Search: Pillar 3
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RBA Glossary definition for Pillar 3
Pillar 3 – 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 3 recommends requirements aimed at enhancing market discipline through effective disclosure of information to market participants.
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Capital and Asset Growth
20 Sep 2022
RDP
2022-03
When calculating the relevant restriction, we abstract from bank-specific prudential capital requirements (‘Pillar II charges’) for simplicity.
https://www.rba.gov.au/publications/rdp/2022/2022-03/capital-and-asset-growth.html
Credit Loss Modelling
20 Sep 2022
RDP
2022-03
The inputs to this model are the GDP growth shock derived in the scenario, the distribution of banks' exposures by internal credit ratings (as reported in Pillar III reports) and various ... We begin by taking data on the internal credit ratings of banks'
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
The inputs to this model are the GDP growth shock derived in the scenario, the distribution of banks' exposures by internal credit ratings (as reported in Pillar III reports) and various ... We begin by taking data on the internal credit ratings of banks'
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html