| 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. |