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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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Appendix 1: Data

1 Dec 1992 RDP 9216
Philip Lowe and Geoffrey Shuetrim
RDP 9216: The Evolution of Corporate Financial Structure: 1973–1990 Appendix 1: Data.
https://www.rba.gov.au/publications/rdp/1992/9216/appendix-1.html
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Appendix B: Robustness

31 Jan 2023 RDP 2023-01
Tom Cusbert
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
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Appendix 1: Data

1 May 1993 RDP 9304
Jacqueline Dwyer, Christopher Kent and Andrew Pease
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
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Appendix 1: Unit Root Tests

1 May 1995 RDP 9504
Philip Lowe
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
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Appendix 1: Data Sources

1 Jun 1991 RDP 9104
Michele Bullock and Mark Rider
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
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Appendix 1: Statistical test: Are price falls special?

1 Mar 1995 RDP 9502
Richard De Abreu Lourenco and David Gruen
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
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The Model

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
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
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Research Workshop – 2023

20 Dec 2023 Research Workshop
Papers presented at the Reserve Bank of Australia 2023 Research Workshop
https://www.rba.gov.au/publications/workshops/research/2023/

Implementation Effects

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
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
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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