Digital Finance Analytics (DFA) Blog
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ANZ today noted the release of the Australian Prudential Regulation Authority’s (APRA) discussion paper on revisions to capital requirements and confirmed ANZ’s APRA CET1 position of 10.8% as at December 2017 is already in compliance with APRA’s existing Unquestionably Strong requirements. The paper outlines proposed changes to the capital framework following the finalisation of the … Continue reading “ANZ comments on APRA capital discussion paper”
The Australian Prudential Regulation Authority (APRA) today announced temporary changes to its expectations regarding bank capital ratios, to ensure banks are well positioned to continue to provide credit to the economy in the current challenging environment. Over the past decade, the Australian banking system has built up substantial capital buffers. The highest quality form of … Continue reading “APRA Drops Capital Requirements”
APRA remains in a low risk bubble, according to their paper today, which keeps the counter-cyclical buffer at 0. However they flag that may change ahead. I have to say this seems perverse, given the high debt levels and low economic performance and increased risks. Plain weird, and a million miles off the Reserve Bank … Continue reading “APRA flags setting countercyclical capital buffer at non-zero default level”
APRA is proposing to adjust its capital requirements for authorised deposit-taking institutions (ADIs) to support the Government’s First Home Loan Deposit Scheme (FHLDS). The scheme aims to improve home ownership by first home buyers, through a Government guarantee of eligible mortgage loans for up to 15 per cent of the property purchase price. Recognising that … Continue reading “APRA Loosens Capital For FHLDS Loans”
The Australian Prudential Regulation Authority (APRA) has launched a review of the capital treatment of authorised deposit-taking institutions’ (ADIs’) investments in their banking and insurance subsidiaries. It is open for consultation until 31 January 2020. APRA intends to finalise the changes to the Prudential Standard in early 2020 with the updated Prudential Standard to come … Continue reading “APRA On Changes To Capital For NZ Subsidiaries”
The Australian Prudential Regulation Authority (APRA) is applying additional capital requirements to three major banks to reflect higher operational risk identified in their risk governance self-assessments. APRA has written to ANZ, National Australia Bank (NAB) and Westpac advising of an increase in their minimum capital requirements of $500 million each. The capital add-ons will apply … Continue reading “APRA applies additional capital requirements to ANZ, NAB and Westpac”
We discuss the changes APRA is proposing on Bank capital ratios.
We discuss the changes APRA is proposing on Bank capital ratios.
The Australian Prudential Regulation Authority (APRA) has released its response to the first round of consultation on proposed changes to the capital framework for authorised deposit-taking institutions (ADIs). The package of proposed changes, first released in February last year, flows from the finalised Basel III reforms, as well as the Financial System Inquiry recommendation for … Continue reading “APRA Waters Down ADI Capital Framework”
APRA’s Pat Brennan, Executive General Manager, Policy and Advice Division spoke at the 2019 KangaNews Debt Capital Markets Summit, Sydney Bank capital (and liquidity) is the core of financial resilience, hence capital ratios are key indicators of financial strength. Bank boards, investors and regulators pay very close attention to these, the headline ratios and the … Continue reading “APRA On Bank Capital”