Document ID: chunk:federal_register_of_legislation:F2023L00406:body:0:p9
Version: federal_register_of_legislation:F2023L00406
Segment Type: other
Provision Reference: 
Character Range: 24098–26876

which the ADI is an originating ADI and holds more than 20 per cent of the value of senior securities outstanding in column 1.

        Report the total value of senior securities held for the identified SPV in column 2.

        Report the total value of senior securities outstanding for the same identified SPV in column 3.

        Column 4 is a derived percentage of the proportion of own senior securities held for the identified SPV, calculated by the formula:

3. Provision of facilities

Item 3 collects information about the facilities an ADI provides to securitisation programs. Do not report any facility provided to a self-securitisation structure or other securitisation arrangement with overseas central banks under item 3.

Reporting basis: report item 3 as at the end of the reporting period.

Item 3.1  Report the notional amount and drawn amount of any facility provided to a securitisation program by the originating ADI only in column 1 and column 2.

          Report the notional amount and drawn amount of any facility provided to a securitisation program, where the ADI is not the originating ADI in column 3 and column 4.

          Column 5 is a derived total calculated as the sum of column 1 and column 3. Column 6 is a derived total calculated as the sum of column 2 and column 4.

          For item 3.1.1, report any liquidity facility or other funding facility provided by the ADI to a securitisation program.

          For item 3.1.2, report any credit enhancement provided by the ADI to a securitisation program.

          For item 3.1.3, report the total value of any derivatives transactions provided by the ADI to a securitisation program. Report the total value of any basis swap provided in item 3.1.3.1. Report the credit equivalent amount as at the end of the reporting quarter.

          For item 3.1.4, report any other facility provided by the ADI to a securitisation program.

          Item 3.1.5 is a derived total of all facilities provided by the ADI to a securitisation program.

Item 3.2  For item 3.2 report the total value of any cash collateral that is lodged by the ADI to collateralise facilities and services provided by the ADI to an SPV.

          Report cash collateral lodged by the originating ADI only in column 1. Report cash collateral lodged by the ADI where it is not captured as the originating ADI in column 2. Column 3 is a derived total calculated as the sum of column 1 and column 2.

4. Details of new arrangements entered into in the quarter

Item 4 collects information about any new securitisation arrangements entered into by an originating ADI during the reporting quarter. Do not report any new securitisation arrangements that are entered into for the purpose of self-securitisation,