APRA discloses transitional capital treatment for securitisation
- Friday, 10 December 2010
In line with plans revealed by the regulator at the end of November, on December 10 the Australian Prudential Regulation Authority (APRA) sent a letter to banks explaining its revised capital relief approach to securitisation. The new policy offers authorised deposit-taking institutions (ADIs) a deduction from tier one capital requirements relating to the volume of subordinated securitisation tranches they have to retain on balance sheet.
