Australian Prudential Regulation Authority (confidentiality) determination No. 1 of 2022

 

Information provided by general insurers under relevant reporting documents

Australian Prudential Regulation Authority Act 1998

 

 

I, Alison Bliss, delegate of APRA:

 

(a)           under section 57 of the Australian Prudential Regulation Authority Act 1998 (the Act) and subsection 33(3) of the Acts Interpretation Act 1901, revoke the Australian Prudential Regulation Authority (confidentiality) determination No. 11 of 2015; and

 

(b)           under paragraph 57(2)(b) of the Act, determine all or a specified part of the reporting documents of a kind specified in Part 1, Part 2 or Part 3 of the Schedule do not contain confidential information.

 

This instrument commences upon registration on the Federal Register of Legislation.

 

Note:  The effect of this instrument is that the non-confidential information may be published under subsection 56(5C) of the Act.

 

 

Dated: 18 January 2022

 

[Signed]

 

Alison Bliss

General Manager

Data Analytics & Insights

 

 

Interpretation

In this determination

APRA means the Australian Prudential Regulation Authority.

reporting document means a reporting document within the meaning of section 13 of the Financial Sector (Collection of Data) Act 2001.

 

 

Schedule

Part 1 (Reporting documents covered by this determination)

This determination applies to quarterly and annual information in the reporting forms given to APRA by a general insurer under the following reporting standards, where a period of at least 14 days has elapsed from the date the general insurer was required to provide the information required under the reporting standards in accordance with paragraph 5 of Reporting Standard GRS 001 Reporting Requirements:

 

  1. Current reporting standards

 

  1. Reporting Standard GRS 112.0 Determination of Capital Base
  2. Reporting Standard GRS 114.1 Assets by Counterparty Grade
  3. Reporting Standard GRS 114.2 Derivatives Activity
  4. Reporting Standard GRS 114.3 Off-balance Sheet Business
  5. Reporting Standard GRS 114.4 Details of Investment Assets
  6. Reporting Standard GRS 300.0 Statement of Financial Position
  7. Reporting Standard GRS 310.0 Income Statement
  8. Reporting Standard GRS 310.1 Premium Revenue and Reinsurance Expense
  9. Reporting Standard GRS 310.2 Claims Expense and Reinsurance Recoveries
  10. Reporting Standard GRS 310.3 Details of Income and Expenses
  11. Reporting Standard GRS 400.0 Statement of Risk by Country
  12. Reporting Standard GRS 410.0 Movement in Outstanding Claims Liabilities
  13. Reporting Standard GRS 420.0 Premium Revenue by State and Territory of Australia
  14. Reporting Standard GRS 430.0 Claims Expense by State and Territory of Australia
  15. Reporting Standard GRS 440.0 Claims Development Tables

 

AND

 

This determination applies to semi-annual and annual information in the reporting forms given to APRA by a parent entity of a Level 2 insurance group under the following reporting standards, where a period of at least 14 days has elapsed from the date the parent entity was required to provide the information required under the reporting standards in accordance with paragraph 7 of Reporting Standard GRS 001 Reporting Requirements:

 

2.      Current reporting standards for level 2 insurance groups

 

  1. Reporting Standard GRS 112.0_G Determination of Capital Base
  2. Reporting Standard GRS 114.1_G Assets by Counterparty Grade
  3. Reporting Standard GRS 114.3_G Off-balance Sheet Business
  4. Reporting Standard GRS 300.0_G Statement of Financial Position
  5. Reporting Standard GRS 302.0_G Statement of Financial Position by Region
  6. Reporting Standard GRS 310.0_G Income Statement

 

Part 2 (Parts of reporting documents covered by this determination)

This determination applies to quarterly and annual information in the following parts of reporting forms given to APRA by a general insurer under the following reporting standards, where a period of at least 14 days has elapsed from the date the general insurer was required to provide the information required under the reporting standards in accordance with paragraph 5 of Reporting Standard GRS 001 Reporting Requirements:

 

  1. Current reporting standards

 

Parts of reporting form covered by this determination

Reporting standards

GRF 110.1: Prescribed Capital Amount

 

Section 1: Summary of prescribed capital amount:

 

  1. Insurance Risk Charge
    1. GRF 115.0: OCL Insurance Risk Charge
    2. GRF 115.1: PL Insurance Risk Charge
  2. GRF 116.0: Insurance Concentration Risk Charge
  3. GRF 114. 0: Asset Risk Charge
  4. GRF 117.0: Asset Concentration Risk Charge
  5. GRF 118.0: Operational Risk Charge
  6. Aggregation benefit
  7. Adjustments to prescribed capital amount as approved by APRA – Total amount 
  8. Prescribed capital amount

 

Section 2: Capital Adequacy Assessment - All data items

 

Section 3: Adjusted net assets in Australia - All data items

 

Reporting Standard GRS 110.1 Prescribed Capital Amount

 

 

 

GRF 114.0: Asset Risk Charge

 

Section 1: Asset Risk Charge calculation

 

