Investor Presentaiton
CAPITAL FRAMEWORK
CURRENT REGULATORY PROPOSALS AND RECENT REVISED IMPLEMENTATION DATES¹
First half CY2021
Second half CY2021
CY2022
Implementation Date
RBNZ Capital Framework
Transition
Leverage Ratio
Consultation
Finalise
Standardised Approach to Credit Risk
Consultation
Finalise
Internal Ratings-based Approach to
Credit Risk
Consultation
Finalise
Operational Risk
Fundamental Review of the Trading
Book (incl. Counterparty Credit Risk)
Interest Rate Risk in the Banking Book
Finalise
Loss Absorbing Capacity (LAC)²
Capital Treatment for Investments in
Subsidiaries (Level 1)
Finalise
Associations with Related Entities
Consultation
Transition
1. Timeline is based on calendar year and is largely based on APRA's 2021 Policy Priorities: Interim Update (published September 2021)
2. Only in relation to the 3% of RWA increase in Total Capital requirements announced in July 2019
2028
2023
2023
2023
2023
2025
(2023 Finalisation)
Finalise
2024
2024
2022
2022
ANZ
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