PET - Plain English Taxonomy

Attribute:	CS25998
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
RegulatorySecuritisationCapitalAdjustmentsDimension	(ERBAOrSFAOrRWCCanNotBeUsed)	This dimension categorises information reported for regulatory adjustment purposes relating to exposures to securitisation, as determined in accordance with Prudential Standard APS 120 Securitisation. This information relates to securitisation exposures that are deducted from Common Equity Tier 1 (CET1) because the external ratings based approach (ERBA), supervisory formula approach (SFA) or risk-weight cap approach (RWC) cannot be used in accordance with Prudential Standard APS 120 Securitisation.

Dimension

Member

Description

RegulatorySecuritisationCapitalAdjustmentsDimension

(ERBAOrSFAOrRWCCanNotBeUsed)

This dimension categorises information reported for regulatory adjustment purposes relating to exposures to securitisation, as determined in accordance with Prudential Standard APS 120 Securitisation.
This information relates to securitisation exposures that are deducted from Common Equity Tier 1 (CET1) because the external ratings based approach (ERBA), supervisory formula approach (SFA) or risk-weight cap approach (RWC) cannot be used in accordance with Prudential Standard APS 120 Securitisation.