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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 HILDA Dataset

31 Dec 2003 RDP 2003-09
Luci Ellis, Jeremy Lawson and Laura Roberts-Thomson
RDP 2003-09: Housing Leverage in Australia 2. The HILDA Dataset. Luci Ellis, Jeremy Lawson and Laura Roberts-Thomson. ... 2.2 Missing Data and Income Imputation.
https://www.rba.gov.au/publications/rdp/2003/2003-09/hilda-dataset.html
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Model Designs

31 Dec 2011 RDP 2011-04
Adrian Pagan and Tim Robinson
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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2 December 2008 | Minutes of the Monetary Policy Meeting of the Board

16 Dec 2008 Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 2 December 2008
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2008/02122008.html

The Model

31 Dec 2005 RDP 2005-09
Charles Engel
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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Appendix 2: Regression Equations

1 Jun 1991 RDP 9104
Michele Bullock and Mark Rider
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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2 September 2014 | Minutes of the Monetary Policy Meeting of the Board

16 Sep 2014 Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 2 September 2014
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2014/02092014.html

BA-MARTIN in Detail

18 Jan 2022 RDP 2022-01
Anthony Brassil, Mike Major and Peter Rickards
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: Data Sources

1 Jun 1994 RDP 9404
Michael Coelli, Jerome Fahrer and Holly Lindsay
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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Loan-level Determinants of Housing Loan Arrears

31 Dec 2014 RDP 2014-13
Matthew Read, Chris Stewart and Gianni La Cava
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: Estimation with an Alternative Real Wage Measure

1 Sep 1988 RDP 8806
Bill Russell and Warren J. Tease
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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