Search: Pillar 2
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RBA Glossary definition for Pillar 2
Pillar 2 – 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 2 proposes procedures for supervisory review of an institution's capital adequacy and internal risk assessment process.
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Box A: International Banks' Response to Climate Risk
8 Apr 2022
FSR
– April 2022
The United Kingdom's Prudential Regulation Authority stated that banks could face increased scrutiny and supervisory actions, including (Pillar 2) capital add-ons, if their responses to climate change are deemed ... insufficient. Similarly, the ECB
https://www.rba.gov.au/publications/fsr/2022/apr/box-a-international-banks-response-to-climate-risk.html
Developments in the Financial System Architecture
20 Apr 2016
FSR
– April 2016
In March, the BCBS proposed revisions to the Pillar 3 framework, including the disclosure of a dashboard of key regulatory metrics and hypothetical RWAs calculated using the standardised approaches for credit ... These proposals form the second broad
https://www.rba.gov.au/publications/fsr/2016/apr/dev-fin-sys-arch.html
Developments in the Financial System Architecture
10 Mar 2015
FSR
– March 2015
In Hong Kong, 12 out of 13 components were assessed as compliant, while one component, Pillar 3, was determined to be largely compliant with the Basel standards. ... In Mexico, 12 out of 14 components were assessed as compliant, while the countercyclical
https://www.rba.gov.au/publications/fsr/2015/mar/dev-fin-sys-arch.html
Developments in the Financial System Architecture
10 Sep 2011
FSR
– September 2011
However, the EU proposals as published include a ‘maximum harmonisation’ rule, that is, a common Pillar 1 minimum requirement across members, to help ensure a level playing field and to discourage ... There are exceptions to this rule, such as Pillar
https://www.rba.gov.au/publications/fsr/2011/sep/dev-fin-sys-arch.html
The Australian Financial System
10 Sep 2012
FSR
– September 2012
More detailed data from the major banks' Basel II Pillar 3 disclosures show that, on a consolidated group basis, business loan impairment rates declined across most industries during the six months
https://www.rba.gov.au/publications/fsr/2012/sep/aus-fin-sys.html
Household and Business Balance Sheets
10 Sep 2012
FSR
– September 2012
Data from the major banks' Pillar 3 reports indicate that the property and business services and construction sectors have the highest non-performing assets ratios.
https://www.rba.gov.au/publications/fsr/2012/sep/house-bus-bal-sheet.html
Developments in the Financial System Architecture
10 Mar 2014
FSR
– March 2014
Any final changes to the leverage ratio will be made by 2017, with a view to migrating to a Pillar 1 (minimum capital requirement) treatment from 2018.
https://www.rba.gov.au/publications/fsr/2014/mar/dev-fin-sys-arch.html
Developments in the Financial System Architecture
10 Mar 2011
FSR
– March 2011
In principle the buffer could also be used to lean against an upswing in credit, though the existing prudential tools can serve the same purpose, including bank-specific Pillar 2 capital
https://www.rba.gov.au/publications/fsr/2011/mar/dev-fin-sys-arch.html
Business and Household Balance Sheets
10 Mar 2013
FSR
– March 2013
Data for the six months to September 2012 from the major banks' Pillar 3 reports show that performance improved most noticeably for loans to the construction, and property and business services
https://www.rba.gov.au/publications/fsr/2013/mar/bus-house-bal-sheet.html
The Australian Financial System
10 Sep 2010
FSR
– September 2010
The new proposed framework encompasses a three-pillar system, similar to what is already in place for banks, which will improve the dissemination of data to the market.
https://www.rba.gov.au/publications/fsr/2010/sep/aus-fin-sys.html