Westpac Group Pillar 3 Report March 2013 - Iguana IR Sites
Westpac Group Pillar 3 Report March 2013 - Iguana IR Sites
Westpac Group Pillar 3 Report March 2013 - Iguana IR Sites
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PILLAR 3 REPORT<br />
SECURITISATION<br />
Trading book capital requirements for securitisation regulatory capital approaches by risk<br />
weight band<br />
There is no Trading book capital requirement for securitisation subject to regulatory capital approaches for 31 <strong>March</strong><br />
<strong>2013</strong>.<br />
Trading book securitisation exposure deducted from capital<br />
There is no Trading book capital deduction for 30 <strong>March</strong> <strong>2013</strong>.<br />
Trading book securitisation subject to early amortisation treatment<br />
There is no securitisation exposure in the Trading book that is subject to early amortisation treatment for 31 <strong>March</strong><br />
<strong>2013</strong>.<br />
Trading book resecuritisation exposure subject to CRM<br />
<strong>Westpac</strong> has no resecuritisation exposure subject to CRM at 31 <strong>March</strong> <strong>2013</strong>.<br />
Trading book resecuritisation by guarantor creditworthiness<br />
<strong>Westpac</strong> has no third party guarantors providing guarantees for securitised assets, principal or interest repayments<br />
for 31 <strong>March</strong> <strong>2013</strong>.<br />
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