PET - Plain English Taxonomy

Attribute: CS26064
Concept:
Label: Provision of facilities
Concept Guidance:
The value of facilities provided to securitisation programs by the reporting entity, in accordance with Prudential Standard APS 120 Securitisation. 
Form-Specifc Guidance:
Do not report any self-securitisation structures or other securitisation arrangements with overseas central banks.
Dimensions
Dimension Member Description
(NotionalAmount)
This dimension identifies the measurement scenario under which the reported value was calculated.
The information reported is in relation to the notional amount and represents the total contractually committed amount or limit of any facility.
(SecuritisationBasisSwap)
This dimension identifies what the derivative entitles you to do or obliges you to provide.
The information reported represents a basis swap which is an interest rate swap aimed at limiting basis risk in a securitisation. For the purposes of securitisation, a basis swap includes a payment stream on one leg of the swap based on an observable market rate or index, and a payment stream on the other leg based on rates set by a party to the swap, typically the originating entity.
(DerivativeTransactions)
The information categories securitised exposures according to the type of facility.
The information reported is in relation to any derivative transactions provided by the reporting entity to a securitisation program.
(Originated)
This dimension categorises information reported in relation to securities held, based on the reporting entity's relationship to the issuing counterparty.
Report only where the issuing counterparty is a securitisation and was originated by the reporting entity (i.e. where the reporting entity is known as the originating entity). The reporting entity is determined to be the originating entity with respect to a particular securitisation, where the reporting entity: (i) directly or indirectly originates underlying exposures in the pool; (ii) is the managing entity of the securitisation; or (iii) provides a facility (other than derivatives) or credit enhancement to an Asset Backed Commercial Paper (ABCP) securitisation.