Regulatory Alerts2024-11-27
Added · Updated
APS 116 Capital Adequacy: Market Risk
The Australian Prudential Regulation Authority issued Prudential Standard APS 116 to require authorised deposit-taking institutions to maintain adequate capital for market risk arising from trading books and foreign exchange or commodity positions. Institutions must adopt a robust risk management framework and calculate their capital requirements using either the standard method or an APRA-approved internal model. This standard applies to all ADIs except foreign entities and those without trading activities, commencing on 1 January 2025.
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