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Counterparty credit risk for authorised deposit-taking institutions

Minor changes to reporting standards for measuring counterparty credit risk exposures 

On 22 May 2019, APRA released minor changes to the three reporting standards for the standardised approach for measuring counterparty credit risk exposures (SA-CCR). The reporting standards have been updated in response to amendments to the Banking Act 1959 (Banking Act) which ease restrictions on the use of the term ‘bank’.
 
See information relating to these changes below:
 
Letter
 
 
Reporting standards
 
 
 
 

Response to submissions - Counterparty credit risk for ADIs

On 23 April 2018, APRA released a response to submissions on the Counterparty credit risk for ADIs (2017 discussion paper). 
 
See information relating this response submission below:
 
Letter
 
 
Prudential standards
 
 
Draft prudential standards
 
 
Reporting standards
 
 

Discussion paper - Counterparty credit risk for ADIs 

This discussion paper, published on 3 August 2017, sets out APRA’s response to submissions on the September 2016 discussion paper. After consideration of submissions, APRA has modified its position in a number of areas. Accompanying this paper are revised drafts of APS 112 and APS 180 incorporating APRA’s updated proposed positions, in addition to revised drafts of Reporting Standard ARS 112.2 Standardised Credit Risk – Off-balance Sheet Exposures (ARS 112.2), Reporting Standard ARS 118.1 Other Off-balance Sheet Exposures (ARS 118.1) and new draft Reporting Standard ARS 180.0 Counterparty Credit Risk (ARS 180.0).

See more information relating this discussion paper below:
 
Discussion paper
 
 
Draft prudential standards
 
 
Draft reporting standards
 
 
Non-confidential submissions
 
 

Proposed minor amendments to APS 112

On 12 September 2016, APRA released a consultation package on proposed revisions to the counterparty credit risk framework for ADIs. As part of this consultation, APRA has proposed a number of minor amendments to Prudential Standard APS 112 Capital Adequacy: Standardised Approach to Credit Risk (APS 112) that impact areas beyond counterparty credit risk and relate to the ADI prudential framework more broadly.
 
See more information relating this consultation package below:
 
Letter
 
 
Discussion paper
 
 
Draft prudential standards
 
 
Non-confidential submissions
 
 

Related consultation

Basel III capital: Counterparty credit risk and other measures

It is APRA's policy to publish all submissions on the APRA website unless the respondent specifically tells APRA in writing that all or part of the submission is to remain confidential. An automatically generated confidentiality statement in an email does not satisfy this purpose. If a respondent would like only part of their submission to be confidential, they should provide this information marked as 'confidential' in a separate attachment.