WELLINGTON, Jan 22 (Reuters) - New Zealand’s central bank said on Friday that an investigation into a data breach earlier this month had significantly progressed and it was able to tell stakeholders which of their files on file transfer application were downloaded illegally. The Reserve Bank of New Zealand (RBNZ) said the cause of this breach of a third-party file sharing application has now been understood and resolved. Governor Adrian Orr said it would give an update on an independent review underway on the breach next week. (Reporting by Praveen Menon; Editing by Jacqueline Wong)