UPDATE 1-Australia's central bank adjusts liquidity backstop for banks

Published 07/06/2019, 03:21 pm
Updated 07/06/2019, 03:30 pm
© Reuters.  UPDATE 1-Australia's central bank adjusts liquidity backstop for banks

(Adds comments from RBC, Moody's, background)

SYDNEY, June 7 (Reuters) - Australia's central bank on Friday said it would allow banks to hold a greater proportion of the country's government bonds to meet their prudential requirements, and would increase the cost of using a complementary liquidity facility.

Regulators require the country's banks hold enough high-quality liquid assets (HQLA), in the form of government bonds, to withstand a 30-day stress test.

However, government bonds are not sufficient to cover the need for super liquid assets to meet this requirement, and therefore banks will be allowed to use a liquidity facility to comply with the rules.

The central bank said financial institutions would now be able to increase their holdings of high quality liquid assets (HQLA) from 25% to 30% of all federal and state government bonds.

To minimise the effect on the government bond market, the change would occur at a pace of 1 percentage point per year until 2024, starting with an increase to 26% in 2020.

The Reserve Bank of Australia (RBA) will also raise the fee for using the liquidity facility to 20 basis points per annum, from the current 15 basis points. The fee will rise to 17 basis points on Jan. 1, 2020 and to 20 basis points on Jan. 1, 2021.

The RBA set this facility in 2015 as part of the Basel III reforms for the global financial system.

The changes mean the 'Big Four' banks might increase their holdings of government securities by around A$18 billion by 2020, according to RBC Capital markets.

And the higher cost of using the facility could add to the pressures on banks' margins at a time when bank profitability is already under pressure from slowing loan growth, Moody's Investors Service said.

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