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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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The Model
31 Dec 2005
RDP
2005-09
RDP 2005-09: The US Current Account Deficit: A Re-Examination of the Role of Private Saving 2. ... Equations (1) and (2) still hold, but Equation (3) is replaced by:.
https://www.rba.gov.au/publications/rdp/2005/2005-09/model.html
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Loan-level Determinants of Housing Loan Arrears
31 Dec 2014
RDP
2014-13
2.2 Modelling Framework. Duration analysis provides a framework for modelling ‘time-to-event’ data. ... A low-doc loan that is otherwise identical to the base loan has a probability of entering arrears in the first five years of 2.2 per cent, while a
https://www.rba.gov.au/publications/rdp/2014/2014-13/loan-level-determinants.html
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Appendix 2: Regression Equations
1 Jun 1991
RDP
9104
a. b. R. 2. 1961–1969. Nominal. 3.96. 0.52. 0.27. Real. 3.96. ... Change in inflation. 1.11. (2.45). 0.52. (0.47). 0.07. Excluding New Zealand.
https://www.rba.gov.au/publications/rdp/1991/9104/appendix-2.html
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Model Designs
31 Dec 2011
RDP
2011-04
RDP 2011-04: Assessing Some Models of the Impact of Financial Stress upon Business Cycles 2. ... This was introduced in Iacoviello (2005), and we discuss further in Section 2.3 on the supply of credit.
https://www.rba.gov.au/publications/rdp/2011/2011-04/model-designs.html
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Appendix 2: Data Sources
1 Jun 1994
RDP
9404
RDP 9404: Wage Dispersion and Labour Market Institutions: A Cross Country Study Appendix 2: Data Sources. ... 2, on magnetic tape. Data from tables 1, 12, 13 and 15 were employed.
https://www.rba.gov.au/publications/rdp/1994/9404/appendix-2.html
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Appendix 2: Estimation with an Alternative Real Wage Measure
1 Sep 1988
RDP
8806
T. 0.0004. 0.0002. RBAR. 2. = 0.99. SEE = 0.005. SSR = 0.0015. ... Table 2. Variable. Coefficient. Standard Error. a. o. 1.17. 0.36. lnY.
https://www.rba.gov.au/publications/rdp/1988/8806/appendix-2.html
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BA-MARTIN in Detail
18 Jan 2022
RDP
2022-01
Figure 2: Quantiles of Log Expected Losses. Note: Quantiles determined by varying the other variables. ... In their framework, capital ratios return to target around 2–3 years from the downturn.
https://www.rba.gov.au/publications/rdp/2022/2022-01/ba-martin-in-detail.html
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Appendix 2: Time Series Properties of the Data
1 Dec 1993
RDP
9312
Relative Price of Imports:. Aggregate. level. 1st difference. 1.72. 7.77. 2.06. ... Protection:. Effective rate of assistance. level. 1st difference. 0.38. 2.10. 2.32.
https://www.rba.gov.au/publications/rdp/1993/9312/appendix-2.html
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Our People
27 Oct 2022
RBA Annual Report
– October 2022
0. 2. 2. 0. 2. 0. 0. 0. 2. Business Resumption Site, Sydney. ... There were no accepted workers compensation claims in 2021/22. The Reserve Banks Lost Time Injury Frequency Rate (number of lost time injuries per million hours worked) was 2.2 in
https://www.rba.gov.au/publications/annual-reports/rba/2022/our-people.html
The Model
9 Oct 2019
RDP
2019-10
2.2 Securities Buyers and the Date 1 Securities Market. Given a liquidity shock at date 1, if c. ... b. i. Notes: Represents. b. i. as the intersection between: (i) market illiquidity m, which is increasing in b as described in Section 2.2; and (ii) the
https://www.rba.gov.au/publications/rdp/2019/2019-10/the-model.html
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