Search: D-SIB
RBA Glossary definition for D-SIB
D-SIB – Domestic systemically important bank
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Capital and Asset Growth
20 Sep 2022
RDP
2022-03
L. G. D. where the correlation factor R is set at 0.15 for all asset classes. ... risk-weighted assets, plus 1 per cent for D-SIB banks), rising by 60 per cent for the 3rd quartile, 80 per cent for the 2nd quartile and 100 per cent
https://www.rba.gov.au/publications/rdp/2022/2022-03/capital-and-asset-growth.html
Model Framework
20 Sep 2022
RDP
2022-03
In Australia, it includes a 1 per cent domestic systemically important banks (D-SIB) buffer above the typical capital conservation buffer for major banks.
https://www.rba.gov.au/publications/rdp/2022/2022-03/model-framework.html
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
P. D. ). that reflects the natural level of default that occurs even in a strong economy due to marital failure, illness, disability and other non-cyclical risk factors. ... D. i. 0. 4. β. M. o. r. t. ,. U.
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html