Search: BCBS
RBA Glossary definition for BCBS
BCBS – Basel Committee on Banking Supervision (of the BIS)
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Extensions
10 Jul 2019
RDP
2019-05
is equivalent to the smoothing parameter of 400,000 recommended by the Basel Committee on Banking Supervision (BCBS) for quarterly data (Ravn and Uhlig 2002).
https://www.rba.gov.au/publications/rdp/2019/2019-05/extensions.html
Cost-benefit Analysis of Leaning against the Wind
1 Jul 2019
RDP
2019-05
is equivalent to the smoothing parameter of 400,000 recommended by the Basel Committee on Banking Supervision (BCBS) for quarterly data (Ravn and Uhlig 2002). ... Formal research provides mixed results. A survey by the BCBS (2010, Annex 1) finds that
https://www.rba.gov.au/publications/rdp/2019/2019-05/full.html
References
10 Jul 2019
RDP
2019-05
BCBS (Basel Committee on Banking Supervision) (2010), An Assessment of the Long-Term Economic Impact of Stronger Capital and Liquidity Requirements, Bank for International Settlements, Basel.
https://www.rba.gov.au/publications/rdp/2019/2019-05/references.html
Criticisms and Doubts
10 Jul 2019
RDP
2019-05
Formal research provides mixed results. A survey by the BCBS (2010, Annex 1) finds that banking crises are typically associated with huge long-lasting reductions in output.
https://www.rba.gov.au/publications/rdp/2019/2019-05/criticisms-and-doubts.html