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RBA Glossary definition for Pillar 3

Pillar 3 – 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 3 recommends requirements aimed at enhancing market discipline through effective disclosure of information to market participants.

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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. ... The initial contribution rate was set at 3 per cent of labour income in 1986 and gradually increased to
https://www.rba.gov.au/publications/rdp/2007/2007-08/introduction.html
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Asset Prices, Credit Growth, Monetary and Other Policies: An Australian Case Study

14 Sep 2010 RDP PDF 296KB
Inclusion of a monetary aggregate target as one of the two pillars of monetary policy by the European Central Bank constitutes a related approach. ... 3.3 After 2003. Housing prices fell for a period through 2004 in both Sydney and Melbourne.
https://www.rba.gov.au/publications/rdp/2010/pdf/rdp2010-06.pdf

Fear of Sudden Stops: Lessons from Australia and Chile

10 May 2004 RDP PDF 193KB
Portfolio equity 0.9 0.6 0.3 5.4 8.4 4.6Portfolio debt 0.4 1.2 1.0 11.3 3.7 12.2. ... We will return to these two aspects inSection 3. 3. Taking Stock and Short-run Recommendations.
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-03.pdf

BA-MARTIN in Detail

18 Jan 2022 RDP 2022-01
Anthony Brassil, Mike Major and Peter Rickards
How banks respond to these capital deteriorations is explained in Section 3.8. ... λ. z. t. ). 3.8.3 Credit supply reduction affects new loans only.
https://www.rba.gov.au/publications/rdp/2022/2022-01/ba-martin-in-detail.html
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The Model

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
3.3 Traders' Maximisation Problems without a CCP. In the absence of a CCP, the long trader in market m maximises its lifetime utility by choosing consumption, c. ... The traders' problems are similar to the versions presented in Section 3.3, except that
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
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Some Aspects of RBF1(M)

1 Sep 1979 RDP 7904
John C. Taylor
3.3.1 Test of Equality between Parameter Estimates and Population Values (EST5971 assumed equal to population). ... 11. (79%). Pcmv, Pcr, Pcg. D. Employment (3). 3. (100%). –. E. Balance of Payments (1). –. BKP. F. Financial (10). 5.
https://www.rba.gov.au/publications/rdp/1979/7904/some-aspects-of-rbf1-m.html
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Cross-Country Linkages

1 Nov 1996 RDP 9609
Tro Kortian and James O'Regan
RDP 9609: Australian Financial Market Volatility: An Exploration of Cross-Country and Cross-Market Linkages 3. ... Figure 9: Coefficient Value on US Daily Basis Point Change. 3.1.2 The influence of other foreign markets.
https://www.rba.gov.au/publications/rdp/1996/9609/cross-country-linkages.html
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Empirical Estimates

31 Dec 2003 RDP 2003-03
Nikola Dvornak, Marion Kohler and Gordon Menzies
This can also affect the estimated equilibrium value. 3.3 Estimated Relationship between the Exchange Rate and the Current Account. ... We have evaluated two benchmark cases. The first case uses the Johansen estimates from the results presented in
https://www.rba.gov.au/publications/rdp/2003/2003-03/empirical-estimates.html
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What Explains Sentiment?

31 Dec 2001 RDP 2001-09
Ivan Roberts and John Simon
3.3 Aggregate Results. When undertaking initial OLS estimation of these equations the errors were found to have significant autocorrelation. ... 2.86. (1.62). –. 3.85. (2.25). ΔAO. t1. 0.15. (0.09). 0.21.
https://www.rba.gov.au/publications/rdp/2001/2001-09/what-explains-sentiment.html
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The Algorithm Performance

15 Aug 2018 RDP 2018-09
Nicholas Garvin
Collateral movements, that is, zero-cash transactions within repos, occur rarely, and given the possibility of false detections (discussed in Section 3.3), potentially never. ... 3.3 Assessing Misidentification of Repo Transactions. False detections are
https://www.rba.gov.au/publications/rdp/2018/2018-09/the-algorithm-performance.html
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