  1. Items subject to stress
  2. Impact on capital base
  3. Risk charge components
  4. Aggregate risk charge component
  5. Less: Tax benefits deduction
  6. Adjustments to Asset Risk Charge as approved by APRA – Total amount
  7. Asset Risk Charge

 

Section 2: Additional information

 

8.      Assets fair values subject to credit spreads stress

9.      Stressed asset values post credit spreads stress

10.  Yields used in stress scenarios

 

Reporting Standard GRS 114.0 Asset Risk Charge

 

GRF 115.0: Outstanding Claims Liabilities – Insurance Risk Charge

 

All data items, excluding 'Adjustments and exclusions to prudential requirements for the OCL Insurance Risk Charge'

Reporting Standard GRS 115.0 Outstanding Claims Liabilities - Insurance Risk Charge 

 

 

 

GRF 115.1: Premiums Liabilities – Insurance Risk Charge

 

All data items, excluding 'Adjustments and exclusions to prudential requirements for the PL Insurance Risk Charge'

 

Reporting Standard GRS 115.1 Premiums Liabilities - Insurance Risk Charge

 

 

 

GRF 117.0: Asset Concentration Risk Charge (GEN)

 

  1. Capital base
  2. Adjusted net assets in Australia

 

Section 2A: Asset Concentration Risk Charge limits - All data items

 

Section 3: Totals and risk charges

3.1  Reinsurers with counterparty grade 4 

3.2  Reinsurers with counterparty grade 5, 6 or 7

3.3  Reinsurance Asset Concentration Risk Charge

3.4  Related parties part of an APRA-regulated group  

3.5  Unrelated parties part of an APRA-regulated group  

3.6  Other    

3.7  Non-reinsurance Asset Concentration Risk Charge 

3.8  Adjustments to Asset Concentration Risk Charge as approved by APRA – Total amount

3.9  Asset Concentration Risk Charge

 

Reporting Standard GRS_117.0: Asset Concentration Risk Charge

GRF 118.0: Operational Risk Charge (GEN)

 

  1. Operational Risk Charge for inwards reinsurance business (ORCI) – All data items
  2. Operational Risk Charge for business that is not inwards reinsurance (ORCNI) - All data items
  3. Adjustments to Operational Risk Charge as approved by APRA – Total amount
  4. Total Operational Risk Charge

 

Reporting Standard GRS 118.0: Operational Risk Charge

 

AND

 

This determination applies to transitional information in the following parts of reporting forms given to APRA by a general insurer under the following reporting standards, where a period of at least 14 days has elapsed from the date the general insurer was required to provide the information required under the reporting standards in accordance with paragraph 5 of Reporting Standard GRS 001 Reporting Requirements:

 

Parts of reporting form covered by this determination

Reporting standards

GRF 900.0_L: Statement of Financial Performance and Position (L) – All data items

 

GRF_900.1_L: Premium Revenue, Reinsurance and Claims Expenses (L)

 – All data items

 

Reporting Standard GRS 900.0 Transitional Arrangements 2010 (Effective until July 2010)

 

AND

 

This determination applies to semi-annual and annual information in the following parts of reporting forms given to APRA by a parent entity of a Level 2 insurance group under the following reporting standards, where a period of at least 14 days has elapsed from the date the general insurer was required to provide the information required under the reporting standards in accordance with paragraph 7 of Reporting Standard GRS 001 Reporting Requirements:

 

2.      Current reporting standards for level 2 insurance groups

 

Parts of reporting form covered by this determination

Reporting standards

GRF_110.1_G: Prescribed Capital Amount (G)

 

Section 1 Summary of prescribed capital amount:

  1. Insurance Risk Charge:
    1. GRF_115.0_G: OCL Insurance Risk Charge 
    2. GRF_115.1_G: PL Insurance Risk Charge. 
  2. GRF_116.0_G: Insurance - Concentration Risk Charge. 
  3. GRF_114.0_G: Asset Risk Charge.
  4. GRF_117.0_G: Asset Concentration Risk Charge.
  5. GRF_118.0_G: Operational Risk Charge.
  6. Aggregation benefit
  7. Adjustments to prescribed capital amount as approved by APRA – Total amount.
  8. Prescribed capital amount.

 

Section 2: Capital Adequacy Assessment – All data items

Reporting Standard GRS 110.1_G Prescribed Capital Amount

 

GRF_114.0 G: Asset Risk Charge

 

Section 1 : Asset Risk Charge calculation

  1. Items subject to stress
  2. Impact on capital base
  3. Risk charge components
  4. Aggregate risk charge component
  5. Less: Tax benefits deduction
  6. Adjustments to Asset Risk Charge as approved by APRA – Total amount
  7. Asset Risk Charge

 

Section 2: Additional information

8.      Assets fair values subject to credit spreads stress

9.      Stressed asset values post credit spreads stress

10.  Yields used in stress scenarios

 

Reporting Standard GRS 114.0_G Asset Risk Charge

 

GRF_115.0A_G Outstanding Claims Liabilities - Insurance Risk Charge - Australia by Class of Business (G)

 

All data items, excluding 'Adjustments to OCL Insurance Risk Charge'

 

Reporting Standard GRS 115.0_G Outstanding Claims Liabilities - Insurance Risk Charge

