Search: Pillar 1
RBA Glossary definition for Pillar 1
Pillar 1 – The New Basel Capital Accord, issued by the Basel Committee on Banking Supervision, aims to improve the flexibility and risk sensitivity of the existing Accord. The New Accord consists of three mutually reinforcing pillars. Pillar 1 sets out the framework for revised minimum capital requirements, building-in rewards for stronger and more accurate risk management.
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The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008
14 Jul 2008
Conferences
Problems with capital regulation under Pillar 1, the extent to which Pillars 2 and 3 might be expected to help and the problems of ‘anticipation’ affecting what banks did in respect ... If supervisory practices lag (as in the sub-prime crisis) the
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson.html
Banking Concentration, Financial Stability and Public Policy | Conference – 2007
20 Aug 2007
Conferences
Since the late 1980s, Australian governments have articulated a position which prohibits the possibility of mergers between the four major banks, known since 1997 as the four pillars. ... Any discussion of the future of the four pillars policy requires
https://www.rba.gov.au/publications/confs/2007/davis.html
Box B: Responses to Risks in the Housing and Mortgage Markets
10 Mar 2015
FSR
– March 2015
Any additional capital requirements would be implemented through changes to individual ADIs' ‘Pillar 2’ capital adjustments. ... Pillar 2 supervisory adjustments are a feature of the international Basel III capital framework that take into account
https://www.rba.gov.au/publications/fsr/2015/mar/box-b.html
The Evolution of Risk and Risk Management – A Prudential Regulator's Perspective | Conference – 2007
20 Aug 2007
Conferences
There are also significant differences in the relativities between modelled economic capital numbers and equivalent Pillar 1 regulatory capital estimates. ... less attention than the credit, operational and market risks covered by Pillar 1.
https://www.rba.gov.au/publications/confs/2007/laker.html
Descriptive Analysis
31 Dec 2015
RDP
2015-06
3.1.1 The early 1990s. The partial portfolio-level data that are available for the early 1990s episode indicate that the bulk of credit losses were incurred on lending to ... Around one-fifth of Australian-owned banks' consolidated assets are offshore,
https://www.rba.gov.au/publications/rdp/2015/2015-06/des-analysis.html
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Developments in the Financial System Infrastructure
10 Sep 2004
FSR
– September 2004
The more innovative part of Pillar 1 is the provision of two internal ratings-based (IRB) options for calculating regulatory capital. ... Capital requirements under Pillar 1 are such that banks adopting an IRB approach to measuring their credit risk
https://www.rba.gov.au/publications/fsr/2004/sep/dev-fin-sys-infra.html
Discussion on Banking Concentration, Financial Stability and Public Policy | Conference – 2007
20 Aug 2007
Conferences
Thus the so-called ‘four pillars’ policy was born and it remains in place some 10 years later. ... All four CEOs have spoken at one time or another against the four pillars policy.
https://www.rba.gov.au/publications/confs/2007/davis-disc.html
The Evolution of Risk and Risk Management – A Prudential Regulator's Perspective
20 Nov 2007
Conferences
PDF
129KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/laker.pdf
List of tables
10 Sep 2012
FSR
– September 2012
assets. Euro area. 48.1. 1.6. 0.7. 0.3. 0.5. of which:. Greece, Ireland, Italy,. ... Sources: APRA; RBA; banks' Basel II Pillar 3 reports. Table A1: Offshore Short-term Debt Funding of Banks in Australia.
https://www.rba.gov.au/publications/fsr/2012/sep/tables.html