Search: Pillar 2
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RBA Glossary definition for Pillar 2
Pillar 2 – 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 2 proposes procedures for supervisory review of an institution's capital adequacy and internal risk assessment process.
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Box D: Stress Testing at the Reserve Bank
20 Oct 2017
FSR
– October 2017
Non-interest income. Credit losses are determined by benchmarking from historical episodes and past stress tests in Australia and abroad, and from Australian banks' Pillar 3 disclosure requirements.
https://www.rba.gov.au/publications/fsr/2017/oct/box-d.html
Discussion of Financial Innovation: What Have We Learnt?
22 Oct 2008
Conferences
PDF
94KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/jenkinson-penalver-vause-disc.pdf
The Global Financial Environment
8 Apr 2022
FSR
– April 2022
Graph 1.2. The pick-up in market volatility and credit risk has increased the chance that large losses accrue to financial industry participants. ... institutions. Nonetheless, euro area banks have improved provision coverage for NPLs considerably since
https://www.rba.gov.au/publications/fsr/2022/apr/global-financial-environment.html
Financial Stability Review - September 2004
6 Jan 2005
FSR
PDF
1099KB
Moreover,. Graph 1. 0. 2. 4. 0. 2. 4. World GDP GrowthYear-average. %%. ... 1 4.2Perth 10.9 3.3 8.7 2.0 11.9 2.2 12.4 1.7Canberra 12.3 0.7 10.5 0.7 30.6 0.2
https://www.rba.gov.au/publications/fsr/2004/sep/pdf/0904.pdf
Table 1 in The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008
14 Jul 2008
Conferences
Pillar 3 guidance on all this to be improved after consultation. ... Improve supervisory oversight of risk management including off-balance sheet. BCBS Pillar 2 guidance in 2008–2009 to ensure capital ‘buffers’, including for: concentration risk
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson-table-1.html
Developments in the Financial System Infrastructure
10 Mar 2008
FSR
– March 2008
As discussed in previous Reviews, in calculating capital requirements under Pillar 1 of Basel II, an ADI must have regard to at least three business risks – credit risk, market risk and ... Taking these various changes into account, and any further
https://www.rba.gov.au/publications/fsr/2008/mar/dev-sys-infra.html
Discussion | Conference – 2018
12 Apr 2018
Conferences
This led to some discussion on transparency and communication. A participant noted that these had previously been agreed as two key pillars of an effective inflation-targeting regime, and that they
https://www.rba.gov.au/publications/confs/2018/broadbent-disc.html
Change and Constancy in the Financial System: Implications for Financial Distress and Policy | Conference – 2007
20 Aug 2007
Conferences
As highlighted by the Asian crisis and the high-profile failure of Enron, reliable accounting standards are an important pillar of the financial infrastructure. ... Most recently, here too Basel II has been quite helpful, through Pillar III.
https://www.rba.gov.au/publications/confs/2007/borio.html
Discussion on The Australian Financial System in the 2000s: Dodging the Bullet | Conference – 2011
24 Jul 2000
Conferences
As shown in Figure 2, the credit-to-GDP gap also exceeded the specified threshold range for a period before the crisis, while the real property price gap was in the ... The shadow banking sector was relatively small in Australia. The four pillar policy
https://www.rba.gov.au/publications/confs/2011/davis-disc.html
Developments in the Financial System Infrastructure
10 Sep 2006
FSR
– September 2006
These confirmed that, at the aggregate level, the minimum required capital under Pillar 1 of Basel II would decline relative to that required under the existing Framework, though the outcomes varied ... The results for Australian participants in QIS 5
https://www.rba.gov.au/publications/fsr/2006/sep/dev-sys-infra.html