Search: Pillar 3
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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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Methodology
31 Dec 2003
RDP
2003-12
In Sections 3.2 and 3.3 we then describe a number of simple, alternative benchmark models for forecasting inflation. ... 3.3 Two Further Benchmarks for Comparison. As a further reference point for assessing the performance of our suite of Phillips
https://www.rba.gov.au/publications/rdp/2003/2003-12/methodology.html
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Currency Demand Data
31 Dec 2013
RDP
2013-01
RDP 2013-01: Currency Demand during the Global Financial Crisis: Evidence from Australia 3. ... $b. Data frequency. Banknotes. 53.6. Weekly/daily. (a). Coins. 3.4. Monthly. Total.
https://www.rba.gov.au/publications/rdp/2013/2013-01/currency-demand-data.html
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How Might the Zero Lower Bound Influence an Activist Policy-maker?
31 Dec 2005
RDP
2005-04
RDP 2005-04: Monetary Policy, Asset-Price Bubbles and the Zero Lower Bound 3. ... 3.1 Exogenous Bubbles. Consider an asset-price bubble whose period-to-period growth and probability of bursting are entirely exogenous, unaffected by monetary policy.
https://www.rba.gov.au/publications/rdp/2005/2005-04/how-mig-zer-low-bound.html
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Data, Assumptions and Methods
1 Nov 1999
RDP
1999-09
RDP 1999-09: Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility 3. ... 3.3 The Closure Threshold. As discussed in Section 2, the basic contingent-claim model is augmented to reflect the fact
https://www.rba.gov.au/publications/rdp/1999/1999-09/data-assumptions-and-methods.html
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Testing for Long-Run and Short-Run Fisher Effects
1 Dec 1994
RDP
9410
Table 3 contains the results of these tests. To determine which lags of Δπ. ... Table 3: Cointegration Tests. Sample period. Test statistics for. unit root in π.
https://www.rba.gov.au/publications/rdp/1994/9410/testing-for-long-run.html
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Results
31 Dec 2003
RDP
2003-11
RDP 2003-11: How Should Monetary Policy Respond to Asset-Price Bubbles? 3. ... Figure 3 shows a comparison of optimal interest rate recommendations for the sceptic and three activists.
https://www.rba.gov.au/publications/rdp/2003/2003-11/results.html
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Comparability of Data
1 Nov 1994
RDP
9405
RDP 9405: External Debt and Liabilities of Industrial Countries 3. Comparability of Data. ... To the extent that the IMF guidelines are followed, each country's statistics should include the same range of financial instruments (see footnote 3).
https://www.rba.gov.au/publications/rdp/1994/9405/com-dat.html
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The Theory
31 Dec 2002
RDP
2002-02
RDP 2002-02: Australian Use of Information Technology and its Contribution to Growth 3. ... 4/5. 1. 1/5. > 3. 3/5. 2. 2/5. This seems an undesirable property.
https://www.rba.gov.au/publications/rdp/2002/2002-02/theory.html
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Uncertainty and Smoothing
1 Oct 2000
RDP
2000-07
3.3 Mean parameter uncertainty. Another particular form of model uncertainty is mean parameter uncertainty (Rudebusch 1999). ... 0.3. 0.55. Inflation. 0.1. 0.3. UK. GDP Growth. 0.23. 0.53. Inflation.
https://www.rba.gov.au/publications/rdp/2000/2000-07/uncertainty-and-smoothing.html
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Appendix 3: Data used in the Study
1 Sep 1988
RDP
8806
RDP 8806: Employment, Output and Real Wages Appendix 3: Data used in the Study. ... c). Sep. 69. 98.7. 100.4. 98.3. 93.9. Dec. 69. 98.1. 99.9.
https://www.rba.gov.au/publications/rdp/1988/8806/appendix-3.html
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