Consolidated Exposures-Immediate Risk Basis

\n\nIn March 2003, banks and selected Registered Financial Corporations (RFCs)\nbegan reporting their international assets, liabilities and country exposures\nto APR in ARF/RRF 231 International Exposures. This return is the basis of\nthe data provided by Australia to the Bank for International Settlements (BIS)\nfor its International Banking Statistics (IBS) data collection. APR ceased\nthe RFC data collection after September 2010.\n\nThe IBS data are based on the methodology described in the BIS Guide on\nInternational Financial Statistics (see\nhttp://www.bis.org/statistics/intfinstatsguide.pdf; Part II International\nbanking statistics). Data reported for Australia, and other countries, on the\nBIS website are expressed in United States dollars (USD).\n\nData are recorded on an end-quarter basis.\n\nAll banks operating in Australia complete ARF 231. Between March 2003 and\nSeptember 2010, only those larger RFCs with sizeable overseas assets and/or\nliabilities completed RRF 231. Bank and RFC positions are reported in\nAustralian dollars (AUD). Non-AUD denominated positions have been converted to\nAUD using an appropriate end-quarter exchange rate, so changes in reported\ndata between quarters are due not only to changes in positions but also\nvaluation gains or losses due to exchange rate changes.\n\nThere are two sets of IBS data: locational data, which are used to gauge the\nrole of banks and financial centres in the intermediation of international\ncapital flows; and consolidated data, which can be used to monitor the country\nrisk exposure of national banking systems. Only consolidated data are reported\nin this statistical table.\n\nThe data in this statistical table summarise the country exposures of\nAustralian-owned banks (and selected RFCs between March 2003 and September\n2010). This is a smaller reporting pool than the series reported in\nstatistical table B11.2, which is based on all banks and RFCs reporting\nARF/RRF 231 data. The types of assets included here are consistent with those\nreported in statistical tables B11.1, B11.2 and B12.1, except that the data\nare consolidated for Australian-owned reporting entities (i.e. includes the\nclaims on countries of all the offices worldwide of entities with head offices\nin Australia, but excludes positions between different offices of the same\ngroup). Consolidated data only include positions with non-residents (in any\ncurrency).\n\nData are shown for a selected group of countries that account for the bulk of\nthe total. Similar data for other countries are also available in statistical\ntables B13.1.1 and B13.1.2.\n\nData presented in this statistical table are immediate risk claims (expressed\nby the BIS as claims on an immediate borrower basis), which cover exposures on\nan immediate counterparty location basis. Ultimate risk claims are presented\nin a complementary statistical table B13.2, which cover immediate exposures\nadjusted (via guarantees and other risk transfers) to reflect the location of\nthe ultimate counterparty/risk.\n\nIn the maturity distribution, the shortest maturity bracket includes deposits\nthat are repayable on demand, overdue items and overdrafts.\n\naInternational claimsa represent cross-border claims in all currencies and\nforeign officesa local claims in non-local currencies (which would include,\nfor example, USD claims on New Zealand residents by the New Zealand\nsubsidiary of an Australian-owned bank). Also shown are the local currency\nclaims on local residents by the foreign offices of reporting entities (for\nexample, the New Zealand dollar (NZD) claims on New Zealand residents by the\nNew Zealand subsidiary of an Australian-owned bank). These local currency\nclaims are added to international claims to produce foreign claims.\n\nInternational organisations are included in the aPublic sectora category in\nthe consolidated data (while in the locational data they can be reported as\neither bank or non-bank depending on the particular organisation). Official\nmonetary authorities (central banks or similar national and international\nbodies, such as the BIS) are also included in the public sector in the\nconsolidated data (but are treated as banks in the locational data, B12.1 and\nB12.2). Publicly-owned entities (other than banks) are classed in the aNon-\nbank private sectora in the consolidated data (and as non-banks in the\nlocational data).\n\nThe aNet risk transfera is mainly due to risk transfers into and out of\nAustralia and typically does not sum to zero. In several cases, risk is\ntransferred out of the countries listed and into Australia hence becoming, in\neffect, domestic exposures (and reducing foreign claims on an ultimate risk\nbasis). Similarly, the risk associated with what were initially domestic\nexposures has in several cases been transferred, via guarantees and other risk\ntransfers, to other countries (thereby increasing foreign claims on an\nultimate risk basis). The total risk transfer amount is not comparable to the\nrisk transfer amount reported for Australia in the data series of statistical\ntable B11.2 as the former covers only Australian-owned entities while the\nlatter is for all reporting entities.\n\nDerivatives are not included in international claims or foreign claims.\n\n

