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113

Capital Adequacy: Internal Ratings-based Approach to Credit Risk

APS
113
APG
113
ARS
113.0
ARS
113.1
ARS
113.2
ARS
113.3
ARS
113.4
Prudential Standards (1)
Status: In Force
In effect from 1 January 2013
This Prudential Standard sets out the requirements that an authorised deposit-taking institution that has approval to use an internal ratings-based approach to credit risk must meet both at the time of initial implementation and on an ongoing basis for regulatory capital purposes.
Guidance (1)
Status: Current
Issued January 2013
APS 113 Capital Adequacy: Internal Ratings-based Approach to Credit Risk sets out APRA’s requirements of authorised deposit-taking institutions (ADIs) to manage and measure credit risk under the internal ratings based approach. This prudential practice guide aims to assist ADIs in complying with those requirements.  |  File type: PDF  |  File size: 102.04 KB
Reporting Standards (5)
Status: In Force
In effect from 1 April 2018
This Reporting Standard outlines the overall requirements for the provision of information to APRA in relation to an authorised deposit-taking institution’s corporate (including specialised lending and SME corporate), sovereign and bank exposures under the foundation internal ratings-based approach to credit risk.
Status: In Force
In effect from 1 April 2018
This Reporting Standard outlines the overall requirements for the provision of information to APRA in relation to an authorised deposit-taking institution’s corporate (including specialised lending and SME corporate), sovereign and bank exposures under the advanced internal ratings-based approach to credit risk.
Status: In Force
In effect from 1 April 2018
This Reporting Standard outlines the overall requirements for the provision of information to APRA in relation to an authorised deposit-taking institution’s retail exposures under the internal ratings-based approach to credit risk.
Status: In Force
In effect from 1 January 2013
This Reporting Standard outlines the overall requirements for the provision of information to APRA in relation to an authorised deposit-taking institution’s other assets, claims and exposures that are not otherwise defined in Prudential Standard APS 113 Capital Adequacy: Internal Ratings-based Approach to Credit Risk.