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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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The Algorithm
15 Dec 2016
RDP
2016-11
A rudimentary description of the credit-facility algorithm is given in Section 3.3; see Appendix B for a detailed description. ... 3.3 The Credit-facility Algorithm. The credit-facility algorithm starts by treating all transactions as potential first
https://www.rba.gov.au/publications/rdp/2016/2016-11/algorithm.html
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Prediction
31 Dec 2014
RDP
2014-09
RDP 2014-09: Predicting Dwelling Prices with Consideration of the Sales Mechanism 3. ... Equation (3) incorporates lags of private-treaty prices instead of lags of auction prices and also allows for cointegration.
https://www.rba.gov.au/publications/rdp/2014/2014-09/prediction.html
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The Algorithm Performance
15 Aug 2018
RDP
2018-09
Collateral movements, that is, zero-cash transactions within repos, occur rarely, and given the possibility of false detections (discussed in Section 3.3), potentially never. ... 3.3 Assessing Misidentification of Repo Transactions. False detections are
https://www.rba.gov.au/publications/rdp/2018/2018-09/the-algorithm-performance.html
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Table 3 in Cointegration
11 Jul 2019
RDP
9314
J. NO. NO. –. NO. J. NO. 3/24. NC-MB. NO. –. NO. NO. NO. NO. –. NO. NO. NO. NO. –. NO. ... NO. NO. NO. NO. NO. NO. NO. NO. J. NO. 3/30.
https://www.rba.gov.au/publications/rdp/1993/9314/table-3.html
What Explains Sentiment?
31 Dec 2001
RDP
2001-09
3.3 Aggregate Results. When undertaking initial OLS estimation of these equations the errors were found to have significant autocorrelation. ... 2.86. (1.62). –. 3.85. (2.25). ΔAO. t1. 0.15. (0.09). 0.21.
https://www.rba.gov.au/publications/rdp/2001/2001-09/what-explains-sentiment.html
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Credit Exposure
1 Dec 1994
RDP
9409
RDP 9409: Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting 3. ... 3.3 Counterparty Exposure. Once the credit exposure for individual contracts has been calculated, the next step is to calculate the exposure to a counterparty that
https://www.rba.gov.au/publications/rdp/1994/9409/credit-exposure.html
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Appendix 3: Error Correction Models
1 Dec 1989
RDP
8910
Test statistic. Significance level. ΔY. t1. , ΔRPEM. t4. F(2,43) = 3.195. ... 0.140. First to fourth order. = 3.079. 0.545. dependent variable – ΔM.
https://www.rba.gov.au/publications/rdp/1989/8910/appendix-3.html
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Appendix 3: The Income Effect
1 Nov 1995
RDP
9508
RDP 9508: Are Terms of Trade Rises Inflationary? Appendix 3: The Income Effect.
https://www.rba.gov.au/publications/rdp/1995/9508/appendix-3.html
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General Framework
26 Oct 2023
RDP
2023-07
RDP 2023-07: Identification and Inference under Narrative Restrictions 3. General Framework.
https://www.rba.gov.au/publications/rdp/2023/2023-07/general-framework.html
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Appendix 3: Results
1 Dec 1993
RDP
9312
RDP 9312: A Re-examination of the Determinants of Australia's Imports Appendix 3: Results. ... 0.46. (0.11). Capital. 2.04 GNE. (0.28). 0.72 PM. k. (0.25). 3.02 Z.
https://www.rba.gov.au/publications/rdp/1993/9312/appendix-3.html
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