Counterparty credit risk
October 2023
Response to consultation on changes to Reporting Standard ARS 180.0 Capital Adequacy: Counterparty Credit Risk
On 30 October, APRA released its response to consultation on the proposed amendments to Reporting Standard ARS 180.0 Capital Adequacy: Counterparty Credit Risk (ARS180.0).
The amendments will align reporting requirements for non-significant financial institutions (non-SFIs) with APRA’s previous prudential guidance. The creation of a new reporting standard ARS 226.0 Margining and risk mitigation for non-centrally cleared derivatives (ARS 226.0) will make it easier for entities to find the Reporting Form ARF 226.0 Margining and risk mitigation for non-centrally cleared derivatives (ARF 226.0), which was located in ARS 180.0.
The letter to industry and non-confidential submission are available below:
Letter
Response to consultation on proposed changes to credit risk reporting standard
Submission
September 2023
Consultation on changes to Reporting Standard ARS 180 Capital Adequacy: Counterparty Credit Risk
On 11 September, APRA released a consultation on its proposed changes to Reporting Standard ARS 180.0 Counterparty Credit Risk (ARS 180.0). These include amending ARS 180.0 to align reporting requirements for non-significant financial institutions (non-SFIs) with APRA’s previous prudential guidance and the creation of a new reporting standard ARS 226.0 Margining and risk mitigation for non-centrally cleared derivatives (ARS 226.0) for the Reporting Form ARF 226.0 Margining and risk mitigation for non-centrally cleared derivatives (ARF 226.0) which is currently located in ARS 180.0.
APRA requests industry feedback on the proposed changes by 22 September 2023.
A letter to industry on this consultation, clean and marked-up versions of the draft revised ARS 180, and the draft new reporting standard ARS 226.0 are available below.
Letter
Proposed changes to Reporting Standard ARS 180.0 Counterparty Credit Risk
Reporting standards
Published 11 September 2023 | Published 11 September 2023 |
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