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Consultations on revisions to the capital framework for authorised deposit-taking institutions

APRA is consulting on revisions to the capital framework for authorised deposit-taking institutions (ADIs) to implement ‘unquestionably strong’ capital ratios and the Basel III reforms. 

September 2019 - Round 3

Response paper on interest rate risk in the banking book requirements 

The September 2019 consultation includes APRA’s response to the submissions received in relation to its initial proposals on the revised interest rate risk in the banking book (IRRBB) requirements, and commences a detailed consultation on other amendments to strengthen the IRRBB prudential framework. It also includes a draft Prudential Standard APS 117 Capital Adequacy: Interest Rate Risk in the Banking Book.
 
Written submissions are requested by 6 December 2019. 
 
 

June 2019 - Round 2

Response paper on credit and operational risk requirements, and simplified framework

The June 2019 consultation includes APRA’s response to its initial proposals on revised credit risk and operational risk requirements, and simpler prudential requirements for small, less complex ADIs. It also includes draft prudential standards APS 112 Capital Adequacy Standardised Approach to Credit Risk, APS 113 Capital Adequacy Internal Ratings-based Approach to Credit Risk (residential mortgages extract only) and APS 115 Capital Adequacy Standardised Measurement Approach to Operational Risk. 

Written submissions are requested by 6 September 2019. 

Round 1 - February 2018

Consultation on revisions to the capital framework for ADIs

The February 2018 consultation outlined APRA’s initial proposals on revisions to credit risk, operational risk and market risk requirements, as well as proposals for simpler prudential requirements for small, less complex ADIs. 

Submissions 

We received the following non-confidential submissions in response to the consultation on revisions to the capital framework for ADIs in February 2018: