Document ID: chunk:federal_register_of_legislation:F2023L00579:front:0:p6
Version: federal_register_of_legislation:F2023L00579
Segment Type: other
Provision Reference: 
Character Range: 13562–17264

that table when reported.

Definitions
Terms in bold italics are defined in this Definitions section of these instructions.

A

Adjustment for Cumulative Exposures Amount                     For reinsurance exposures only, this is the adjustment for cumulative exposures that needs to be made in accordance with GPS 117.

Asset Concentration Risk Charge Limit Amount                   For reinsurance exposures this means the appropriate asset concentration limit as specified in GPS 117 for reinsurance exposures to grade 5, 6 and 7 counterparties or grade 4 counterparties belonging to the same group.

                                                               For non-reinsurance exposures this means the appropriate Asset Concentration Risk Charge limit as specified in GPS 117.

Asset Concentration Risk Charge Long Term Limit Amount         This means the appropriate Asset Concentration Risk Charge limit for long-term exposures to unrelated parties that are part of an APRA-regulated group as per GPS 117.

Asset Concentration Risk Charge Long Term Net Exposure Amount  This means the fair value of the exposure to long-term assets, net of provision for doubtful debts and after amounts that are deducted from the capital base. Long term exposures are those assets with a residual maturity of greater than one year.

                                                               For exposures categorised as 'unrelated party (APRA-regulated group)', this is the fair value of the exposure to long-term assets, net of provision for doubtful debts and after amounts that are deducted from the capital base. Long term exposures are those assets with a residual maturity of greater than one year.

Asset Concentration Risk Charge Net Exposure Amount            This means the fair value of the exposure, net of provision for doubtful debts and any regulatory adjustments to capital base related to this exposure, that is subject to Asset Concentration Risk Charge.

                                                               For reinsurance exposures, regulatory adjustments would consist of reinsurance assets that do not meet the reinsurance documentation test and the governing law requirements as per Prudential Standard GPS 230 Reinsurance Management (GPS 230).

Asset Exposure Category After Eligible Credit Support          For reinsurance exposures that are covered by eligible credit support, report the counterparty grade grouping as:

                                                                    * grade 4; or
                                                                    * grade 5, 6 or 7.

                                                               For non-reinsurance exposures, categorise the exposure into one of the following in accordance with GPS 117:

                                                                    * related party (APRA-regulated group);
                                                                    * unrelated party (APRA-regulated group); or
                                                                    * other.

C

Counterparty Grade type                           This means the classification applied to the exposure as per Prudential Standard GPS 001 Definitions (GPS 001).

Counterparty Group Name                           This is the name of the group to which the counterparty to the exposure belongs.

Counterparty Name                                 This is the name of the counterparty to the exposure.

Counterparty Grade After Eligible Credit Support  This means the counterparty grade type related to exposures that are covered by collateral or guarantee.

E

Eligible Credit Support Applied