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ANZ takes A$20bn RWA add-on from capital floor

Charges linked to output floor adjustment rose sevenfold in the second quarter

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ANZ took a A$20.3 billion ($13.8 billion) add-on to risk-weighted assets (RWAs), remaining the only top Australian dealer to be caught by the Basel III capital floor introduced on January 1, 2023.

The output floor bars banks from reducing their modelled capital requirements below 72.5% of the amount generated by regulator-set standardised approaches.

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