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September 20, 2018

APRA published frequently asked questions (FAQs) on the large exposures framework for authorized deposit-taking institutions. The FAQs provide further information to assist regulated entities in the interpretation of Prudential Standard APS 221 Large Exposures (APS 221) and Reporting Standard ARS 221.0 Large Exposures (ARS 221.0).

The large exposures framework of APRA aims to limit the impact of losses when a large counterparty defaults and to restrict the potential for problems in one entity from spreading across the financial system. The FAQs cover structured vehicle requirements and trading book and settlement exposures. These FAQs do not provide an exhaustive list of examples. APRA encourages direct contact from the regulated entities in case they have questions about the interpretation of the relevant prudential standards.

 

Related Link: FAQs on Large Exposures

Keywords: Asia Pacific, Australia, Banking, Large Exposures, FAQ, APS 221, ARS 221, Reporting, APRA

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