Release details - 13 December 2018

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

Last updated: 
13 December 2018
Page ID: 
435