Search: APRA
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
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
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
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
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
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
Model Framework
20 Sep 2022
RDP
2022-03
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
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
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
Read me file
20 Sep 2022
RDP
2022-03
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
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
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