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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Sensitivity Analysis
13 Sep 2019
RDP
2019-09
b) Assumes that debt is funded at the repo rate. Sources: APRA; Authors' calculations; Bloomberg; RBA. ... Sources: APRA; Authors' calculations; RBA. Figure 11 depicts the possible dispersion in net returns when allowing risk weights to vary.
https://www.rba.gov.au/publications/rdp/2019/2019-09/sensitivity-analysis.html
Appendix A: Data Summary
13 Sep 2019
RDP
2019-09
t. ). Bank bills, foreign exchange swaps, repos, mortgages. Estimated. APRA. ... CET1 capital / risk exposure. APRA form ARF_110_0_1. CET1 capital ratios are only.
https://www.rba.gov.au/publications/rdp/2019/2019-09/appendix-a.html
Estimation Results
13 Sep 2019
RDP
2019-09
Sources: APRA; Authors' calculations; Bloomberg; RBA. Figure 6: Money Market Interest Rates. ... Figure 7: Net Return on Money Market Trades. Sources: APRA; Authors' calculations; Bloomberg; RBA.
https://www.rba.gov.au/publications/rdp/2019/2019-09/estimation-results.html
References
13 Sep 2019
RDP
2019-09
APRA (Australian Prudential Regulation Authority) (2018), ‘Leverage Ratio Requirement for Authorised Deposit-Taking Institutions’, Response to Submissions, 27 November.
https://www.rba.gov.au/publications/rdp/2019/2019-09/references.html
Opportunity Cost of Money Market Lending
13 Sep 2019
RDP
2019-09
Sources: APRA; Authors' calculations; Bloomberg; RBA. More broadly, a reassessment of how banks optimise both capital and liquidity has meant that banks must utilise an internal liquidity transfer pricing model which ... Footnotes. Banks report the cost
https://www.rba.gov.au/publications/rdp/2019/2019-09/opportunity-cost-of-money-market-lending.html
Estimating Funding Costs, Gross Returns and Net Returns
13 Sep 2019
RDP
2019-09
Sources: APRA; Authors' calculations; Bloomberg; RBA. Banks are generally required to fund riskier assets with a higher share of equity capital. ... Risk-weighted capital constraints are more binding for major banks than the leverage ratio (APRA 2018).
https://www.rba.gov.au/publications/rdp/2019/2019-09/estimating-funding-costs-gross-returns-and-net-returns.html
Leverage, Profitability and the Consequences for Money Markets
13 Sep 2019
RDP
2019-09
Sources: APRA; Authors' calculations; RBA. Consider the case of a non-regulated entity seeking to arbitrage across the repo and foreign exchange swap markets.
https://www.rba.gov.au/publications/rdp/2019/2019-09/leverage-profitability-and-the-consequences-for-money-markets.html
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
Figure 7: Net Return on Money Market Trades. Sources: APRA; Authors' calculations; Bloomberg; RBA. ... CET1 capital / risk exposure. APRA form ARF_110_0_1. CET1 capital ratios are only.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
Confidential data sourced from APRA. Reported CET1 capital ratio. Data sourced from APRA website.
https://www.rba.gov.au/publications/rdp/2019/2019-09/read-me.html