Document ID: chunk:federal_register_of_legislation:F2023L00406:body:0:p6
Version: federal_register_of_legislation:F2023L00406
Segment Type: other
Provision Reference: 
Character Range: 14047–18867

purposes of this Reporting Standard, as though it was an ADI of another class of ADI.

    19.         Unless the contrary intention appears, references to an Act, Prudential Standard, Reporting Standards, Australian Accounting or Auditing Standard are references to the instrument as in force from time to time.

  ARF_120_2: Securitisation - Supplementary Items

Australian Business Number  Institution Name

Reporting Period            Scale Factor
                            Millions to one decimal place for Reporting Category B ADIs
                            Whole dollars no decimal place for Reporting Category A ADIs
Reporting Consolidation
Level 1 / Level 2

 1. Securitised assets

                              Value of assets in pool  Non-performing  Repurchases  Outstanding securities
                              (1)                      (2)             (3)          (4)
  1.1.  Securitised assets
    1.1.1.  Housing loans
    1.1.2.  Personal loans
    1.1.3.  Commercial loans
    1.1.4.  Other
    1.1.5.  Total

                                                                                                  Value of assets in pool  Outstanding securities
                                                                                                  (1)                      (2)
  1.2.  Securitisation prudential treatment
    1.2.1.  Securitisations that meet the operational requirements for regulatory capital relief
     1.2.1.1.  of which: subject to transitional arrangements
    1.2.2.  Securitisations that meet the operational requirements for funding-only
    1.2.3.  Synthetic securitisation
     1.2.3.1.  of which: subject to transitional arrangements
    1.2.4.  Other securitisations

2.  Holdings of securities

  2.1.  SPVs for which more than 20 per cent of own outstanding senior securities are held

SPV name  Senior securities held  Total senior securities outstanding  Own senior securities held
(1)       (2)                     (3)                                  (4)

3.  Provision of facilities

                                                            ADI as originator  Other         Total
                                                            Notional amount    Drawn amount  Notional amount  Drawn amount  Notional amount  Drawn amount
                                                            (1)                (2)           (3)              (4)           (5)              (6)
  3.1.  Facilities categorised as securitisation exposures
    3.1.1.  Liquidity and other funding facilities
    3.1.2.  Credit enhancements
    3.1.3.  Derivatives transactions
     3.1.3.1.  of which: basis swaps
    3.1.4.  Other facilities
    3.1.5.  Total

                                                              ADI as originator  Other  Total
                                                              (1)                (2)    (3)
  3.2.  Cash collateral treated as a securitisation exposure

4.  Details of new arrangements entered into in the quarter

  4.1.  Loans sold or originated into securitisation SPVs

SPV name  Value of loans sold or originated  Value of funding received
(1)       (2)                                (3)

  4.2.  New facilities provided to securitisation SPVs

SPV name  Liquidity and other funding facilities  Credit enhancements  Derivatives transactions  Basis swaps  Other facilities
(1)       (2)                                     (3)                  (4)                       (5)          (6)

5.  Self-securitisations

  5.1.  Self-securitised assets

Self-securitisation structures  Value of assets in pool
(1)                             (2)

                                                                                                                  Value of assets in pool  Securities sold under agreement to repurchase  Value of funding received
                                                                                                                  (1)                      (2)                                            (3)
  5.2.  of which: Self-securitised assets used to enter into a repurchase agreement with the RBA as counterparty

6.  Other secured funding arrangements

                                                                          Value of assets in pool  Outstanding securities
                                                                          (1)                      (2)
  6.1.  Other secured funding arrangements subject to prior notification

Reporting Form ARF 120.2

Securitisation — Supplementary Items

Instructions

This form captures collects information related to an ADI's involvement in securitisation programs that it has established. It also collects information on securitisation programs established by third