ARF_120_1C: IRB - Securitisation - Summary

Australian Business Number	Institution Name

Reporting Period	Scale Factor
Quarterly	Millions to one decimal place
Reporting Consolidation
Level 1 / Level 2

Summary of securitisation related RWA and regulatory adjustments to capital

Section A: Risk-weighted assets

1.1. Securitisation exposures subject to RBA or IAA	CS22264
1.2. Resecuritisation exposures subject to RBA or IAA	CS22265
1.3. Exposures subject to SF	CS16987
1.4. Exposures that do not meet due diligence requirements	CS23603
1.5. Eligible facilities not subject to RBA, IAA or SF	CS17046
1.6. Cash collateral lodged for securitisation and resecuritisation exposures	CS22592
1.7. Revolving exposures with early amortisation provisions	CS17047
1.8. Total	CS17064
1.9. Other securitisation-related adjustments	CS17065
1.10. Adjusted total	CS17068

Section B: Regulatory adjustments to Common Equity Tier 1 Capital

	Regulatory adjustments to
	CET1
	(1)
2.1. Securitisation start up costs	CS17048
2.2. Common Equity Tier 1 specific adjustments relating to securitisation (excluding securitisation start up costs)	CS17049

2.3. Other securitisation-related adjustments	CS17066