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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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Estimation Results
1 Dec 1999
RDP
1999-11
RDP 1999-11: A Structural Vector Autoregression Model of Monetary Policy in Australia 3. ... be zero. Table 3 and Figures 3a–d provide a summary of Model 2.
https://www.rba.gov.au/publications/rdp/1999/1999-11/estimation-results.html
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Appendix 3: Tests for Serial Correlation and Heteroskedasticity
1 Jul 1991
RDP
9105
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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Currency Demand Data
31 Dec 2013
RDP
2013-01
RDP 2013-01: Currency Demand during the Global Financial Crisis: Evidence from Australia 3. ... $b. Data frequency. Banknotes. 53.6. Weekly/daily. (a). Coins. 3.4. Monthly. Total.
https://www.rba.gov.au/publications/rdp/2013/2013-01/currency-demand-data.html
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The Openness Equation
31 Dec 2004
RDP
2004-11
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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Solutions with Structural Changes
31 Dec 2012
RDP
2012-08
RDP 2012-08: Estimation and Solution of Models with Expectations and Structural Changes 3. ... If the structural changes are unknown until they occur, the solution is computed as in Section 3.1.1.
https://www.rba.gov.au/publications/rdp/2012/2012-08/solutions-structural-changes.html
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Preliminary Analysis
31 Dec 2003
RDP
2003-09
RDP 2003-09: Housing Leverage in Australia 3. Preliminary Analysis. Luci Ellis, Jeremy Lawson and Laura Roberts-Thomson. ... Figure 3 suggests that there may be a hump-shaped relationship between household income and leverage.
https://www.rba.gov.au/publications/rdp/2003/2003-09/preliminary-analysis.html
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Appendix 3: Results
1 Dec 1993
RDP
9312
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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Appendix 3: Calculating the Variance of Θ
1 Dec 1989
RDP
8909
RDP 8909: Optimal Wage Indexation, Monetary Policy and the Exchange Rate Regime Appendix 3: Calculating the Variance of Θ. ... 3. and β. 4. , which are not estimated. However, the variances of γ, π.
https://www.rba.gov.au/publications/rdp/1989/8909/appendix-3.html
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Credit Exposure
1 Dec 1994
RDP
9409
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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Results
1 Jun 1994
RDP
9403
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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