2003年3月起，各银行及指定注册金融公司（Registered Financial Corporations, RFCs）需通过ARF格式的ARF/RRF 231国际敞口报表，向APR报送其国际资产、负债及国别敞口情况。该报表是澳大利亚向国际清算银行（Bank for International Settlements, BIS）的国际银行业统计（International Banking Statistics, IBS）数据采集项目提交数据的基础。APR已于2010年9月后停止RFC数据的采集工作。

国际银行业统计数据的编制依据为BIS《国际金融统计指南》中的方法（详见http://www.bis.org/statistics/intfinstatsguide.pdf；第二部分：国际银行业统计）。BIS官网中澳大利亚及其他国家报送的数据均以美元（United States Dollars, USD）计价。

数据采用季末口径记录。

所有在澳运营的银行均需填报ARF 231报表。2003年3月至2010年9月期间，仅资产及/或负债规模较大的大型RFCs需填报RRF 231报表。银行及RFC的头寸以澳元（Australian Dollars, AUD）报送。非澳元计价的头寸已按季末适用汇率折算为澳元，因此季度间报送数据的变化不仅源于头寸变动，还包含汇率波动带来的估值损益。

国际银行业统计数据分为两类：一是区位数据，用于衡量银行及金融中心在国际资本流动中介中的作用；二是合并数据，可用于监测国家银行体系的国别风险敞口。本统计表仅报送合并数据。

本统计表的数据汇总了澳大利亚本土银行（以及2003年3月至2010年9月期间的指定RFCs）的国别敞口情况。本报表的报送范围小于统计表B11.2，后者涵盖所有填报ARF/RRF 231数据的银行及RFCs。本报表包含的资产类型与统计表B11.1、B11.2及B12.1中披露的资产类型保持一致，但针对澳大利亚本土报送主体采用合并口径编制（即包含总部位于澳大利亚的实体全球所有分支机构对他国的债权，但剔除同一集团内不同分支机构间的头寸）。合并数据仅包含与非居民的头寸（不限货币种类）。

数据展示了占总敞口绝大多数的指定国家群体。其他国家的同类数据可在统计表B13.1.1及B13.1.2中查询。

本统计表披露的数据为即期风险债权（BIS定义为基于直接借款人的债权），其覆盖范围为基于直接交易对手所在地的敞口。终极风险债权详见配套统计表B13.2，该类数据为经担保及其他风险转移调整后的即期敞口，以反映最终交易对手/风险的所在地。

在期限分布中，最短期限档包含活期存款、逾期款项及透支额度。

“国际债权”涵盖所有货币的跨境债权，以及海外分支机构持有的非本地货币计价的本地债权（例如，澳大利亚本土银行的新西兰子公司对新西兰居民持有的美元债权）。报送内容还包括报送主体的海外分支机构对本地居民持有的本地货币债权（例如，澳大利亚本土银行的新西兰子公司对新西兰居民持有的新西兰元（New Zealand Dollar, NZD）债权）。将上述本地货币债权与国际债权相加，即可得到外国债权。

合并数据中，国际组织被归入“公共部门”类别（而在区位数据中，国际组织可根据具体属性被归类为银行或非银行机构）。官方货币当局（中央银行或类似的国家及国际机构，如BIS）同样被归入合并数据的公共部门范畴（但在区位数据B12.1及B12.2中被视为银行）。除银行外的公有实体在合并数据中被归类为“非银行私营部门”（在区位数据中同样归类为非银行机构）。

“净风险转移”主要源于澳大利亚境内外的风险转移，通常合计不为零。在若干案例中，风险从所列国家转移至澳大利亚，实质上转变为国内敞口（并降低了基于终极风险口径的外国债权）。同理，部分原本属于国内敞口的风险已通过担保及其他风险转移方式转移至其他国家（从而增加了基于终极风险口径的外国债权）。本统计表披露的总风险转移额与统计表B11.2中澳大利亚相关数据的风险转移额不具可比性：前者仅覆盖澳大利亚本土主体，而后者涵盖所有报送主体。

衍生品未纳入国际债权或外国债权的统计范畴。