PET - Plain English Taxonomy

Attribute:	CS25978
Concept:	Financial Risk Capital Adequacy Securitisation Exposure Common Equity Tier 1 Deductions Amount
Label:	CET1 deduction
Concept Guidance:	The value of securitisation exposures that are required to be deducted from Common Equity Tier 1(CET1) capital in accordance with the requirements under Prudential Standard APS 120 Securitisation.

Dimensions

Dimension	Member	Description
CreditRiskWeightingDimension	(EqualToGreaterThan1250Percent)	This dimension is used to categorise on-balance sheet assets and off-balance sheet business (both market-related and non-market-related transactions) according to certain risk categories to broadly reflect their credit risk profiles. These weightings are determined in accordance with relevant prudential standards. Information in relation to exposures with a credit risk weighting of greater than or equal to 1250% in accordance with the relevant prudential standards.
SecuritisationApproachDimension	(SFA)	This dimension categorises information reported for credit risk purposes relating to credit exposures to securitisation, based on the various securitisation approaches, as determined in accordance with Prudential Standard APS 120 Securitisation. The information reported relates to securitisation credit exposures subject to supervisory formula approach (SFA) method of calculating credit risk, as determined in accordance with Prudential Standard APS 120 Securitisation.

Dimension

Member

Description

CreditRiskWeightingDimension

(EqualToGreaterThan1250Percent)

This dimension is used to categorise on-balance sheet assets and off-balance sheet business (both market-related and non-market-related transactions) according to certain risk categories to broadly reflect their credit risk profiles. These weightings are determined in accordance with relevant prudential standards.
Information in relation to exposures with a credit risk weighting of greater than or equal to 1250% in accordance with the relevant prudential standards.

SecuritisationApproachDimension

(SFA)

This dimension categorises information reported for credit risk purposes relating to credit exposures to securitisation, based on the various securitisation approaches, as determined in accordance with Prudential Standard APS 120 Securitisation.
The information reported relates to securitisation credit exposures subject to supervisory formula approach (SFA) method of calculating credit risk, as determined in accordance with Prudential Standard APS 120 Securitisation.