Risk Quantum/Australian Prudential Regulation Authority (Apra)
SA-CCR barely dents Commonwealth Bank’s capital ratio
Twelve basis point hit to CET1 capital ratio exceeds 7bp estimate
Op risk charges weigh on ANZ
RBNZ model ban and Apra op risk overlay push RWAs higher
Contagion risk cap threatens Aussie banks
Limiting exposures to overseas units to 25% of Tier 1 capital will constrain ANZ’s Kiwi subsidiary
Royal Commission refunds weigh on Aussie banks
A$1.7 billion of remediation costs taken by Big Four in H1
Commonwealth Bank blitzes IRRBB charges
Shake-up of banking book saves A$10.5 billion in RWAs
Op risk jumps $7 billion at Aussie banks
Year to year, op RWAs have swelled $24 billion
Model ban adds A$375m to Australian securitisation capital
One bank - Westpac - sees 40% jump in size of charge
Commonwealth Bank hit by A$1bn op risk add-on
Capital charge applied for poor management of operational, compliance and conduct risks
Westpac's capital charge rises as securitisation rule bites
Securitisation RWAs jump from A$1.4 billion under new standard
NAB model change boosts mortgage RWAs
Residential mortgage RWAs leap A$10.6 billion