Search: D-SIB
RBA Glossary definition for D-SIB
D-SIB – Domestic systemically important bank
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Capital and Asset Growth
20 Sep 2022
RDP
2022-03
L. G. D. where the correlation factor R is set at 0.15 for all asset classes. ... risk-weighted assets, plus 1 per cent for D-SIB banks), rising by 60 per cent for the 3rd quartile, 80 per cent for the 2nd quartile and 100 per cent
https://www.rba.gov.au/publications/rdp/2022/2022-03/capital-and-asset-growth.html
See 2 more results from "RDP 2022-03"
The Regulatory Response to the Global Financial Crisis | Submission to the Financial System Inquiry – March 2014 | Financial Sector |…
1 Mar 2014
Submissions
The Australian D-SIB framework is discussed in Section 3.2.2.1. ... Similar macroeconomic assessments of the G-SIB framework and the OTC derivatives reforms have found comparable net economic benefits (BCBS and FSB 2011; MAGD 2013).
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/regulatory-response-to-the-global-financial-crisis.html
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
minimum capital requirement. In Australia, it includes a 1 per cent domestic systemically important banks (D-SIB). ... 60 -40 -20 00. 10. 20. 30. 40. 50. Property price shocks – %. LG. D–. %. Commercially secured. Residentially secured. 15. 100 per
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Submission to the Financial System Inquiry March 2014
10 Nov 2017
Submissions
PDF
3041KB
Financial System Inquiry
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/pdf/financial-system-inquiry-2014-03.pdf