Turn on more accessible mode

Turn off more accessible mode

Skip Ribbon Commands

Skip to main content

Information About:

Quick Links

Consultations open

ARCHIVED CONTENT

Basel II implementation in Australia

Quantitative Impact Study

Frequently Asked Questions (1 April 2010)

QIS Industry Workshop - Presentation slides (3 March 2010)

Discussion papers

Implementation of the Basel II Capital Framework 10. Supervisory Review Process (12 September 2007)

Implementation of the Basel II Capital Framework 9. Reporting requirements (5 September 2007)

Implementation of theBaselII Capital Framework 8. Market risk (2 August 2007)

Implementation of the Basel II Capital Framework 7. Market Disclosure (6 June 2007)

Implementation of the Basel II Capital Framework 6. Securitisation and the standardised approach to credit derivatives in the banking book (13 November 2006)

Implementation of the Basel II Capital Framework 5. Interest rate risk in the banking book (30 March 2006)

Implementation of the Basel II Capital Framework 4. Advanced measurement approaches to operational risk (4 October 2005)

Implementation of the Basel II Capital Framework 3. Internal ratings-based approach to credit risk (28 July 2005)

Implementation of the Basel II Capital Framework 2. Standardised approach to operational risk (28 July 2005)

Implementation of the Basel II Capital Framework 1. Standardised approach to credit risk (April 2005)

Response papers

Implementation of the Basel II Capital Framework 6. Basel II Reporting Requirements - Response to Submissions (6 February 2008)

Implementation of the Basel II Capital Framework 5. Basel II Prudential Standards (30 November 2007)

Implementation of the Basel II Capital Framework 4. Standardised approaches to credit risk and operational risk - Response to submissions (31 July 2007)

Implementation of the Basel II Capital Framework 3. Securitisation - Response to submissions (11 July 2007)

Implementation of the Basel II Capital Framework 2. Advanced approaches to credit risk, operational risk and interest rate risk in the banking book - Response to submissions (13 June 2007)

Implementation of the Basel II Capital Framework 1. Advanced measurement approaches to operational risk - Response to submissions (11 October 2006)

Information paper

Implementation of the Basel II Capital Framework - Supervisory Review Process (21 December 2007)

Other releases*

Basel II Implementation Assessment: Australia (5 May 2010)

Basel Proposals to Strengthen Capital Requirements (9 April 2010)

Letter to ADIs - identification of income producing real estate for ADIs accredited for the IRB approach to Credit Risk (October 2009)

Letter to IRB/AMA Accredited ADIs - Clarification of Basel II Prudential Standards for ADIs with IRB/AMA Accreditation (24 April 2008)

Letter to IRB accredited ADIs - Basel II: Application of the IRB Scaling Factor (11 April 2008)

Guidelines on Recognition of an External Credit Assessment Institution (30 November 2007)

Terms of Engagement with Reserve Bank of New Zealand (17 March 2005)

Australian discretions for the internal ratings-based (IRB) approach to credit risk and securitisation

Letter to ADIs 2/9/04 Implementation of Basel II in Australia (2 September 2004)

Letter to ADIs 23/6/03 Implementation of the new Basel Capital Accord (23 June 2003)

Prudential standards*

These prudential standards are also located on the ADI prudential standards page.

APS 110 Capital Adequacy

APS 111 Capital Adequacy: Measurement of Capital

APS 112 Capital Adequacy: Standardised Approach to Credit Risk

APS 113 Capital Adequacy: Internal Ratings-based Approach to Credit Risk

APS 114 Capital Adequacy: Standardised Approach to Operational Risk

APS 115 Capital Adequacy: Advanced Measurement Approaches to Operational Risk

APS 116 Capital Adequacy: Market Risk

APS 117 Capital Adequacy: Interest Rate Risk in the Banking Book (Advanced ADIs)

APS 120 Securitisation

APS 150 Capital Adequacy: Basel II Transition (Advanced ADIs) (revoked in June 2011)

APS 330 Capital Adequacy: Public Disclosure of Prudential Information

Prudential practice guides*

These prudential practice guides are also located on the ADI prudential practice guides page.

APG 112 - Standardised Approach to Credit Risk

APG 113 - Internal Ratings-based Approach to Credit Risk

APG 114 - Standardised Approach to Operational Risk

APG 115 - Advanced Measurement Approaches to Operational Risk

APG 116 - Market Risk

APG 117 - Interest Rate Risk in the Banking Book

APG 120 - Securitisation

Reporting standards, forms and instructions*

Reporting standards

Reporting forms and instructions

* To access draft prudential standards, guidance notes, prudential practice guides and guidelines, click here.
* To access draft reporting standards, click here.

* To access draft reporting forms and instructions, click here.

Speeches

Basel II - Benefiting from improved risk management and corporate governance - Australian Bankers' Association, Bankers Regulation Forum

Meeting the challenges of the implementation of Basel II - Risk Management Australia 2007 conference

Update on Basel II - Speech to the Finance and Treasury Association - 19th Annual Congress 2006

Basel II – Observations from Down Under - John Laker (Thursday, 06 April 2006) - Second Annual Conference on the Future of Financial Regulation London School of Economics

The Changing Banking Environment - Bernie Egan (Wednesday, 23 November 2005) - Speech given to the Asia Pacific Loan Market Association Australian Branch

The Basel II Framework – Some thoughts on Pillar 2 - John Laker (Wednesday, 28 September 2005) - Basel II Symposium, Economic Society of Australia - Melbourne

Basel II changes and operational risk – Bernie Egan (Thursday 5 May 2005) - Speech given at the Enterprise-wide Risk Management Conference May 2005 2004

Basel and beyond – Bernie Egan (Thursday 21 October 2004) - 2004 ISDA Regional Member Conference

APRA update: Basel II implementation in Australia – Bernie Egan (Tuesday 14 September 2004) - The Australian Financial Review’s 5th BankTech Conference 2003

Basel II in the Australian context – Charles Littrell (Friday 17 October 2003) - Speech at CEDA, Sydney

Monitoring risk in the financial system – Bernie Egan (Tuesday 2 September 2003) - The Australian Financial Review’s 4th BankTech Conference

Basel II – Bernie Egan (Sunday 3 August 2003) - Australasian Institute of Banking and Finance and University of Western Sydney Conference, Sydney