Search: Pillar 1
Did you mean
pillar?
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.
Search Results
Appendix B: Robustness
31 Jan 2023
RDP
2023-01
W. T. P. =. F. 5. 1. (. p. ). Now the relevant null hypothesis for the lower bound is H. ... 0. : WTP. L. =. F. 5. 1. (. p. ). We know the relevant binomial distribution has success probability p and sample size n.
https://www.rba.gov.au/publications/rdp/2023/2023-01/appendix-b.html
See 19 more results from "RDP 2023-01"
Appendix 1: Data
1 May 1993
RDP
9304
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
See 10 more results from "RDP 9304"
Appendix 1: Unit Root Tests
1 May 1995
RDP
9504
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
See 6 more results from "RDP 9504"
Appendix 1: Data Sources
1 Jun 1991
RDP
9104
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
See 6 more results from "RDP 9104"
Full Model Studies
1 Sep 1979
RDP
7902
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
See 4 more results from "RDP 7902"
Appendix 1: Statistical test: Are price falls special?
1 Mar 1995
RDP
9502
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
See 7 more results from "RDP 9502"
The Model
22 Nov 2016
RDP
2016-07
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
See 7 more results from "RDP 2016-07"
Implementation Effects
24 May 2022
RDP
2022-02
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
See 13 more results from "RDP 2022-02"
Data
19 Dec 2023
RDP
2023-09
Download the Paper 1.74. MB. Our analysis uses quarterly data on gross investment for the near universe of Australian firms for the period between September 2001 and June 2017 from ... We model the extensive margin as an indicator ID. i,t. , that takes
https://www.rba.gov.au/publications/rdp/2023/2023-09/data.html
Some Aspects of RBA76(T)
1 Sep 1979
RDP
7904
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
See 6 more results from "RDP 7904"