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Hi,
There are a number of reports in the EPM reporting Pack 2 - http://archive.msdn.microsoft.com/EPMReportPack/Release/ProjectReleases.aspx?ReleaseId=3114 which works on Project Server 2010 as well as 2007. The reports included are:
Security Categories Modified Security Groups Modified Security No RBS setting Security Permissions on User Level Security Templates Modified Security Users Modified
If these don't meet your requirements, they will provide a good foundation for modification.
Hope this helps,