Take following scenario. You have three attributes. Region -> Market -> Country. (I know, spelling are pretty bad)

Geography Hierarchy
I had implemented Security Filter at Country level several time and explained to several friends about how to do it. But I never came across a scenario when I had to do it at Market level or Region level, i.e., not the lowest level of hierarchy.
Take a scenario, when you have put security filter for the User Group, who have been provided access to only South Asia Market runs a report containing Country attributes or someone with EMEA Region access runs a report with Market attribute. What would happen? Do you think that someone with South Asia Market would be able to see only India and/or Srilanka or someone restricted to APAC can’t see Middle East Market or Panama Country?
I know the half answer. There are so many possibilities. Hope to completely post by Month end.
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