ANZ 2022 Full Year Debt Investor Presentation
ANZ 2022 Full Year Debt Investor Presentation
CAPITAL & LIQUIDITY FRAMEWORK¹
RBNZ Capital Framework
Leverage Ratio
First Half CY2022
Second Half CY2022
CY2023
Implementation Date
Transition
2028
2023
Standardised Approach to Credit Risk
2023
Internal Ratings-based Approach to Credit Risk
2023
Operational Risk
2023
Fundamental Review of the Trading Book (incl.
Counterparty Credit Risk)
Consultation
Finalise
2025
Interest Rate Risk in the Banking Book
Finalise
2024
Loss Absorbing Capacity (LAC)
Transition
2026
Contingency and Resolution planning
Finalise
2024
Liquidity
Review
Consultation
20252
1.
2.
Timeline is based on calendar year and is largely based on APRA's 2022 Information Paper - APRA's Policy Priorities (published February 2022)
Based on APRA information paper Post-implementation review of the Basel III liquidity reform (published June 2022)
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