Australian Housing Dynamics and Affordability
CAPITAL FRAMEWORK
CURRENT REGULATORY PROPOSALS AND RECENT FINALISATION¹
RBNZ capital framework
Counterparty Credit Risk³
Leverage ratio
Advanced approach to credit
risk
1H19
2H19
2020
2021
Consultation
Finalise²
Implementation
Consultation
Standardised approach to
credit risk
Consultation
Operational risk
Consultation
Interest rate risk in the
banking book
Loss absorbing capacity
Consultation
Finalise
(LAC)4
Related party exposures
Consultation
Finalise
Capital treatment for
Investments in subsidiaries
(Level 1)
Consultation
Consultation
Finalise
Transition
2022
2023
2024
Implementation
Implementation
Finalise
Implementation
Finalise
Implementation
Implementation
Implementation
Implementation
Transition
Implementation
Consultation
Implementation
1. Timeline is based on APRA's 2019 Policy Agenda (published February 2019) 2. RBNZ is expected to finalise reforms towards the end of 2019 calendar year 3. Implementation 1 July 2019
4. Only in relation to the 3% of RWA increase in Total Capital requirements announced in July 2019
ANZ
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