 

GRF_115.0B_G Outstanding Claims Liabilities - Insurance Risk Charge - Australia by Region (G)

 

Were actuarial services used to complete this return (Yes/No)

 

Section 1: Direct business (Australian)

All data items

 

Section 2: Direct business (International)

All data items

 

Section 3: Reinsurance business (Australian)

All data items

 

Section 4: Reinsurance business (International)

All data items

 

Section 5: Total

Total direct Australian business - All data items

Total direct International business - All data items

Total reinsurance Australian business - All data items

Total reinsurance International business - All data items

Group adjustments

Adjustments to OCL Insurance Risk Charge as approved by APRA

Total - All data items

OCL surplus / (deficit)

 

Reporting Standard GRS 115.0_G Outstanding Claims Liabilities - Insurance Risk Charge

 

GRF_115.1A_G Premiums Liabilities - Insurance Risk Charge - Australia by Class of Business (G)

 

All data items, excluding 'Adjustments to PL Insurance Risk Charge'

 

 

Reporting Standard GRS 115.1_G Premiums Liabilities - Insurance Risk Charge

 

GRF_115.1B_G Premiums liabilities - Insurance Risk Charge - Australia by Region (G)

 

Were actuarial services used to complete this return (Yes/No)

Basis of preparation

 

PART A: PREMIUMS LIABILITIES - GPS 320 BASIS

All data items

 

PART B: PREMIUMS LIABILITIES - AASB BASIS

All data items

 

PART C: ADDITIONAL POLICIES RISK CHARGE

All data items

 

PART D: TOTAL PREMIUMS LIABILITIES

 

Section 15: Total

Total Australian direct business - All data items

Total Australian reinsurance business - All data items

Total International direct business - All data items

Total International reinsurance business - All data items

Group adjustments

Adjustments to PL Insurance Risk Charge as approved by APRA

Total - All data items

PL surplus / (deficit) – All data items

 

Reporting Standard GRS 115.1_G Premiums Liabilities - Insurance Risk Charge

 

GRF_117.0_G: Asset Concentration Risk Charge (G)

 

  1. Capital base

 

Section 2A: Asset Concentration Risk Charge limits

All data items

 

Section 3: Totals and risk charges

3.1  Reinsurers with counterparty grade 4 

3.2  Reinsurers with counterparty grade 5, 6 or 7

3.3  Reinsurance Asset Concentration Risk Charge     

3.4  Related parties part of an APRA-regulated group   

3.5  Unrelated parties part of an APRA-regulated group   

3.6  Other    

3.7  Non-reinsurance Asset Concentration Risk Charge    

3.8  Adjustments to Asset Concentration Risk Charge as approved by APRA – Total amount

3.9  Asset Concentration Risk Charge

 

Reporting Standard GRS 117.0_G Asset Concentration Risk Charge

GRF_118.0_G: Operational Risk Charge (G)

 

  1. Operational Risk Charge for inwards reinsurance business (ORCI) – All data items
  2. Operational Risk Charge for business that is not inwards reinsurance (ORCNI) - All data items
  3. Adjustments to Operational Risk Charge as approved by APRA – Total amount
  4. Total Operational Risk Charge

 

Reporting Standard GRS 118.0_G Operational Risk Charge

 

 

Part 3 (Superseded reporting documents covered by this determination)

This determination applies to quarterly and annual information in the following reporting forms or parts of reporting forms given to APRA by a general insurer under the following reporting standards:

 

Reporting standards which ceased to have effect for general insurers

 

General Insurance Reporting Standards (2013)

 

Reporting Standard GRS 112.0 Determination of Capital Base

 

Parts of reporting form covered by this determination

Reporting standards

GRF_440.0_L: Claims Development Table (L)

 

All data items

 

Reporting Standard GRS 440.0 Claims Development Tables

 

General Insurance Reporting Standards (2010)

 

  1. Reporting Standard GRS 110.0 (2010) Minimum Capital Requirement
  2. Reporting Standard GRS 120.0 (2010) Determination of Capital Base
  3. Reporting Standard GRS 130.0 Balance Sheet Business - Credit Substitutes Provided and Capital Charge
  4. Reporting Standard GRS 130.1 Off Balance Sheet Business - Liquidity Support Facilities Obtained
  5. Reporting Standard GRS 130.2 Off Balance Sheet Business - Charges Granted and Risk Charge
  6. Reporting Standard GRS 140 (2010) Investments

 

Parts of reporting form covered by this determination

Reporting standards

GRF_150.0_B: Asset Exposure Concentrations and Risk Charge (B)

 

Adjusted net assets in Australia.

GRADE 4 and 5 TOTALS – All data items

NET CONCENTRATION RISK CHARGE

 

GRF_150.0_L: Asset Exposure Concentrations and Risk Charge (L)

 

Capital base.

