Name: | RegulatorySecuritisationCapitalAdjustmentsDimension |
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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. |