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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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Full Model Studies

1 Sep 1979 RDP 7902
W.H. Evans
TABLE 3 NON-BANK GROUPS HOLDINGS OF COMMONWEALTH GOVERNMENT SECURITIES. Study. Sample period. ... However, full control of money was not possible for 2 to 3 quarters.
https://www.rba.gov.au/publications/rdp/1979/7902/full-model-studies.html
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Appendix 3: Tests for Serial Correlation and Heteroskedasticity

1 Jul 1991 RDP 9105
Jerome Fahrer and Justin Myatt
RDP 9105: Inflation in Australia: Causes, Inertia and Policy Appendix 3: Tests for Serial Correlation and Heteroskedasticity. ... where R. 2. and T (the number of observations) refer to the estimation of equation (a3.3).
https://www.rba.gov.au/publications/rdp/1991/9105/appendix-3.html
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Results

1 Jun 1994 RDP 9403
Jerome Fahrer and John Simon
RDP 9403: Capital Constraints and Employment 3. Results. Jerome Fahrer and John Simon. ... The employment implications of increasing output are considered below in Section 3.2.
https://www.rba.gov.au/publications/rdp/1994/9403/results.html
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Appendix 3: Error Correction Models

1 Dec 1989 RDP 8910
Tracey Horton and Jenny Wilkinson
Test statistic. Significance level. ΔY. t1. , ΔRPEM. t4. F(2,43) = 3.195. ... 0.140. First to fourth order. = 3.079. 0.545. dependent variable – ΔM.
https://www.rba.gov.au/publications/rdp/1989/8910/appendix-3.html
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Credit Exposure

1 Dec 1994 RDP 9409
Marianne Gizycki and Brian Gray
RDP 9409: Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting 3. ... 3.3 Counterparty Exposure. Once the credit exposure for individual contracts has been calculated, the next step is to calculate the exposure to a counterparty that
https://www.rba.gov.au/publications/rdp/1994/9409/credit-exposure.html
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Appendix 3: Results

1 Dec 1993 RDP 9312
Jacqueline Dwyer and Christopher Kent
RDP 9312: A Re-examination of the Determinants of Australia's Imports Appendix 3: Results. ... 0.46. (0.11). Capital. 2.04 GNE. (0.28). 0.72 PM. k. (0.25). 3.02 Z.
https://www.rba.gov.au/publications/rdp/1993/9312/appendix-3.html
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The Openness Equation

31 Dec 2004 RDP 2004-11
Simon Guttmann and Anthony Richards
With the possible exception of the result for GDP per capita (which is considered in detail in Section 3.3), the parameter estimates have the expected sign in the pooled ... 3.3 The Relationship between GDP Per Capita and Openness. As noted, the finding
https://www.rba.gov.au/publications/rdp/2004/2004-11/openness-equation.html
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General Framework

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
RDP 2023-07: Identification and Inference under Narrative Restrictions 3. General Framework.
https://www.rba.gov.au/publications/rdp/2023/2023-07/general-framework.html
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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
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Prediction

31 Dec 2014 RDP 2014-09
David Genesove and James Hansen
RDP 2014-09: Predicting Dwelling Prices with Consideration of the Sales Mechanism 3. ... Equation (3) incorporates lags of private-treaty prices instead of lags of auction prices and also allows for cointegration.
https://www.rba.gov.au/publications/rdp/2014/2014-09/prediction.html
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