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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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Descriptive Analysis

31 Dec 2015 RDP 2015-06
David Rodgers
In comparison, current losses during September 2007 to September 2012 were equivalent to around 2 per cent of average lending over this period. ... Around one-fifth of Australian-owned banks' consolidated assets are offshore, so the consolidated Pillar 3
https://www.rba.gov.au/publications/rdp/2015/2015-06/des-analysis.html
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Asset Prices, Monetary and Other Policies

31 Dec 2010 RDP 2010-06
Paul Bloxham, Christopher Kent and Michael Robson
RDP 2010-06: Asset Prices, Credit Growth, Monetary and Other Policies: An Australian Case Study 2. ... Inclusion of a monetary aggregate target as one of the two pillars of monetary policy by the European Central Bank constitutes a related approach.
https://www.rba.gov.au/publications/rdp/2010/2010-06/asset-prices-monetary.html
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References

21 Dec 2022 RDP 2022-08
Anthony Brassil
Waters B, P Ngan, A Zilberman and R Tsang (2020), ‘A Pillar to Lean On: Australia's Approach to IRRBB Holds Valuable Lessons for Global Banks’, ANZ Financial Institutions Group Newsletter, ... June. Available at
https://www.rba.gov.au/publications/rdp/2022/2022-08/references.html
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References

31 Dec 2010 RDP 2010-03
David Norman and Anthony Richards
Galí J and ML Gertler (1999), ‘Inflation Dynamics: A Structural Econometric Analysis’, Journal of Monetary Economics, 44(2), pp 195–222. ... Gerlach S (2004), ‘The Two Pillars of the European Central Bank’, Economic Policy, 19(40), pp 389–439
https://www.rba.gov.au/publications/rdp/2010/2010-03/references.html
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Capital and Asset Growth

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
4.2 Risk densities. Changes in risk weights can have substantial effects on bank capital ratios. ... When calculating the relevant restriction, we abstract from bank-specific prudential capital requirements (‘Pillar II charges’) for simplicity.
https://www.rba.gov.au/publications/rdp/2022/2022-03/capital-and-asset-growth.html
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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

Credit Losses at Australian Banks: 1980–2013

8 May 2015 RDP PDF 1495KB
business, housing and personal) loss rates that the major banks have published in their (publicly available) Pillar 3 reports since 2008. ... Sources: APRA; Pillar 3 reports. The low loss rate on lending to households over this period was driven by very
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-06.pdf

Modelling Inflation in Australia

1 Jul 2010 RDP PDF 497KB
1. Introduction 1. 2. Modelling Structure and Theory 2 2.1 The ‘Standard’ or Expectations-augmented Phillips Curve 3 2.2 The New-Keynesian Phillips Curve 4 2.3 The ... 2.2 The New-Keynesian Phillips Curve. A second type of model that is widely used
https://www.rba.gov.au/publications/rdp/2010/pdf/rdp2010-03.pdf

Introduction

31 Dec 2007 RDP 2007-08
Ellis Connolly
Download the Paper 153. KB. Individual pension accounts are growing in importance as a pillar of retirement incomes policy in developed economies. ... In aggregate, total contributions to pension accounts (including voluntary contributions) have
https://www.rba.gov.au/publications/rdp/2007/2007-08/introduction.html
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The Effect of the Australian Superannuation Guarantee on Household Saving Behaviour

2 Dec 2009 RDP PDF 152KB
Author: connollye at domain rba.gov.au. Economic Publications: ecpubs@rba.gov.au. Abstract. Individual pension accounts are growing in importance as a pillar of retirement incomes policy in the developed ... Ellis Connolly. 1. Introduction. Individual
https://www.rba.gov.au/publications/rdp/2007/pdf/rdp2007-08.pdf