PET - Plain English Taxonomy

Name: RegulatorySecuritisationCapitalAdjustmentsDimension
Label: Regulatory Securitisation Capital Adjustments Dimension
TREF ID: DM882
Type: Predefined
Description:
This dimension categorises information reported for regulatory adjustment purposes relating to exposures to securitisation, as determined in accordance with Prudential Standard APS 120 Securitisation.
Usage:

Dimension Members
Name Label TREF ID Description
DoNotMeetDueDiligenceRequirements Do Not Meet Due Diligence Requirements DV8186
This information relates to securitisation exposures that are deducted from Common Equity Tier 1 (CET1) because they do not meet due diligence requirements in accordance with Prudential Standard APS 120 Securitisation.
ERBAOrSFAOrRWCCanNotBeUsed ERBA Or SFA Or RWC Can Not Be Used DV8187
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.
OtherCET1RegulatoryAdjustments Other CET 1 Regulatory Adjustments DV8189
This information relates to securitisation exposures that are deducted from Common Equity Tier 1 (CET1) because they are classified as other Common Equity Tier 1 (CET1) adjustments relating to securitisation exposures in accordance with Prudential Standard APS 120 Securitisation.
OtherNonSeniorExposures Other Non Senior Exposures DV8188
This information relates to securitisation exposures that are deducted from Common Equity Tier 1 (CET1) because they are classified as other non-senior securitisation exposures in accordance with Prudential Standard APS 120 Securitisation.
ResecuritisationExposures Resecuritisation Exposures DV8185
This information relates to resecuritisation exposures that are deducted from Common Equity Tier 1 (CET1) because they are securitisation exposures in which at least one of the underlying exposures in the pool is a securitisation exposure, in accordance with Prudential Standard APS 120 Securitisation.