PD-1.3.14
(a) The total outstanding exposures securitised by the licensee and subject to the securitisation framework (broken down into traditional and synthetic), by exposure type. These should be categorised under bands such as credit cards, home equity, etc. Also licensees must separately report any securitisation transactions for the year of inception where they do not retain any exposure. Licensees should also clearly identify securitisations where they are acting purely as sponsors;
(b) Securitisations broken down by exposure type showing:
(i) The amount of impaired or past due assets securitised; and
(ii) Losses recognised by the company during the current period;
(c) The aggregate amount of securitisation exposures retained or purchased, broken down by exposure type; and
(d) Summary of current year's securitisation activity, including the amount of exposures securitised (by exposure type) and recognised gain or loss on sale by asset type.
January 2014