Regulatory Alerts2022-05-17
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Capital Review: Quantitative Impact Study
The Reserve Bank of New Zealand is conducting a Quantitative Impact Study to assess the effects of five in-principle decisions on banks' risk-weighted asset calculations. The study requires the four Internal Ratings-Based banks to provide detailed data on dual reporting, externally rated exposures, commercial property, and residential mortgages over a six-week period ending in September. Results will inform the calibration of the output floor and future policy alignment with APRA's revised capital framework.
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