| Name: | LargeExposureExclusionCategoryDimension |
|---|---|
| Label: | Large Exposure Exclusion Category Dimension |
| TREF ID: | DM953 |
| Type: | Predefined |
| Description: |
This categorises the data according to the reasons for the exposure being excluded from being reported as a large exposure in accordance with APS 221 Large Exposures. |
| Usage: |
Dimension Members
| Name | Label | TREF ID | Description |
| QCCPClearing | QCCP Clearing | DV8791 |
Qualifying central counterparties (QCCPs) relating to clearing activities. A QCCP is an entity that is licensed to operate as a central counterparty (CCP) (including a licence granted by way of confirming an exemption), and is permitted by the CCP's regulator/supervisor to operate as such with respect to the products offered. This is subject to the provision that the CCP is based and prudentially supervised in a jurisdiction where the relevant regulator/overseer has established, and publicly indicated that it applies to the CCP on an ongoing basis, domestic rules and regulations that are consistent with the CPSS-IOSCO Principles for Financial Market Infrastructures. |
| SettlementExposure | Settlement Exposure | DV8790 |
Exposures arising in the course of settlement of market-related contracts unless the transaction remains unsettled after its delivery due date in which case the exposure value is the positive current exposure amount. |
| SovereignsHeldHQLA | Sovereigns Held HQLA | DV8789 |
Sovereigns held for high quality liquid assets (HQLA) are exposures to governments or central banks (both Australian and foreign) that are held for HQLA purposes under Prudential Standard APS 210 Liquidity. |