Basel II Pillar 3 disclosure
An important component of the Basel Committee on Banking Supervision's revised framework of capital measurement and capital adequacy, known as Basel II, is the public disclosure of prudential information (referred to as “Pillar 3” within the framework). These requirements are outlined in APRA Prudential Standard APS 330 Capital Adequacy: Public Disclosures of Prudential Information (APS 330). The standard aims to enhance transparency in Australian financial markets by setting minimum requirements for the disclosure of information on the risk management practices and capital adequacy of ADIs.
The Commonwealth Bank Group is accredited with advanced Basel II status for credit and operational risks under the Basel II Pillar One minimum capital requirements. The Group is also accredited to use internal models to assess its traded market risk and interest rate risk in the banking book capital requirements under Pillar One.
The Group is required to report its quarterly assessment of capital adequacy on a Level 2 basis. APS 330 defines Level 2 as the consolidated banking group excluding the insurance and wealth management businesses and the entities through which securitisation of Group assets are conducted.
15 November
-
Commonwealth Bank Basel II Pillar 3 – Capital adequacy and
risk disclosures as at 30 September 2011
- Bankwest Basel II Pillar 3 – Capital adequacy and risk disclosures as at 30 September 2011
10 August
10 August
11 May
11 May
9 February
9 February
To view the 2010 disclosures, click here.
Funding and securitisation
We’re ready to help you with
Share prices and charts by Iguana²
Did you Know?
We encourage the development of financial literacy skills for young Australians.
