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117

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

APS
117
APG
117
ARS
117.0
ARS
117.1
ARS
117.1
Prudential Standards (1)
In Force
In effect from 1 January 2013
This Prudential Standard sets out the requirements that an authorised deposit-taking institution with approval to use an internal model for interest rate risk in the banking book must meet for regulatory capital purposes, both at the time of initial implementation and on an ongoing basis.
Guidance (1)
In Force
January 2008
This prudential practice guide aims to assist ADIs in complying with APRA's requirements of ADIs to manage and measure interest rate risk in the banking book and, more generally, to outline prudent practices to manage and measure IRRBB.  |  File type: PDF  |  File size: 158.68 KB
Reporting Standards (3)
In Force
In effect from 1 January 2013
This Reporting Standard outlines the requirements to provide information to APRA about an authorised deposit-taking institution’s repricing profile. It includes reporting form ARF 117.0A Repricing Analysis – Denominated in AUD and the series of reporting forms ARF 117.0B.1 to ARF 117.0B.9 Repricing Analysis – Denominated in Foreign Currency and should be read in conjunction with Prudential Standard APS 117 Capital Adequacy: Interest Rate Risk in the Banking Book (Advanced ADIs).
In Force
In effect from 1 August 2009 to 1 October 2019
This reporting standard outlines the overall requirements for the provision of information to APRA in relation to an authorised deposit-taking institution’s interest rate risk in the banking book regulatory capital. It should be read in conjunction with: