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RBA Glossary definition for Pillar 1

Pillar 1 – 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 1 sets out the framework for revised minimum capital requirements, building-in rewards for stronger and more accurate risk management.

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Full Model Studies

1 Sep 1979 RDP 7902
W.H. Evans
1959(1)–1968(4). Permanent gross national product. r. fd,1. 1.70. 0.36. 68%. Domestic official borrowing. ... This reflects the residual asset role of money as discussed in Sections 3.1.1 and 3.1.2.
https://www.rba.gov.au/publications/rdp/1979/7902/full-model-studies.html
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The Model

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
The gross payments the CCP makes in period t 1 are given by:. ... and. , where the state space. is defined for each market m [0,1].
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
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Appendix 1: Data

1 Jun 1992 RDP 9206
Philip Lowe and Thomas Rohling
Current: Not. bearing. interest. Table D.1 plus gov't deposits,. Table B.2. ... Prior Jan. 1989,. gov't from TB liab. Table C.1. 0 rate applied.
https://www.rba.gov.au/publications/rdp/1992/9206/appendix-1.html
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Appendix 1: Data Sources

1 Jun 1991 RDP 9104
Michele Bullock and Mark Rider
RDP 9104: Cross-Country Relationship Between Interest Rates and Inflation over Three Decades Appendix 1: Data Sources.
https://www.rba.gov.au/publications/rdp/1991/9104/appendix-1.html
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Appendix 1: Data

1 May 1993 RDP 9304
Jacqueline Dwyer, Christopher Kent and Andrew Pease
The results reported in table A2.1 are for the tests including a constant only. ... m. level. 1. st. difference. 0.50. 4.18. 0.67. 7.31. IPD. x.
https://www.rba.gov.au/publications/rdp/1993/9304/appendix-1.html
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Appendix 1: Statistical test: Are price falls special?

1 Mar 1995 RDP 9502
Richard De Abreu Lourenco and David Gruen
RDP 9502: Price Stickiness and Inflation Appendix 1: Statistical Test: Are Price Falls Special? ... t. = 1 (1) if the proportion of industries with price falls in period t is lower (higher) than the proportion with price rises greater than 2Δp.
https://www.rba.gov.au/publications/rdp/1995/9502/appendix-1.html
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Appendix 1: Unit Root Tests

1 May 1995 RDP 9504
Philip Lowe
RDP 9504: The Link Between the Cash Rate and Market Interest Rates Appendix 1: Unit Root Tests. ... 2.50. 2.25. Deposit rates. Cash management trust. 0.69. 2.58. 1.62. 1.66.
https://www.rba.gov.au/publications/rdp/1995/9504/appendix-1.html
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Implementation Effects

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
4.1.1 Market function purchases and the bond purchase program. Following the approach of De Santis and Holm-Hadulla (2020), we use the time series of bond yields to measure ... Note that the regression results presented in Table 2 of Section 4.1.1 also
https://www.rba.gov.au/publications/rdp/2022/2022-02/implementation-effects.html
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Appendix 1: Summary of Deregulation in Banking and in Deposit and Loan Markets

1 Sep 1995 RDP 9506
Gordon de Brouwer
October 1994. interest rates on deposits fixed for more than 1 month liberalised. ... November 1994. rates on deposits >1 years liberalised. 1995. plan to free all lending rates.
https://www.rba.gov.au/publications/rdp/1995/9506/appendix-1.html
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Some Aspects of RBA76(T)

1 Sep 1979 RDP 7904
John C. Taylor
3. –. –. –. –. –. Total. 55. 1. 1. –. 1. –. Indicates those that have changed from the correct signs (a priori) and significant in EST754 to the incorrect sign and significant. ... EST744. EST754. EST764. Output. 1. 1.07. 1.02. 1.06. 86. 94.
https://www.rba.gov.au/publications/rdp/1979/7904/some-aspects-of-rba76-t.html
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