GRADE 4 and 5 TOTALS – All data items

NET CONCENTRATION RISK CHARGE

 

Reporting Standard GRS 150.0 (2010) Asset Exposure Concentrations and Risk Charge

 

 

g.      Reporting Standard GRS 160.0 (2010) Derivative Activity and Risk Charge

h.      Reporting Standard GRS 170.0 (2010) Concentration Risk Charge

 

Parts of reporting form covered by this determination

Reporting standards

GRF_210.0_L: Outstanding Claims Provision - Insurance Risk Charge (L) 

 

All data items

 

GRF_210_1_L: Premiums Liabilities - Insurance Risk Charge (L)

 

All data items

 

Reporting Standard GRS 210 (2010) Insurance Risk Charge

 

 

i.         Reporting Standard GRS 300.0 (2010) Statement of Financial Position

j.         Reporting Standard GRS 301.0 (2010) Reinsurance Assets and Risk Charge

 

 

Parts of reporting form covered by this determination

Reporting standards

 

GRF_310.0_B: Statement of Financial Performance (B)

 

All data items

 

GRF_310.0_L: Statement of Financial Performance ( L)

 

All data items

 

GRF_310.1_L: Premium Revenue and Reinsurance Expense

 

All data items

 

GRF_310.2_L: Claims Expense and Reinsurance Recoveries (L)

 

All data items

 

GRF_310.3_L: Details of Income and Expenses

 

All data items

 

Reporting Standard GRS 310 (2010) Statement of Financial Performance

 

GRF_400.0_L: Statement of Risk by Country

 

All data items

 

GRF_410.0_L: Movement In Outstanding Claims Provision (L)

 

All data items

 

GRF_440.0_L: Claims Development Table (L)

 

All data items

 

Reporting Standard GRS 400 (2010) Supplementary Reporting Information

 

 

General Insurance Reporting Standards (2008)

 

  1. Reporting Standard GRS 110.0 (2008) Minimum Capital Requirement
  2. Reporting Standard GRS 120.0 (2008) Determination of Capital Base
  3. Reporting Standard GRS 130.0 (2008) Balance Sheet Business - Credit Substitutes Provided and Capital Charge
  4. Reporting Standard GRS 130.1 (2008) Off Balance Sheet Business - Liquidity Support Facilities Obtained
  5. Reporting Standard GRS 130.2 (2008) Off Balance Sheet Business - Charges Granted and Risk Charge
  6. Reporting Standard GRS 140.0 (2008) Investments - Direct Interest Rate Holdings and Risk Charge
  7. Reporting Standard GRS 140.1 (2008) Investments - Direct Equity Holdings and Risk Charge
  8. Reporting Standard GRS 140.2 (2008) Investments - Direct Property Holdings and Risk Charge
  9. Reporting Standard GRS 140.3 (2008) Investments - Loans and Advances and Risk Charge
  10. Reporting Standard GRS 140.4 (2008) Investments - Indirectly Held by Insurer and Risk Charge

 

Parts of reporting form covered by this determination

Reporting standards

GRF_150.0_B: Asset Exposure Concentrations and Risk Charge (B)

 

Adjusted net assets in Australia.

GRADE 4 and 5 TOTALS – All data items

NET CONCENTRATION RISK CHARGE

 

GRF_150.0_L: Asset Exposure Concentrations and Risk Charge (L)

 

Capital base.

GRADE 4 and 5 TOTALS – All data items

NET CONCENTRATION RISK CHARGE

 

Reporting Standard GRS 150.0 (2008) Asset Concentration and Risk Charge

 

 

k.      Reporting Standard GRS 160.0 (2008) Derivative Activity and Risk Charge

 

 

Parts of reporting form covered by this determination

Reporting standards

GRF_210.0_L: Outstanding Claims Provision - Insurance Risk Charge (L)

 

All data items

 

Reporting Standard GRS 210.0 (2008) Outstanding Claims Provision - Insurance Risk Charge

 

GRF_210.1_L: Premiums Liabilities - Insurance Risk Charge (L)

 

All data items

 

Reporting Standard GRS 210.1 (2008) Premium Liabilities - Insurance Risk Charge

 

l.         Reporting Standard GRS 300.0 (2008) Statement of Financial Position

m.    Reporting Standard GRS 301.0 (2008) Reinsurance Assets and Risk Charge

n.      Reporting Standard GRS 310.0 (2008) Statement of Financial Performance

 

Parts of reporting form covered by this determination

Reporting standards

GRF_310.1_L: Premium Revenue and Reinsurance Expense

 

All data items

 

Reporting Standard GRS 310.1 (2008) Premium Revenue and Reinsurance Expense

 

GRF_310.2_L: Claims Expense and Reinsurance Recoveries (L)

 

All data items

 

Reporting Standard GRS 310.2 (2008) Claims Expense and Reinsurance Recoveries

 

 

o.      Reporting Standard GRS 310.3 (2008) Investment and Operating Income and Expense

p.      Reporting Standard GRS 320.0 (2008) Reconciliation of Annual Disclosure

q.      Reporting Standard GRS 400.0 (2008) Statement of Risk by Country

 

Parts of reporting form covered by this determination

Reporting standards

GRF_410.0_L: Movement In Outstanding Claims Provision (L)

 

All data items

 

Reporting Standard GRS 410.0 (2008) Movement in Outstanding Claims Provision

 

