PET - Plain English Taxonomy

Attribute:	CS26092
Concept:	Financial Risk Other New Facilities Provided To Securitisation Arrangements Amount
Label:	New facilities provided to securitisation SPVs
Concept Guidance:	The total value of all new facilities provided to special purpose vehicles (SPVs) which the reporting entity has provided during the relevant reporting period.
Form-Specifc Guidance:	Do not report any self-securitisation structures or other securitisation arrangements with overseas central banks.

Dimensions

Dimension	Member	Description
DerivativeTypeDimension	(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.
OrganisationNameDimension	(CS26088)	This is the legal name of the entity.
SecuritisationFacilityTypeDimension	(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.