Search: Pillar 2

Sort by: Relevance Date
4150 of 1,020 search results for Pillar 2
Did you mean pillar?

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.

Search Results

Techniques and Data

1 Jun 1994 RDP 9403
Jerome Fahrer and John Simon
2.2 Full Capacity Employment. In estimating capacity employment there are two factors to be considered: actual employment can include some degree of surplus labour given current capital utilisation and some ... A baseline of 2.2 per cent growth per annum
https://www.rba.gov.au/publications/rdp/1994/9403/techniques-data.html
See 2 more results from "RDP 9403"

Data

1 Nov 2016 RDP 2016-10
Christian Gillitzer and Nalini Prasad
39.0. 33.8. 32.7. 30.1. 27.6. Industry share of employment:. Agriculture. 3.2. ... 3.9. 3.9. September 2013 election: Liberal/National victory. ALP vote share. 47.2.
https://www.rba.gov.au/publications/rdp/2016/2016-10/data.html
See 6 more results from "RDP 2016-10"

Motivation

31 Dec 2013 RDP 2013-14
Isaac Gross and James Hansen
RDP 2013-14: Reserves of Natural Resources in a Small Open Economy 2. ... Figure 2: Empirical and Model Impulse Response Functions to a 1 Per Cent Increase in Resource Prices.
https://www.rba.gov.au/publications/rdp/2013/2013-14/motivation.html
See 8 more results from "RDP 2013-14"

Methodology

31 Dec 2005 RDP 2005-04
Tim Robinson and Andrew Stone
RDP 2005-04: Monetary Policy, Asset-Price Bubbles and the Zero Lower Bound 2. ... 2. α. 2. 4μ). )/2. For our baseline parameter values, this becomes.
https://www.rba.gov.au/publications/rdp/2005/2005-04/methodology.html
See 6 more results from "RDP 2005-04"

Appendix 2 Proof of Proposition 2

1 Oct 1987 RDP 8707
Malcolm L Edey
RDP 8707: Asymmetric Information and Bid-Ask Spreads in the Eurocurrency Markets Appendix 2 Proof of Proposition 2.
https://www.rba.gov.au/publications/rdp/1987/8707/appendix-2.html
See 6 more results from "RDP 8707"

The Gravity Model

31 Dec 2004 RDP 2004-11
Simon Guttmann and Anthony Richards
ij. ). 0.72. 0.73. Adjusted R. 2. with dependent variable defined as log(trade. ... Figure 2: Assessing the Fit of the Gravity Model for Aggregate Country Trade.
https://www.rba.gov.au/publications/rdp/2004/2004-11/gravity-model.html
See 4 more results from "RDP 2004-11"

A Model of Competing Payment Systems

17 Apr 2009 RDP 2009-02
George Gardner and Andrew Stone
RDP 2009-02: Competition Between Payment Systems 2. A Model of Competing Payment Systems. ... First, however, it is helpful to introduce some further notation. 2.2 Notation.
https://www.rba.gov.au/publications/rdp/2009/2009-02/model-competing-payment-systems.html
See 6 more results from "RDP 2009-02"

Appendix 2: Sample Selection Bias

1 Dec 1992 RDP 9216
Philip Lowe and Geoffrey Shuetrim
RDP 9216: The Evolution of Corporate Financial Structure: 1973–1990 Appendix 2: Sample Selection Bias.
https://www.rba.gov.au/publications/rdp/1992/9216/appendix-2.html
See 6 more results from "RDP 9216"

Appendix 2: Regressions Using the Change in Interest Rates

1 Jun 1992 RDP 9206
Philip Lowe and Thomas Rohling
RDP 9206: Loan Rate Stickiness: Theory and Evidence Appendix 2: Regressions Using the Change in Interest Rates. ... 2. The parameters in the first two columns are estimated from 1986:1 to 1991:8 for except for the standard rate, which is estimated from
https://www.rba.gov.au/publications/rdp/1992/9206/appendix-2.html
See 5 more results from "RDP 9206"

Appendix 2:Time Series Properties of the Data

1 Dec 1994 RDP 9407
Jacqueline Dwyer and Ricky Lam
given drift. Variable. First stage. pass-through. p. 2.579. 4.673. e. 4.640. ... 2.202. w. 11.763. 2.392. Δp. 8.211. 3.841. Δe. 7.400. 3.601. Δw.
https://www.rba.gov.au/publications/rdp/1994/9407/appendix-2.html
See 7 more results from "RDP 9407"