Document ID: chunk:federal_register_of_legislation:F2023L00406:body:0:p10
Version: federal_register_of_legislation:F2023L00406
Segment Type: other
Provision Reference: 
Character Range: 26600–29551

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, or other securitisation arrangements with overseas central banks, under item 4.

Reporting basis: report item 4 as at the effective date of the transaction.

Item 4.1  Report all SPVs into which an ADI has sold, or otherwise originated, loans during the reporting quarter in column 1.

          Report the total value of any loans that were sold, or otherwise originated, into SPVs during the quarter in column 2.

          Report the total value of the funding received in exchange for the transferred loans in column 3.

Item 4.2  Report in item 4.2, the notional amount of all new facilities provided to securitisation SPVs.

          Report all SPVs to which the ADI has provided a new facility during the reporting quarter in column 1.

          Report the total value of any new liquidity facility or other funding facility provided by the ADI to an SPV during the quarter in column 2.

          Report the total value of all new credit enhancement arrangements provided by the ADI to an SPV during the quarter in column 3.

          Report the total value of derivatives transactions, excluding any basis swap, arrangements, provided by the ADI to an SPV during the quarter in column 4.

          Report the total value of all new basis swap arrangements entered into by the ADI with an SPV during the quarter in column 5. Report the credit equivalent amount as at the end of the reporting quarter.

          Report the total value of all other new facilities provided by the ADI to an SPV during the quarter in column 6.

5. Self-securitisations

Item 5 collects information about an ADI's self-securitisation programs.

Reporting basis: report item 5 as at the end of the reporting period.

Item 5.1  Report all structures which the ADI has established for the purpose of undertaking a self-securitisation in column 1.

          Report the outstanding value (plus accrued interest) of transferred assets per self-securitisation structure in column 2.

Item 5.2  Report in item 5.2 the required data for all self-securitisation structures where securities have actually been used to enter into a repurchase agreement with the RBA. Report all amounts on an aggregate basis, rather than per self-securitisation structure.

          Report the outstanding value (plus accrued interest) of transferred assets supporting self-securitisation programs in column 1.

          Report the outstanding value of securities issued by the self-securitisation and sold under agreement to repurchase, where the counterparty is the RBA, in column 2.

          Report the total value of funding received for securities sold under agreement to repurchase, where the