Financial Sector (Collection of Data) (reporting standard) determination No. 16 of 2025
Table 6: IRRBB model changesTable 6: IRRBB model changes
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Table 6: IRRBB model changes
Table 6 captures an ADI’s list of model changes within a given reporting period. This encompasses all model changes that were implemented by the ADI within a given reporting period and is not limited to model changes that required APRA-approval.
Data fields required to be reported are listed below. They are shown sequentially in the column order that they will appear in the reported data set. Constraints on the data that can be reported for each field have also been provided.
| Name | Valid values | Description | |
|---|---|---|---|
| 1 | Start date | Date values (dd/mm/yyyy) | Report the start date when the model change was implemented by the ADI and incorporated in the IRRBB capital calculation.Dates of change are to be entered using DD/MM/YYYY format. |
| 2 | Description | Free text | Report the description of the model change.Maximum character length string is 400 characters. |
| 3 | Value | Whole dollars | Report the value of the model change capital impact. |
| 4 | Quantitatively material | YesNo | Report whether the model change is quantitatively material, based on the ADI’s assessment of materiality. |
| 5 | Qualitatively material | YesNo | Report whether the model change is qualitatively material, based on the ADI’s assessment of materiality. |
| 6 | APRA approval | YesNo | Report whether the model change was approved by APRA prior to being implemented by the ADI. |