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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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Developments in the Financial System Infrastructure

10 Sep 2004 FSR – September 2004
The more innovative part of Pillar 1 is the provision of two internal ratings-based (IRB) options for calculating regulatory capital. ... Capital requirements under Pillar 1 are such that banks adopting an IRB approach to measuring their credit risk
https://www.rba.gov.au/publications/fsr/2004/sep/dev-fin-sys-infra.html

Descriptive Analysis

31 Dec 2015 RDP 2015-06
David Rodgers
3.1.1 The early 1990s. The partial portfolio-level data that are available for the early 1990s episode indicate that the bulk of credit losses were incurred on lending to ... Around one-fifth of Australian-owned banks' consolidated assets are offshore,
https://www.rba.gov.au/publications/rdp/2015/2015-06/des-analysis.html
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Box B: Responses to Risks in the Housing and Mortgage Markets

10 Mar 2015 FSR – March 2015
Any additional capital requirements would be implemented through changes to individual ADIs' ‘Pillar 2’ capital adjustments. ... Pillar 2 supervisory adjustments are a feature of the international Basel III capital framework that take into account
https://www.rba.gov.au/publications/fsr/2015/mar/box-b.html

List of tables

10 Sep 2012 FSR – September 2012
assets. Euro area. 48.1. 1.6. 0.7. 0.3. 0.5. of which:. Greece, Ireland, Italy,. ... Sources: APRA; RBA; banks' Basel II Pillar 3 reports. Table A1: Offshore Short-term Debt Funding of Banks in Australia.
https://www.rba.gov.au/publications/fsr/2012/sep/tables.html

Box B: Policy Responses to Risks in the Housing and Mortgage Markets

24 Mar 2015 FSR March 2015 PDF 48KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/box-b.pdf

Capital and Asset Growth

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
4.1 Retained profits, dividends and asset growth. The profits banks make in the current period can either be retained or distributed as dividends. ... When calculating the relevant restriction, we abstract from bank-specific prudential capital
https://www.rba.gov.au/publications/rdp/2022/2022-03/capital-and-asset-growth.html
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Developments in the Financial System Architecture

23 Sep 2014 FSR September 2014 PDF 731KB
https://www.rba.gov.au/publications/fsr/2014/sep/pdf/dev-fin-sys-arch.pdf

Developments in the Financial System Architecture

10 Feb 2020 FSR - April 2017 PDF 1324KB
https://www.rba.gov.au/publications/fsr/2017/apr/pdf/dev-fin-sys-arch.pdf

The Consequences of Low Interest Rates for the Australian Banking Sector

21 Dec 2022 RDP 2022-08
Anthony Brassil
cent that the share of deposits at the ELB begins to increase (Figure 1). ... Figure 1: Estimated Cumulative Increase in Share of Deposits at the Lower Bound.
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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Developments in the Financial System Infrastructure

10 Sep 2006 FSR – September 2006
These confirmed that, at the aggregate level, the minimum required capital under Pillar 1 of Basel II would decline relative to that required under the existing Framework, though the outcomes varied ... The results for Australian participants in QIS 5
https://www.rba.gov.au/publications/fsr/2006/sep/dev-sys-infra.html