APRA’s Odyssey – A Macroprudential Journey to De-Risking the System

As an investor in financial debt, we are preoccupied with the type of environment that could create events such as non-viability or create an impairment to loan pools inside and outside of the banking sector.

Our research leads us to believe that severity and speed are key in making these tail events plausible, consequently our monitoring is focussed around the type of things which could give rise to a heightened level of speed and severity.

The document runs through an explanation of the Realm System risk score as well as reviewing historical analysis and where we are today.

We have also provided a qualitative review of the system, where we touch on the themes of regulation, disintermediation and our anecdotal experiences from talking to market participants.

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