PET - Plain English Taxonomy

Name: SecuritisationFacilityTypeDimension
Label: Securitisation Facility Type Dimension
TREF ID: DM886
Type: Predefined
Description:
The information categories securitised exposures according to the type of facility.
Usage:

Dimension Members
Name Label TREF ID Description
CreditEnhancement Credit Enhancement DV8201
The information reported is in relation to a contractual arrangement in which an entity provides some degree of protection against credit losses to other parties holding a securitisation exposure.
DerivativeTransactions Derivative Transactions DV8203
The information reported is in relation to any derivative transactions provided by the reporting entity to a securitisation program.
LiquidityAndOtherFunding Liquidity And Other Funding DV8204
The information is in relation to a funding facility or a liquidity facility provided by the reporting entity to the special purpose vehicle (SPV) for the primary purpose of funding any timing mismatches between receipts of funds on underlying exposures and payments on securities issued by the SPV or to cover the inability of the SPV to roll-over securities due to market disruption.
OtherFacilities Other Facilities DV8202
The information reported is in relation to any other facility provided by the reporting entity to a special purpose vehicle (SPV).