RBNZ Consults on Review of Capital Adequacy Framework for Banks

By Regulatory News

January 25, 2019

RBNZ had published, on December 14, 2018, a proposal to raise the amount of capital that banks must hold. It is now publishing an updated version (Capital Review Paper 4) that proposes changes to regulatory capital requirements for locally incorporated banks. RBNZ has also extended the submission period for the Capital Review Paper 4 proposals to May 03, 2019. RBNZ also published an explanatory note on the portfolio risk modeling in the context of New Zealand, which is another one of the papers used as input for this consultation paper.

The amendments to the Capital Review Paper 4 (the newly issued consultation paper) reflect:

The change to the deadline for submissions, which has been extended from March 29, 2019 to May 03, 2019
Clarification on the current capital framework’s treatment of tier 2 capital
Clarification to note that proposed restrictions on distributions apply, depending on the level of the prudential capital buffer
Minor word changes to enhance clarity or to correct typographical errors

Related Links

Comment Due Date: May 03, 2019

Keywords: Asia Pacific, New Zealand, Banking, Capital Requirements, Capital Framework, IRB Modeling, VAR Modeling, Capital Adequacy Framework, RBNZ

US Agencies Publish Results of the Shared National Credit Review

Bundesbank Publishes Schema and Plausibility Checks for Bank Reporting


News FSI Paper Examines Use of Suptech Initiatives by Financial Authorities The Financial Stability Institute (FSI) of BIS published a paper that examines the suptech developments by analyzing suptech initiatives of 39 financial authorities globally. October 17, 2019 WebPage Regulatory News
News US Agencies Consult on Policy Statement on Allowance for Credit Losses US Agencies (FDIC, FED, NCUA, and OCC) are consulting on the policy statement on allowances for credit losses and on the guidance on credit risk review systems. October 17, 2019 WebPage Regulatory News
News PRA Consults on Approach to Supervising Liquidity and Funding Risks In consultation paper (CP27/19), PRA published a proposal (CP27/19) to update the supervisory statement SS24/15 on the PRA approach to supervising liquidity and funding risk. October 17, 2019 WebPage Regulatory News
News FSB Report Examines Implementation and Impact of G20 Financial Reforms FSB published fifth annual report on the implementation and effects of the G20 financial regulatory reforms. October 16, 2019 WebPage Regulatory News
News EBA Launches Consultation on Comprehensive Pillar 3 Disclosures EBA proposed the new comprehensive implementing technical standard (ITS) for public disclosures by financial institutions. October 16, 2019 WebPage Regulatory News
News EBA Consults on Revised Technical Standards on Supervisory Reporting EBA launched a consultation on the revised implementing technical standards, or ITS, on supervisory reporting. October 16, 2019 WebPage Regulatory News
News BoE and FCA Examine Use of Machine Learning in Financial Sector in UK BoE and FCA published a report on the results of a joint survey by BoE and FCA in 2019 to better understand the use of machine learning in the financial services sector in UK. October 16, 2019 WebPage Regulatory News
News BCBS Report Examines Progress on Adoption of Basel Framework BCBS published the seventeenth progress report on adoption of Basel regulatory framework. October 16, 2019 WebPage Regulatory News
News APRA Proposes Measures to Strengthen Capital for Bank Depositors APRA proposed changes to APS 111, which is the prudential standard on measuring capital adequacy and establishes the criteria for regulatory capital requirements of authorized deposit-taking institutions. October 15, 2019 WebPage Regulatory News
News EIOPA Consults on Technical Advice for the 2020 Review of Solvency II EIOPA is consulting on an opinion that sets out technical advice for the 2020 review of Solvency II. October 15, 2019 WebPage Regulatory News

RESULTS 1 - 10 OF 3981