GRF_440.0_L: Claims Development Table (L)

 

All data items

Reporting Standard GRS 440.0 (2008) Claims Development Tables

 

 

General Insurance Reporting Standards (2007)

  1. Reporting Standard GRS 110.0 (2007) Minimum Capital Requirement
  2. Reporting Standard GRS 120.0 (2007) Determination of Capital Base
  3. Reporting Standard GRS 130.0 (2007) Balance Sheet Business - Credit Substitutes Provided and Capital Charge
  4. Reporting Standard GRS 130.1 (2007) Off Balance Sheet Business - Liquidity Support Facilities Obtained
  5. Reporting Standard GRS 130.2 (2007) Off Balance Sheet Business - Charges Granted and Risk Charge
  6. Reporting Standard GRS 140.0 (2007) Investments - Direct Interest Rate Holdings and Risk Charge
  7. Reporting Standard GRS 140.1 (2007) Investments - Direct Equity Holdings and Risk Charge
  8. Reporting Standard GRS 140.2 (2007) Investments - Direct Property Holdings and Risk Charge
  9. Reporting Standard GRS 140.3 (2007) Investments - Loans and Advances and Risk Charge
  10. Reporting Standard GRS 140.4 (2007) Investments - Indirectly Held by Insurer and Risk Charge

 

 

Parts of reporting form covered by this determination

Reporting standards

GRF_150.0_B: Asset Exposure Concentrations and Risk Charge (B)

 

Adjusted net assets in Australia.

GRADE 4 and 5 TOTALS – All data items

NET CONCENTRATION RISK CHARGE

 

GRF_150.0_L: Asset Exposure Concentrations and Risk Charge (L)

 

Capital base.

GRADE 4 and 5 TOTALS – All data items

NET CONCENTRATION RISK CHARGE

 

Reporting Standard GRS 150.0 (2007) Asset Exposure Concentrations and Risk Charge

 

 

k.      Reporting Standard GRS 160.0 (2007) Derivative Activity and Risk Charge

l.         Reporting Standard GRS 170.0 (2007) Concentration Risk Charge

 

Parts of reporting form covered by this determination

Reporting standards

GRF_210.0_L: Outstanding Claims Provision - Insurance Risk Charge (L)

 

All data items

 

Reporting Standard GRS 210.0 (2007) Outstanding Claims Provision - Insurance Risk Charge

 

GRF_210.1_L: Premiums Liabilities - Insurance Risk Charge (L)

 

All data items

 

Reporting Standard GRS 210.1 (2007) Premium Liabilities - Insurance Risk Charge

 

m.    Reporting Standard GRS 300.0 (2007) Statement of Financial Position

n.      Reporting Standard GRS 310.0 (2007) Statement of Financial Performance

 

 

Parts of reporting form covered by this determination

Reporting standards

GRF_310.1_L: Premium Revenue and Reinsurance Expense

 

All data items

 

Reporting Standard GRS 310.1 (2007) Premium Revenue and Reinsurance Expense

 

GRF_310.2_L: Claims Expense and Reinsurance Recoveries (L)

 

All data items

 

Reporting Standard GRS 310.2 (2007) Claims Expense and Reinsurance Recoveries

 

 

o.      Reporting Standard GRS 310.3 (2007) Investment and Operating Income and Expense

p.      Reporting Standard GRS 320.0 (2007) Reconciliation of Annual Disclosure

q.      Reporting Standard GRS 400.0 (2007) Statement of Risk by Country

 

Parts of reporting form covered by this determination

Reporting standards

GRF_410.0_L: Movement In Outstanding Claims Provision (L)

 

All data items

 

Reporting Standard GRS 410.0 (2007) Movement in Outstanding Claims Provision

 

GRF_440.0_L: Claims Development Table (B)

 

All data items

 

GRF_440.0_L: Claims Development Table (L)

 

All data items

 

Reporting Standard GRS 440.0 (2007) Claims Development Tables

 

 

General Insurance Reporting Standards (2005)

  1. Reporting Standard GRS 110.0 (2005) Minimum Capital Requirement
  2. Reporting Standard GRS 120.0 (2005) Determination of Capital Base
  3. Reporting Standard GRS 130.0 (2005) Balance Sheet Business - Credit Substitutes Provided and Risk Charge
  4. Reporting Standard GRS 130.1 (2005) Off Balance Sheet Business - Liquidity Support Facilities Obtained
  5. Reporting Standard GRS 130.2 (2005) Off Balance Sheet Business - Charges Granted and Risk Charge
  6. Reporting Standard GRS 140.0 (2005) Investments - Direct Interest Rate Holdings and Risk Charge
  7. Reporting Standard GRS 140.1 (2005) Investments - Direct Equity Holdings and Risk Charge
  8. Reporting Standard GRS 140.2 (2005) Investments - Direct Property Holdings and Risk Charge
  9. Reporting Standard GRS 140.3 (2005) Investments - Loans and Advances and Risk Charge
  10. Reporting Standard GRS 140.4 (2005) Investments - Indirectly Held by Insurer and Risk Charge

 

 

