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RBA Glossary definition for capital market

capital market – A market for medium to long-term financial instruments. Financial instruments traded in the capital market include shares, and bonds issued by the Australian Government, State governments, corporate borrowers and financial institutions.

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Equity Risk

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
This differs from similar market-risk guidelines put forward by the European Economic Community through the latest Capital Adequacy Directive. ... A capital charge of 8 per cent of the net position is proposed to cover market risk.
https://www.rba.gov.au/publications/rdp/1994/9408/equity-risk.html

The Supervisory Treatment of Banks’ Market Risk

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1994/9408.html

Background

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
The case for expanding the capital framework grew stronger with growth in market exposures faced by banks. ... The objective was solely the creation of a structure to permit the calculation of a capital charge that provided a reasonably accurate
https://www.rba.gov.au/publications/rdp/1994/9408/background.html

Conclusion

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
The size of any additional capital requirements to cover market risk is, therefore, likely to be correspondingly small. ... The proposed capital charges may be inadequate to cover such extreme market movements.
https://www.rba.gov.au/publications/rdp/1994/9408/conclusion.html

Introduction

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
Over recent years, the Basle Committee has conducted work on formally including market risk in the capital adequacy framework. ... At the same time as the release of the market risk proposals, the Basle Committee released a proposal covering the
https://www.rba.gov.au/publications/rdp/1994/9408/introduction.html

Structure of The Proposals

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
In particular:. they all focus on the need for capital to cover market risk. ... The focus on the trading book as the basis for measuring and applying a capital charge to market risk reflected two factors.
https://www.rba.gov.au/publications/rdp/1994/9408/structure-proposals.html

Traded-Debt Securities

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
The method proposed to calculate capital charges to cover general market risk requires that instruments. ... The calculation of capital charges on general market risk in the debt securities proposal relies on assumptions relating to:.
https://www.rba.gov.au/publications/rdp/1994/9408/traded-deb-securities.html

Foreign Exchange Risk

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
RDP 9408: The Supervisory Treatment of Banks' Market Risk 5. Foreign Exchange Risk. ... The calculation of the capital charge can be illustrated by the following example.
https://www.rba.gov.au/publications/rdp/1994/9408/foreign-exchange-risk.html