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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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Capital and Asset Growth

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
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

Credit Loss Modelling

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
The inputs to this model are the GDP growth shock derived in the scenario, the distribution of banks' exposures by internal credit ratings (as reported in Pillar III reports) and various ... We begin by taking data on the internal credit ratings of banks'
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html

Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
The inputs to this model are the GDP growth shock derived in the scenario, the distribution of banks' exposures by internal credit ratings (as reported in Pillar III reports) and various ... We begin by taking data on the internal credit ratings of banks'
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html