PET - Plain English Taxonomy

ARF_120_1: Securitisation - Regulatory Capital
Effective date: 1 January 2018

Australian Business Number	Institution Name

Reporting Period	Scale Factor
	Millions to one decimal place for banks
	Whole dollars no decimal place for other ADIs
Reporting Consolidation
Level 1 / Level 2

1. Securitisation exposures subject to the External Ratings-based Approach (ERBA)

	Exposures	Risk weights %	RWA	CET1 deduction
	(1)	(2)	(3)	(4)
1.1. Securitisation exposures with short-term credit rating grades
1.1.1. STG1	CS25923	CS25924	CS25925
1.1.2. STG2	CS25926	CS25927	CS25928
1.1.3. STG3	CS25929	CS25930	CS25931
1.1.4. STG4	CS25932			CS25933
1.1.5. Total	CS25934		CS25935	CS25936

	Exposures	RWA	CET1 deduction
	(1)	(2)	(3)
1.2. Senior securitisation exposures with long-term credit rating grades resulting in risk weights:
1.2.1. >=15% to <=20%	CS25937	CS25938
1.2.2. >20% to <=50%	CS25939	CS25940
1.2.3. >50% to <=100%	CS25941	CS25942
1.2.4. >100% to <=140%	CS25943	CS25944
1.2.5. >140%	CS25945		CS25946
1.2.6. Total	CS25947	CS25948	CS25949

	Exposures	RWA	CET1 deduction
	(1)	(2)	(3)
1.3. Non-senior securitisation exposures with long-term credit rating grades resulting in risk weights:
1.3.1. >=15% to <=20%	CS25950	CS25951
1.3.2. >20% to <=50%	CS25952	CS25953
1.3.3. >50% to <=100%	CS25954	CS25955
1.3.4. >100% <=140%	CS25956	CS25957
1.3.5. >140%	CS25958		CS25959
1.3.6. Total	CS25960	CS25961	CS25962

2. Securitisation exposures subject to the Supervisory Formula Approach (SFA)

	Exposures	RWA	CET1 deduction
	(1)	(2)	(3)
2.1. With risk weights:
2.1.1. >=15% to <=20%	CS25963	CS25964
2.1.2. >20% to <=50%	CS25965	CS25966
2.1.3. >50% to <=100%	CS25967	CS25968
2.1.4. >100% to <=250%	CS25969	CS25970
2.1.5. >250% to <=425%	CS25971	CS25972
2.1.6. >425% to <=650%	CS25973	CS25974
2.1.7. >650% to <1250%	CS25975	CS25976
2.1.8. >=1250%	CS25977		CS25978
2.1.9. Total	CS25979	CS25980	CS25981

3. Senior securitisation exposures subject to the risk-weight cap

	Exposures	RWA
	(1)	(2)
3.1. With risk weights:
3.1.1. >=15% to <=20%	CS25982	CS25983
3.1.2. >20% to <=50%	CS25984	CS25985
3.1.3. >50% to <=100%	CS25986	CS25987
3.1.4. >100% to <=250%	CS25988	CS25989
3.1.5. >250% to <=425%	CS25990	CS25991
3.1.6. >425% to <=650%	CS25992	CS25993
3.1.7. >650% to <1250%	CS25994	CS25995
3.1.8. Total	CS25996	CS25997

4. Regulatory adjustments

	CET1 deduction
	(1)
4.1. Senior securitisation exposures where ERBA, SFA or the risk-weight cap cannot be used	CS25998
4.2. Securitisation exposures that do not meet due diligence requirements	CS25999
4.3. Resecuritisation exposures	CS26000
4.4. Other non-senior securitisation exposures	CS26001
4.5. Securitisation start-up costs	CS26002
4.6. Other CET1 regulatory adjustments relating to securitisation	CS26003
4.7. Total	CS26004