Parts of reporting form covered by this determination

Reporting standards

GRF_150.0: Asset Exposure Concentrations and Risk Charge – Insurer (Licensed insurer)

 

Totals – All data items

Total adjusted concentration risk charge

 

GRF_150.0: Asset Exposure Concentrations and Risk Charge – Insurer (Group)

 

Totals – All data items

Total adjusted concentration risk charge

 

GRF_150.0: Asset Exposure Concentrations and Risk Charge – Branch (Licensed insurer)

 

Totals – All data items

Total adjusted concentration risk charge

 

Reporting Standard GRS 150.0 (2005) Asset Exposure Concentrations and Risk Charge

 

 

k.      Reporting Standard GRS 160.0 (2005) Derivatives Activity and Risk Charge

l.         Reporting Standard GRS 170.0 (2005) Maximum Event Retention and Risk Charge

 

Parts of reporting form covered by this determination

Reporting standards

GRF_210.0_L: Outstanding Claims Provision - Insurance Risk Charge (L) – Insurer (Licensed insurer)

 

All data items

 

GRF_210.0_L: Outstanding Claims Provision - Insurance Risk Charge (L) – Insurer (Group)

 

All data items

 

GRF_210_0_L: Outstanding Claims Provision - Insurance Risk Charge (L) – Branch (Licensed insurer)

 

All data items

 

 

Reporting Standard GRS 210.0 (2005) Outstanding Claims Provision - Insurance Risk Charge

 

GRF_210.1_L: Premiums Liabilities - Insurance Risk Charge (L) – Insurer (Licensed insurer)

 

All data items

 

GRF_210.1_L: Premiums Liabilities - Insurance Risk Charge (L) – Insurer (Group)

 

All data items

 

GRF_210.1_L: Premiums Liabilities - Insurance Risk Charge (L) – Branch (Licensed insurer)

 

All data items

 

Reporting Standard GRS 210.1 (2005) Premium Liabilities - Insurance Risk Charge

 

m.    Reporting Standard GRS 300.0 (2005) Statement of Financial Position

n.      Reporting Standard GRS 310.0 (2005) Statement of Financial Performance

Parts of reporting form covered by this determination

Reporting standards

GRF_310.1_L: Premium Revenue and Reinsurance Expense – Insurer (Licensed insurer)

 

All data items

 

GRF_310.1_L: Premium Revenue and Reinsurance Expense – Insurer (Group)

 

All data items

 

GRF_310.1_L: Premium Revenue and Reinsurance Expense – Branch (Licensed insurer)

 

All data items

 

Reporting Standard GRS 310.1 (2005) Premium Revenue and Reinsurance Expense

 

GRF_310.2_L: Claims Expense and Reinsurance Recoveries – Insurer (Licensed insurer)

 

All data items

 

GRF_310.2_L: Claims Expense and Reinsurance Recoveries – Insurer (Group)

 

All data items

 

GRF_310.2_L: Claims Expense and Reinsurance Recoveries – Branch (Licensed insurer)

 

All data items

 

Reporting Standard GRS 310.2 (2005) Claims Expense and Reinsurance Recoveries

 

 

o.      Reporting Standard GRS 310.3 (2005) Investment and Operating Income and Expense

p.      Reporting Standard GRS 320.0 (2005) Reconciliation of Annual Disclosure

q.      Reporting Standard GRS 400.0 (2005) Statement of Risk by Country

 

Parts of reporting form covered by this determination

Reporting standards

GRF_410.0_L: Movement In Outstanding Claims Provision – Insurer (Licensed insurer)

 

All data items

 

GRF_410.0_L: Movement In Outstanding Claims Provision – Insurer (Group)

 

All data items

 

GRF_410.0_L: Movement In Outstanding Claims Provision – Branch (Licensed insurer)

 

All data items

 

Reporting Standard GRS 410.0 (2005) Movement in Outstanding Claims Provision

 

GRF_440.0_L: Claims Development Table – Insurer (Licensed insurer)

 

All data items

 

GRF_440.0_L: Claims Development Table – Group (Licensed insurer)

 

All data items

 

GRF_440.0_L: Claims Development Table – Branch (Licensed insurer)

 

All data items

Reporting Standard GRS 440.0 (2005) Claims Development Tables

 

 

General Insurance Reporting Standards (2002)

 

  1. Reporting Standard GRS 110.0 (2002) Minimum Capital Requirement made on 28 June 2002
  2. Reporting Standard GRS 120.0 (2002) Determination of Capital Base made on 28 June 2002
  3. Reporting Standard GRS 130.0 (2002) Balance Sheet Business - Credit Substitutes Provided and Capital Charge made on 28 June 2002
  4. Reporting Standard GRS 130.1 (2002) Off Balance Sheet Business - Liquidity Support Facilities Obtained made on 28 June 2002
  5. Reporting Standard GRS 130.2 (2002) Off Balance Sheet Business - Charges Granted and Risk Charge made on 28 June 2002
  6. Reporting Standard GRS 140.0 (2002) Investments - Direct Interest Rate Holdings and Risk Charge made on 28 June 2002
  7. Reporting Standard GRS 140.1 (2002) Investments - Direct Equity Holdings and Risk Charge made on 28 June 2002
  8. Reporting Standard GRS 140.2 (2002) Investments - Direct Property Holdings and Risk Charge made on 28 June 2002
  9. Reporting Standard GRS 140.3 (2002) Investments - Loans and Advances and Risk Charge made on 28 June 2002
  10. Reporting Standard GRS 140.4 (2002) Investments - Indirectly Held by Insurer and Risk Charge made on 28 June 2002

