ComplianceOnline

Australia Prudential Standard APS 117 Capital Adequacy: Interest Rate Risk in the Banking Book (Advanced ADIs)

  • By: APRA
  • Date: March 14, 2013
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This Prudential Standard sets out the requirements that an authorised deposit-taking institution with approval to use an internal model for interest rate risk in the banking book must meet for regulatory capital purposes, both at the time of initial implementation and on an ongoing basis.

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