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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