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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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Appendix F: Real Exchange Rate Shocks are AR(1)

1 Jun 1993 RDP 9307
David W.R. Gruen and Marianne C. Gizycki
RDP 9307: Explaining Forward Discount Bias: Is it Anchoring? Appendix F: Real Exchange Rate Shocks are AR(1). ... where χ = (αβ)/(αβ (1 α) (1 ρ)). There are two things of note about equation (11′).
https://www.rba.gov.au/publications/rdp/1993/9307/appendix-f.html
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Explaining the Flattening Phenomenon

2 Oct 2008 RDP 2008-05
Ken Kuttner and Tim Robinson
5.1 Data Problems. At first glance, an appealing feature of the new-Keynesian framework is that it does not depend on the output gap, which is unobserved and therefore difficult ... Instruments: constant, π. t1. to π. t4. , lags 1–2 of the output gap,
https://www.rba.gov.au/publications/rdp/2008/2008-05/expl-flat.html
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Results

31 Dec 2006 RDP 2006-11
Christian Gillitzer and John Simon
The component-smoothed inflation measure of underlying inflation is shown in Figure 1. ... Table 1: Inflation Measures Summary Statistics. Quarterly percentage changes. (a). Component-smoothed inflation.
https://www.rba.gov.au/publications/rdp/2006/2006-11/results.html
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Data

19 Dec 2023 RDP 2023-09
Download the Paper 1.74. MB. Our analysis uses quarterly data on gross investment for the near universe of Australian firms for the period between September 2001 and June 2017 from ... We model the extensive margin as an indicator ID. i,t. , that takes
https://www.rba.gov.au/publications/rdp/2023/2023-09/data.html

Solutions with Structural Changes

31 Dec 2012 RDP 2012-08
Mariano Kulish and Adrian Pagan
3.1.1 Structural changes known once they occur. To begin, take the simple case of a single structural change. ... If the structural changes are unknown until they occur, the solution is computed as in Section 3.1.1.
https://www.rba.gov.au/publications/rdp/2012/2012-08/solutions-structural-changes.html
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Introduction

31 Dec 2002 RDP 2002-05
Andrew Stone and Sharon Wardrop
RDP 2002-05: Real-Time National Accounts Data 1. Introduction. Andrew Stone and Sharon Wardrop. ... supervision. 1.3 The Structure of this Paper. Clearly, it is important for analysts to be aware of the scale, frequency, persistence and pattern (if any)
https://www.rba.gov.au/publications/rdp/2002/2002-05/introduction.html
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Appendix 1

1 Dec 1994 RDP 9409
Marianne Gizycki and Brian Gray
RDP 9409: Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting Appendix 1. ... σ was estimated to be equal to 0.1, and k was estimated at 0.46.
https://www.rba.gov.au/publications/rdp/1994/9409/appendix-1.html
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Appendix 1 Properties of the Function g(h)

1 Oct 1987 RDP 8707
Malcolm L Edey
RDP 8707: Asymmetric Information and Bid-Ask Spreads in the Eurocurrency Markets Appendix 1 Properties of the Function g(h). ... Therefore g•(h) > 1 for all h > t. But this is impossible since the upper bound of g(h) has a maximum slope of one.
https://www.rba.gov.au/publications/rdp/1987/8707/appendix-1.html
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Appendix A: Proof of Propositions 1 and 2

2 Jan 2009 RDP 2008-10
Adam Cagliarini and Mariano Kulish
2. π span. Therefore, rowspace(Q. 1. π) rowspace(Q. 2. π) since the rows of Q. ... 1. π necessarily span some subspace of. Necessity: Suppose that the solution is unique.
https://www.rba.gov.au/publications/rdp/2008/2008-10/appendix-a.html
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Appendix 1: Data

1 Jun 1993 RDP 9306
Darren Flood and Philip Lowe
RDP 9306: Inventories and the Business Cycle Appendix 1: Data. Darren Flood and Philip Lowe. ... June 1993. 113. KB. Data on domestic final demand, private non-farm stocks and gross domestic product in Graph 1 and Tables 1 and 4 come from Australian
https://www.rba.gov.au/publications/rdp/1993/9306/appendix-1.html
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