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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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BA-MARTIN in Detail
18 Jan 2022
RDP
2022-01
Figure 2: Quantiles of Log Expected Losses. Note: Quantiles determined by varying the other variables. ... In their framework, capital ratios return to target around 2–3 years from the downturn.
https://www.rba.gov.au/publications/rdp/2022/2022-01/ba-martin-in-detail.html
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Appendix 2: Time Series Properties of the Data
1 Dec 1993
RDP
9312
Relative Price of Imports:. Aggregate. level. 1st difference. 1.72. 7.77. 2.06. ... Protection:. Effective rate of assistance. level. 1st difference. 0.38. 2.10. 2.32.
https://www.rba.gov.au/publications/rdp/1993/9312/appendix-2.html
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Consultations
23 May 2024
Consultations
Index of Consultations
https://www.rba.gov.au/publications/consultations/
The Model
9 Oct 2019
RDP
2019-10
2.2 Securities Buyers and the Date 1 Securities Market. Given a liquidity shock at date 1, if c. ... b. i. Notes: Represents. b. i. as the intersection between: (i) market illiquidity m, which is increasing in b as described in Section 2.2; and (ii) the
https://www.rba.gov.au/publications/rdp/2019/2019-10/the-model.html
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Techniques and Data
1 Jun 1994
RDP
9403
2.2 Full Capacity Employment. In estimating capacity employment there are two factors to be considered: actual employment can include some degree of surplus labour given current capital utilisation and some ... A baseline of 2.2 per cent growth per annum
https://www.rba.gov.au/publications/rdp/1994/9403/techniques-data.html
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Appendix 2: Our Estimation Procedure – A Flow Chart
1 Nov 1991
RDP
9111
RDP 9111: Monthly Movements in the Australian Dollar and Real Short-Term Interest Differentials: An Application of the Kalman Filter Appendix 2: Our Estimation Procedure – A Flow Chart.
https://www.rba.gov.au/publications/rdp/1991/9111/appendix-2.html
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The DSGE Model
31 Dec 2013
RDP
2013-07
RDP 2013-07: An Empirical BVAR-DSGE Model of the Australian Economy 2. ... 1,. t. and π. 2,. t. , holdings of domestic and foreign one-period risk-free bonds, B.
https://www.rba.gov.au/publications/rdp/2013/2013-07/dsge-model.html
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Appendix 2: A Model of Einployineilt and Productivity in Manufacturing
1 Dec 1992
RDP
9215
RDP 9215: The Evolution of Employment and Unemployment in Australia Appendix 2: A Model of Einployineilt and Productivity in Manufacturing. ... The distribution of factors between the sectors is shown in Figure A2.2.
https://www.rba.gov.au/publications/rdp/1992/9215/appendix-2.html
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Explaining the Flattening Phenomenon
2 Oct 2008
RDP
2008-05
0.003. α. 0.354. 0.404. 0.226. 0.439. 0.327. 0.282. Imposing α = 0.2. ... Instruments: constant, π. t1. to π. t4. , lags 1–2 of the output gap, real unit labour costs, real import prices and nominal wages.
https://www.rba.gov.au/publications/rdp/2008/2008-05/expl-flat.html
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Data
18 Dec 2019
RDP
2019-12
RDP 2019-12: Confidence in Australian Banknotes 2. Data. Kim Nguyen and Anny Francis. ... Share (%). Demographics. Female. 50.2. 16–24 years old. 15.9. 25–44 years old.
https://www.rba.gov.au/publications/rdp/2019/2019-12/data.html
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