PET - Plain English Taxonomy

ARF_120_2: Securitisation - Supplementary Items
Effective date: 1 January 2018
Australian Business Number Institution Name
   
Reporting Period Scale Factor
  Millions to one decimal place for banks
Whole dollars no decimal place for other ADIs
Reporting Consolidation
Level 1 / Level 2
1. Securitised assets
Value of assets in pool Impaired Past due Repurchases Outstanding securities
(1) (2) (3) (4) (5)
1.1. Securitised assets          
1.1.1. Housing loans
1.1.2. Personal loans
1.1.3. Commercial loans
1.1.4. Other
1.1.5. Total
Value of assets in pool Outstanding securities
(1) (2)
1.2. Securitisation prudential treatment    
1.2.1. Securitisations that meet the operational requirements for regulatory capital relief
1.2.1.1. of which: subject to transitional arrangements
1.2.2. Securitisations that meet the operational requirements for funding-only
1.2.3. Synthetic securitisation
1.2.3.1. of which: subject to transitional arrangements
1.2.4. Other securitisations
2. Holdings of securities
2.1. SPVs for which more than 20 per cent of own outstanding senior securities are held
SPV name Senior securities held Total senior securities outstanding Own senior securities held
(1) (2) (3) (4)
3. Provision of facilities
ADI as originator Other Total
Notional amount Drawn amount Notional amount Drawn amount Notional amount Drawn amount
(1) (2) (3) (4) (5) (6)
3.1. Facilities categorised as securitisation exposures            
3.1.1. Liquidity and other funding facilities
3.1.2. Credit enhancements
3.1.3. Derivatives transactions
3.1.3.1. of which: basis swaps
3.1.4. Other facilities
3.1.5. Total
ADI as originator Other Total  
(1) (2) (3)
3.2. Cash collateral treated as a securitisation exposure
4. Details of new arrangements entered into in the quarter
4.1. Loans sold or originated into securitisation SPVs
SPV name Value of loans sold or originated Value of funding received
(1) (2) (3)
4.2. New facilities provided to securitisation SPVs
SPV name Liquidity and other funding facilities Credit enhancements Derivatives transactions Basis swaps Other facilities
(1) (2) (3) (4) (5) (6)
5. Self-securitisations
5.1. Self-securitised assets
Self-securitisation structures Value of assets in pool
(1) (2)
Value of assets in pool Securities sold under agreement to repurchase Value of funding received
(1) (2) (3)
5.2. of which: Self-securitised assets used to enter into a repurchase agreement with the RBA as counterparty
6. Other secured funding arrangements
Value of assets in pool Outstanding securities
(1) (2)
6.1. Other secured funding arrangements subject to prior notification