 

Parts of reporting form covered by this determination

Reporting standards

GRF_150.0: Asset Exposure Concentrations and Risk Charge – Insurer (Licensed insurer)

 

Totals – All data items

Total adjusted concentration risk charge

 

GRF_150.0: Asset Exposure Concentrations and Risk Charge – Insurer (Group)

 

Totals – All data items

Total adjusted concentration risk charge

 

GRF_150.0: Asset Exposure Concentrations and Risk Charge – Branch (Licensed insurer)

 

Totals – All data items

Total adjusted concentration risk charge

 

Reporting Standard GRS 150.0 (2002) Asset Exposure Concentrations and Risk Charge made on 28 June 2002

 

 

k.      Reporting Standard GRS 160.0 (2002) Derivatives Activity and Risk Charge made on 28 June 2002

l.         Reporting Standard GRS 170.0 (2002) Maximum Event Retention and Risk Charge made on 28 June 2002

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Parts of reporting form covered by this determination

Reporting standards

GRF_210.0_L: Outstanding Claims Provision - Insurance Risk Charge (L) – Insurer (Licensed insurer)

 

All data items

 

GRF_210.0_L: Outstanding Claims Provision - Insurance Risk Charge (L) – Insurer (Group)

 

All data items

 

GRF_210.0_L: Outstanding Claims Provision - Insurance Risk Charge (L) – Branch (Licensed insurer)

 

All data items

 

Reporting Standard GRS 210.0 (2002) Outstanding Claims Provision - Insurance Risk Charge made on 28 June 2002

 

GRF_210.1_L: Premiums Liabilities - Insurance Risk Charge (L) – Insurer (Licensed insurer)

 

All data items

 

GRF_210.1_L: Premiums Liabilities - Insurance Risk Charge (L) – Insurer (Group)

 

All data items

 

GRF_210.1_L: Premiums Liabilities - Insurance Risk Charge (L) – Branch (Licensed insurer)

 

All data items

 

Reporting Standard GRS 210.1 (2002) Premium Liabilities - Insurance Risk Charge made on 28 June 2002

 

m.    Reporting Standard GRS 300.0 (2002) Statement of Financial Position made on 28 June 2002

n.      Reporting Standard GRS 310.0 (2002) Statement of Financial Performance made on 28 June 2002

 

 

 

 

 

 

 

 

 

 

Parts of reporting form covered by this determination

Reporting standards

GRF_310.1_L: Premium Revenue and Reinsurance Expense – Insurer (Licensed insurer)

 

All data items

 

GRF_310.1_L: Premium Revenue and Reinsurance Expense – Insurer (Group)

 

All data items

 

GRF_310.1_L: Premium Revenue and Reinsurance Expense – Branch (Licensed insurer)

 

All data items

 

Reporting Standard GRS 310.1 (2002) Premium Revenue and Reinsurance Expense made on 28 June 2002

 

GRF_310.2_L: Claims Expense and Reinsurance Recoveries – Insurer (Licensed insurer)

 

All data items

 

GRF_310.2_L: Claims Expense and Reinsurance Recoveries – Insurer (Group)

 

All data items

 

GRF_310.2_L: Claims Expense and Reinsurance Recoveries – Branch (Licensed insurer)

 

All data items

 

Reporting Standard GRS 310.2 (2002) Claims Expense and Reinsurance Recoveries made on 28 June 2002

 

 

o.      Reporting Standard GRS 310.3 (2002) Investment and Operating Income and Expense made on 28 June 2002

p.      Reporting Standard GRS 320.0 (2002) Reconciliation of Annual Disclosure made on 28 June 2002

q.      Reporting Standard GRS 400.0 (2002) Statement of Risk by Country made on 28 June 2002

 

Parts of reporting form covered by this determination

Reporting standards

GRF_410.0_L: Movement In Outstanding Claims Provision – Insurer (Licensed insurer)

 

All data items

 

GRF_410.0_L: Movement In Outstanding Claims Provision – Insurer (Group)

 

All data items

 

GRF_410.0_L: Movement In Outstanding Claims Provision – Branch (Licensed insurer)

 

All data items

 

Reporting Standard GRS 410.0 (2002) Movement in Outstanding Claims Provision made on 28 June 2002

 

GRF_440.0_L: Claims Development Table – Insurer (Licensed insurer)

 

All data items

 

GRF_440.0_L: Claims Development Table – Group (Licensed insurer)

 

All data items

 

GRF_440.0_L: Claims Development Table – Branch (Licensed insurer)

 

All data items

 

Reporting Standard GRS 440.0 (2002) Claims Development Tables made on 28 June 2002

 

 

AND

 

