Resources

Date Resource Type
09 Mar 2021 Securitisation demand to rally amid low spreads, high liquidity

Article by Jennifer Hellerud, Director and Head of Securitisation (Australia) at RBC Capital Markets, who moderated the ASF's Market Perspectives 2021 briefing. The panellists reviewed the challenges of 2020 and surveyed the 2021 landscape for securitisation markets in Australia and Europe.

External Resource
15 Mar 2021 ASF response to RBA fallbacks consultation

ASF response to RBA's request for feedback on BBSW fallbacks in RBA-eligible securities

Submission
15 Mar 2021 RBA request for feedback on BBSW fallbacks in RBA-eligible securities

RBA request for feedback from ASF - 1 February 2021

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29 Mar 2021 European Parliament Text Adopted - EU Securitisation Regulations

March 2021 - General framework for securitisation and specific framework for simple, transparent and standardised securitisation to help the recovery from the
COVID-19 crisis.

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29 Mar 2021 European Supervisory Authorities Opinion - Securitisation Regulation

ESAs’ Opinion to the European Commission on the Jurisdictional Scope of Application of the Securitisation Regulation
 

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21 Apr 2021 ASF guidance on new notification obligations for EU investors in Australian SSPEs

Following amendments to the EU Securitisation Regulations which were passed by the European Parliament on 25 March and became law on 9 April 2021, the ASF has published guidance for its members on new EU Securitisation Regulation Article 4 notification obligations...

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23 Jul 2021 ASF SME data reporting template

The purpose of this template is to encourage a more standard approach to reporting commercial securitisations (secured and unsecured) which local and offshore investors are receptive towards. 

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09 Aug 2021 ASF market guideline on treatment of COVID-19 hardship - Updated August 21

Treatment and reporting of loans and accounts that have been classified as COVID-19 support cases - updated 9 August 2021, following the release of updated guidance by APRA.

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13 Sep 2021 APRA Committed Liquidity Facility Update

On 10 September, APRA wrote to locally-incorporated ADIs subject to the Liquidity Coverage Ratio (LCR) to advise that it expects them to reduce their use of the Committed Liquidity Facility (CLF) to zero by the end of 2022. In the letter, APRA noted that the use of the CLF should no longer be required beyond 2022 because APRA and the RBA expect there to be sufficient high-quality liquid assets (HQLA) for ADIs to meet their LCR requirements without the need to utilise the CLF. 

External Resource
13 Sep 2021 New repo eligibility requirements for BBSW securities

Finalised repo eligibilty criteria relating to robust fallback provisions for securities referencing BBSW (RBA).

External Resource