Search: Pillar 1
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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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Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
exposures by internal credit ratings (as reported in Pillar III reports) and various coefficients that. ... exposures from Pillar III reports. The internal credit rating grades used by banks (e.g.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
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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The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
3.1 Non-discretionary 4. 3.1.1 Low-interest retail deposits 4. 3.1.2 Wholesale debt and deposits 6. ... Net before hedging. Net after hedging. 0–1 1–3 3–6 6–12 >12-3.0.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
The Global Financial Environment
21 Nov 2022
FSR
- April 2022
PDF
1031KB
https://www.rba.gov.au/publications/fsr/2022/apr/pdf/01-global-financial-environment.pdf
The Australian Financial System
21 Nov 2022
FSR
- October 2021
PDF
1155KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/03-australian-financial-system.pdf
Financial Stability Review
18 Nov 2022
FSR
- April 2022
PDF
2740KB
https://www.rba.gov.au/publications/fsr/2022/apr/pdf/financial-stability-review-2022-04.pdf
Box A: International Banks' Response to Climate Risk
18 Nov 2022
FSR
- April 2022
PDF
508KB
https://www.rba.gov.au/publications/fsr/2022/apr/pdf/box-a-international-banks-response-to-climate-risk.pdf
Financial Stability Review
18 Nov 2022
FSR
- October 2021
PDF
3266KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/financial-stability-review-2021-10.pdf
Capital and Asset Growth
20 Sep 2022
RDP
2022-03
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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The Global Financial Environment
8 Apr 2022
FSR
– April 2022
Graph 1.1. Foreign banks' direct exposures to Russia are not large enough to have a significant effect on their capital ratios. ... institutions. Nonetheless, euro area banks have improved provision coverage for NPLs considerably since the end of 2020,
https://www.rba.gov.au/publications/fsr/2022/apr/global-financial-environment.html