonomies:
- ARF_180_1
- ARF_180_2
- ARF_226_0
Changed reporting taxonomies:
- ARF_112_2A
- ARF_113_0A
- ARF_113_0B
- ARF_113_0C
- ARF_113_0D
- ARF_113_0E
- ARF_113_1A
- ARF_113_1B
- ARF_113_1C
- ARF_113_1D
- ARF_113_1E
- ARF_113_3A
- ARF_113_3B
- ARF_113_3C
- ARF_113_3D
- ARF_118_1
- ARF_220_5
- ARF_330_0_C
- ARF_330_0_L
- ARF_720_0A
- ARF_720_0B
- ARF_720_3
- ARF_720_6
- GRF_110_1
- GRF_110_1_G
Definitional Taxonomy
The following changes have been applied to the Definitional Taxonomy.
Datatype Schema (dtyp.sbr.02.56)
sbrCVAApproachCodeItemType
- Added enumerations: Standardised formula | Simplified approach
Information Classification
Business Accounting And Financials (02.56)
- Financial Position (02.44)
- DE953 Assets.SecuritiesHeldForTrading.Amount
- DE15000 Assets.SecuritiesNotHeldForTrading.Amount
- DE15342 Assets.PrudentialNonCentrallyClearedDerivativeAggregateNotional.Amount
- DE15345 Assets.CollateralPostedInitialMarginDerivativesOrIndependent.Amount
- DE15346 Liabilities.CollateralReceivedInitialMarginDerivativesOrIndependent.Amount
- DE15350 Liabilities.CollateralReceivedVariationMarginNonCentrallyClearedDerivatives.Amount
- DE15351 Assets.CollateralPostedVariationMarginNonCentrallyClearedDerivatives.Amount
- Other Accounting And Financial Disclosures (02.37)
- DE12871 FinancialRisk.PrefundedDefaultFundContribution.Amount
- DE13022 FinancialRisk.Credit.CreditValueAdjustmentCapitalCharge.Amount
- DE15332 FinancialRisk.ExposuresPrudentialBilateralTransactions.Amount
- DE15333 FinancialRisk.ExposuresPrudentialCentralCounterparty.Amount
- DE15334 FinancialRisk.ExposuresCapitalChargeAuthorisedDepositTakingInstitution.Amount
- DE15335 FinancialRisk.ExposuresCapitalChargeQualifyingCentralCounterparty.Amount
- DE15336 FinancialRisk.ReplacementCostExcludingCollateral.Amount
- DE15337 FinancialRisk.ReplacementCostWithEligibleCollateral.Amount
- DE15338 FinancialRisk.ExposuresPrudentialBilateralCounterparty.Number
- DE15339 FinancialRisk.Credit.WeightedAverageEffectiveMaturityExposurePrudentialBilateral.Number
- DE15340 FinancialRisk.Credit.WeightedAverageLGDExposurePrudentialBilateral.Percent
- DE15341 FinancialRisk.Credit.IncurredCreditValuationAdjustmentLoss.Amount
- DE15343 FinancialRisk.ExposuresPrudentialCoveredCounterparty.Number
- DE15344 FinancialRisk.Credit.OffBalanceSheetMarketRelatedExposuresRWEPlusCapitalCharges.Amount
- DE15347 FinancialRisk.Credit.CreditValueAdjustmentCalculatingApproach.Text
- DE15348 FinancialRisk.PrefundedDefaultFundContributionTotalClearingMember.Amount
- DE15349 FinancialRisk.PrefundedDefaultFundContributionQualifyingCentralCounterparty.Amount
- DE15352 FinancialRisk.PrefundedDefaultFundContributionAuthorisedDepositTakingInstitution.Amount
Revenue Collection (02.58)
- Tax Collection (02.58)
- DE253 IncomeTax.ExpenseOrBenefit.Amount
Dimensions
- DM339 TransactionIntentDimension
- DM355 BalanceTypeDimension
- DM359 CounterpartyRelationshipTypeDimension
- DM368 MaterialityDimension
Including alias dimensions:
- DM966 CentralCounterpartyExposureRankingDimension
- DM969 QualifiedCentralCounterpartyTradeExposureDimension
- DM970 QualifiedCentralCounterpartyDefaultFundDimension
DM391 ResidualTermToMaturityDimension
DM400 CCFFloorDimension
DM407 SpecificRiskWeightDimension
Including alias dimension:
- DM968 RiskWeightDimension
DM431 ExchangesOfPrincipalDimension
DM436 AssetImpairmentValueTypeDimension
Including alias dimension:
- DM904 AccumulatedDepreciationAndOrAmortisationAndOrImpairmentDimension
DM538 CategoryOfExposureDimension
DM546 ContractTypeDimension
DM559 CreditValueAdjustmentCapitalFormulaComponentDimension
DM560 CentralCounterpartyClassificationDimension
DM758 AssetClassTypeDimension
Includes alias dimension:
- DM974 CollateralTypesDimension
DM906 StandardEconomicSectorClassificationsOfAustraliaDimension
DM957 OutstandingTransactionTypeDimension
DM962 MarginTypeDimension
DM963 CalendarMonthsDimension
Includes alias dimension:
- DM971 ReferenceMonthsDimension
DM964 TransactionDescriptionDimension (Typed)
DM965 CentralCounterpartyNameDimension (Typed)
DM967 ExposureClassificationTypeDimension
DM972 MarginExchangeStatusDimension
DM973 ExemptionsFromMarginRequirementDimension
DM975 CompliantCreditSupportAnnexesDimension
DM976 CounterpartyCreditRiskAssetClassDimension
DM977 TransactionDateDimension