PET - Plain English Taxonomy

Attribute:	CS22254
Concept:	Financial Risk Credit Exposures Liquidity Or Underwriting Or Funding Facility Excluding Revolving With Early Amortisation Amount
Label:	Eligible facilities- Liquidity, underwriting or funding facility
Concept Guidance:	This is the value, as at the relevant date, of securitisation (including resecuritisation) exposures relating to liquidity, underwriting or funding facilities. A liquidity, underwriting or funding facility will be considered an eligible facility when it meets the requirements as detailed in the relevant prudential standards.

Dimensions

Dimension	Member	Description
BalanceTypeDimension	(NotionalPrincipalAmount)	This dimension identifies the measurement scenario under which the reported value was calculated. The value reported is the notional principal amount. The notional principal amount represents the face value, or gross amount, of an off-balance sheet transaction.This does not represent the fair value.
SecuritisationApproachDimension	(NotRBAIAAOrSF)	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 which is not subject to ratings-based approach (RBA), internal assessment approach (IAA), or supervisory formula (SF) method of calculating credit risk, as determined in accordance with relevant prudential standards.

Dimension

Member

Description

BalanceTypeDimension

(NotionalPrincipalAmount)

This dimension identifies the measurement scenario under which the reported value was calculated.
The value reported is the notional principal amount. The notional principal amount represents the face value, or gross amount, of an off-balance sheet transaction.This does not represent the fair value.

SecuritisationApproachDimension

(NotRBAIAAOrSF)

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 which is not subject to ratings-based approach (RBA), internal assessment approach (IAA), or supervisory formula (SF) method of calculating credit risk, as determined in accordance with relevant prudential standards.