Document ID: chunk:federal_register_of_legislation:F2015L01984:body:0:p7
Version: federal_register_of_legislation:F2015L01984
Segment Type: other
Provision Reference: 
Character Range: 21451–24462

an overseas jurisdiction.

Directly held investments – large exposures

Item 1 collects large exposures that are directly held.

Unit of measurement: report item 1 column 2 and item 1.1 in thousands of dollars.

APRA-look through basis: report item 1 on a non APRA-look through basis.

Item 1                     Report each directly held large exposure as a separate line in item 1. Report indirectly held large exposures in item 2.

                           For each directly held large exposure report the name of the investment in column 1, the value of the investment in column 2, the asset class type in column 3, the asset domicile type in column 4, the asset listing type in column 5, the fixed income type in column 6, the fixed income currency type in column 7, the counterparty credit rating in column 8, the fixed income term in column 9, the mortgage type in column 10, international economy type in column 11 and the exposure type in column 12.

                           Item 1.1 is a derived item. Report total directly held large exposures in item 1.1 as equal to the sum of values reported in item 1 column 2.

                           The asset class types are: cash, fixed income, equity, property, infrastructure, commodities and 'other'.

                           The asset domicile types are: Australia domicile, international domicile and 'not applicable'. Where the asset domicile is not known, report asset domicile type as 'not applicable'.

                           The asset listing types are: listed, unlisted and 'not applicable'. Report asset listing type as 'not applicable' for asset class type 'cash'. Where the asset listing is not known, report asset listing type as 'not applicable'.

                           The fixed income types are: Government debt, non Government debt, mortgage debt, credit and 'not applicable'. Fixed income types are only applicable to the asset class type fixed income. For asset class type fixed income, where the fixed income type is not known, report fixed income type as 'not applicable'.

                           The fixed income currency types are: Australian dollars, other currency and 'not applicable'. Fixed income currency types are only applicable to the asset class type fixed income. For asset class type fixed income, where the fixed income currency is not known, report fixed income currency as 'not applicable'.

                           The fixed income terms are: short term, long term and 'not applicable'. Fixed income terms are only applicable to the asset class type fixed income. For asset class type fixed income, where the fixed income term is not known, report fixed income term as 'not applicable'.

                           The mortgage types are: residential mortgage, commercial mortgage and 'not applicable'. Mortgage types are only applicable to the fixed income type mortgage debt. For the fixed income type mortgage debt, where the mortgage type is not known, report mortgage type as 'not