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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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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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The HILDA Dataset
31 Dec 2003
RDP
2003-09
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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Motivation and Data
31 Dec 2001
RDP
2001-03
RDP 2001-03: The Response of Financial Markets in Australia and New Zealand to News About the Asian Crisis 2. ... Download the Paper 677. KB. 2.1 Why Australian and New Zealand Financial Markets Might be Affected.
https://www.rba.gov.au/publications/rdp/2001/2001-03/motivation-and-data.html
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Capital Structure: Theory and Evidence
1 Dec 1993
RDP
9313
Section 2.1 explores the first approach while Section 2.2 explores the second approach. ... 2.2 Financing Hierarchies. Some theories of corporate financial structure suggest that internally generated cash flows are the cheapest form of finance, debt is
https://www.rba.gov.au/publications/rdp/1993/9313/capital-structure-theory-evidence.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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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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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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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: 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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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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