This determination applies to semi-annual and annual information in the following reporting forms or parts of reporting forms given to APRA by a general insurer under the following reporting standards:

 

Reporting standards for level 2 insurance groups which ceased to have effect prior to 1 January 2013

 

General Insurance Reporting Standards (2011)

 

Parts of reporting form covered by this determination

Reporting standards

GRF_110.0_G Minimum Capital Requirement (G)

 

  1. GRF_131.0_G: Total off-balance sheet exposure risk charge  
  2. GRF_141.0_G: Listed equity holdings risk charge 
  3. GRF_150.0_G: Asset exposure concentration risk charge 
  4. GRF_300.0_G: Statement of financial position - Investment risk charge 
  5. GRF_301.0_G: Reinsurance assets and risk charge 
  6. Derivatives activity and risk charge – all data items
  7. Concentration risk charge for: GRF_210.0_G: OCL insurance risk charge
  8. Concentration risk charge for: GRF_210.1_G: Premiums liabilities insurance risk charge             
  9. Total variation in capital charges as approved by APRA
  10. Minimum capital requirement 
  11. GRF_120.0_G: Determination of capital base 
  12. Capital surplus (deficiency) 
  13. Solvency coverage 
  14. Capital adequacy ratio %

 

Reporting Standard GRS 110.0_G (2011) Minimum Capital Requirement

 

 

  1. Reporting Standard GRS 120.0_G (2011) Determination of Capital Base

 

Parts of reporting form covered by this determination

Reporting standards

GRF_210.0A_G Outstanding Claims Liability - Insurance Risk Charge - Australia by class of business (G)

 

All data items

 

GRF_210.0B_G Outstanding Claims Liability - Insurance Risk Charge - Australia by region (G)

 

All data items

 

Reporting Standard GRS 210.0_G (2011) Outstanding Claims Liabilities - Insurance Risk Charge

 

GRF_210.1A_G Premium liabilities - Insurance Risk Charge - Australia by class of business (G)

 

All data items

 

GRF_210.1B_G Premium liabilities - Insurance Risk Charge - Australia by region (G)

 

All data items

 

Reporting Standard GRS 210.1_G (2011) Premiums Liabilities - Insurance Risk

 

 

b.      Reporting Standard GRS 300.0_G (2011) Statement of Financial Position

c.      Reporting Standard GRS 301.0_G (2011) Reinsurance Assets and Risk Charge

d.      Reporting Standard GRS 302.0_G (2011) Statement of Financial Position by Region

e.      Reporting Standard GRS 310.0_G (2011) Income Statement

 

General Insurance Reporting Standards (2009)

 

Parts of reporting form covered by this determination

Reporting standards

GRF_110.0_G Minimum Capital Requirement (G)

 

  1. GRF_131.0_G: Total off-balance sheet exposure risk charge 
  2. GRF_141.0_G: Listed equity holdings risk charge 
  3. GRF_150.0_G: Asset exposure concentration risk charge 
  4. GRF_300.0_G: Statement of financial position - Investment risk charge 
  5. GRF_301.0_G: Reinsurance assets and risk charge 
  6. Derivatives activity and risk charge – all data items
  7. Concentration risk charge for:  GRF_210.0_G: OCL insurance risk charge
  8. Concentration risk charge for:  GRF_210.1_G: Premiums liabilities insurance risk charge
  9. Total variation in capital charges as approved by APRA
  10. Minimum capital requirement 
  11. GRF_120.0_G: Determination of capital base 
  12. Capital surplus (deficiency) 
  13. Solvency coverage 
  14. Capital adequacy ratio %

 

Reporting Standard GRS 110.0_G (2009) Minimum Capital Requirement

 

 

  1. Reporting Standard GRS 120.0_G (2009) Determination of Capital Base
  2. Reporting Standard GRS 131.0_G (2009) Off Balance Sheet Exposure Risk Charge
  3. Reporting Standard GRS 141.0_G (2009) Listed Equity Holdings and Risk Charge

 

Parts of reporting form covered by this determination

Reporting standards

GRF_150.0_G Asset Exposure Concentrations and Risk Charge (G)

 

Capital base.

GRADE 4 and 5 TOTALS – All data items

NET CONCENTRATION RISK CHARGE

 

Reporting Standard GRS 150.0_G (2009) Asset Exposure Concentrations and Risk Charge

 

GRF_210.0_G Outstanding Claims Liability - Insurance Risk Charge (G)

 

All data items

 

Reporting Standard GRS 210.0_G (2009) Outstanding Claims Liabilities - Insurance Risk Charge

 

GRF_210.1_G Premium liabilities - Insurance Risk Charge (G)

 

All data items

 

Reporting Standard GRS 210.1_G (2009) Premiums Liabilities - Insurance Risk

 

 

d.      Reporting Standard GRS 300.0 G (2009) Statement of Financial Position

e.      Reporting Standard GRS 301.0 G (2009) Reinsurance Assets and Risk Charge

f.        Reporting Standard GRS 302.0_G (2009) Statement of Financial Position by Region

g.      Reporting Standard GRS 310.0_G (2009) Income Statement