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RBA Glossary definition for APRA

APRA – Australian Prudential Regulation Authority. APRA is the prudential regulator of the Australian financial services industry. It oversees banks, credit unions, building societies, general insurance and reinsurance companies, life insurance companies, friendly societies, and most members of the superannuation industry.

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Appendix A: Model Specifications

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
APRA (ARF_330.0). Dividend. Dividends ($). Derived. NetIncome. Net income ($). Derived. ... Derived. Tax. Taxes ($). Derived. OtherInc. Other income ($). APRA (ARF_330.0).
https://www.rba.gov.au/publications/rdp/2022/2022-03/appendix-a.html

References

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
APRA (Australian Prudential Regulation Authority) (2016), ‘Prudential Standard APS 110: Capital Adequacy’. ... Available at <https://www.apra.gov.au/sites/default/files/160101-APS-110_0.pdf>. APRA (2021), ‘APRA Phases Out Reliance on Committed
https://www.rba.gov.au/publications/rdp/2022/2022-03/references.html

Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
This is the approach most commonly used by prudential regulators, including the Australian Prudential Regulation Authority (APRA). ... However, it is possible to infer a distribution using data reported to APRA and some assumptions.
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html

Capital and Asset Growth

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
Standardised banks calculate their risk weights for prudential purposes using risk weight schedules provided by APRA's APS 112. ... For more information, please see APRA's ‘Banking COVID-19 frequently asked questions’ (available at
https://www.rba.gov.au/publications/rdp/2022/2022-03/capital-and-asset-growth.html

Credit Loss Modelling

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
Sources: APRA; Authors' calculations; Bank of Canada; Board of Governors of the Federal Reserve System; S&P Global Market Intelligence. ... However, it is possible to infer a distribution using data reported to APRA and some assumptions.
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html

Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
We are also deeply indebted to staff at APRA – most notably Stephen Fay and Benjamin Young – for their invaluable insights on the model and stress testing more generally.
https://www.rba.gov.au/publications/rdp/2022/2022-03/sections.html

Model Framework

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
rules. This means that the model is less suited to monitoring idiosyncratic stress than APRA's approach (consistent with the differences in institutional mandates). ... The data underlying the model is a subset of what is reported to APRA by banks on a
https://www.rba.gov.au/publications/rdp/2022/2022-03/model-framework.html

Read me file

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
The model detailed in the RDP uses confidential data provided by banks to APRA and from the RBA's Securitisation Dataset.
https://www.rba.gov.au/publications/rdp/2022/2022-03/read-me.html

Introduction

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
This is the approach most commonly used by prudential regulators, including the Australian Prudential Regulation Authority (APRA).
https://www.rba.gov.au/publications/rdp/2022/2022-03/introduction.html

Contagion Modelling and Feedback Loops

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
For an understanding of the CLF, see ‘Committed Liquidity Facility’ on the RBA's website (available at <>). APRA has announced that the CLF will be phased out by the end of ... 2022 (subject to financial market conditions); see APRA (2021).
https://www.rba.gov.au/publications/rdp/2022/2022-03/contagion-modelling-and-feedback-loops.html