Search: Pillar 3
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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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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
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
Section 3 will explore the literature through the lens of banks' balance sheets. ... Both of these mechanisms featured in Australia as interest rates fell (Figure 3).
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
Table of Contents. 1. Introduction 1. 2. The Low Interest Rate Environment 3. ... Net before hedging. Net after hedging. 0–1 1–3 3–6 6–12 >12-3.0.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
The Australian Financial System
21 Nov 2022
FSR
- October 2021
PDF
1155KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/03-australian-financial-system.pdf
The Global Financial Environment
21 Nov 2022
FSR
- April 2022
PDF
1031KB
https://www.rba.gov.au/publications/fsr/2022/apr/pdf/01-global-financial-environment.pdf
Box A: International Banks' Response to Climate Risk
18 Nov 2022
FSR
- April 2022
PDF
508KB
https://www.rba.gov.au/publications/fsr/2022/apr/pdf/box-a-international-banks-response-to-climate-risk.pdf
Financial Stability Review
18 Nov 2022
FSR
- April 2022
PDF
2740KB
https://www.rba.gov.au/publications/fsr/2022/apr/pdf/financial-stability-review-2022-04.pdf
Financial Stability Review
18 Nov 2022
FSR
- October 2021
PDF
3266KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/financial-stability-review-2021-10.pdf
Capital and Asset Growth
20 Sep 2022
RDP
2022-03
3). 12.5. L. G. D. N. (. G. (. P. D. ). ... 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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The Global Financial Environment
8 Apr 2022
FSR
– April 2022
Graph 1.3. Conditions in short-term funding markets have tightened amid recent market volatility, but funding markets have generally functioned well. ... institutions. Nonetheless, euro area banks have improved provision coverage for NPLs considerably
https://www.rba.gov.au/publications/fsr/2022/apr/global-financial-environment.html