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APRA Increases ANZ Risk Capital Add-On to $750Mn

APRA Increases ANZ Risk Capital Add-On to $750Mn

by Starling Insights

Starling Insights Editorial Board

Aug 27, 2024

Observations

Last week, the Australian Prudential Regulation Authority (APRA) announced that it had increased the operational risk capital add-on applied to ANZ to A$750 million, in response to persistent problems with the bank's non-financial risk management capabilities.

"ANZ is financially sound with strong capital and liquidity levels," said APRA Chair John Lonsdale. “However, weaknesses in managing non-financial risk can lead to detrimental financial impacts and APRA has no tolerance for such weaknesses persisting.”

APRA initially levied the A$500 million capital charge on ANZ in 2019 to reflect deficiencies in the bank's governance. In the intervening years, the bank has sought to implement a remediation plan. Despite this, APRA has yet to observe meaningful improvements in the bank's non-financial risk management. Recent concerns surrounding the culture and conduct in the bank's Markets division exemplify these longstanding shortcomings, the regulator said.

"Of the major banks that had capital add-ons applied in 2019, ANZ is the only bank yet to have its add-on either removed or reduced," Lonsdale explained. “While the bank has implemented actions to improve its risk governance and culture over the past five years, these recent issues suggest there continues to be material gaps that need to be closed as a priority.”

As a part of the action, APRA will require ANZ to appoint an independent party to review the root causes of the conduct and risk governance issues in its Markets division. The bank will also be required to develop a remediation plan to address the findings of that review. "We have communicated our clear expectations to the ANZ board and executive team that these issues must be urgently reviewed to ensure underlying drivers are identified and addressed," Lonsdale concluded. “Depending on the outcomes from ANZ's independent review, APRA will consider whether further action is required.”

Some have since speculated that APRA's announcement would be a blow to the credibility of ANZ CEO Shayne Elliott and Chairman Paul O'Sullivan. While investors have seemed willing to ignore the bank's non-financial risk capital add-on heretofore, the additional charge may make that more difficult. However, it may also be seen as an opportunity for ANZ and its executives to make meaningful change, bringing full transparency and accountability to the effort to transform its culture and non-financial risk management capabilities.

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