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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

References

21 Dec 2022 RDP 2022-08
Anthony Brassil
Waters B, P Ngan, A Zilberman and R Tsang (2020), ‘A Pillar to Lean On: Australia's Approach to IRRBB Holds Valuable Lessons for Global Banks’, ANZ Financial Institutions Group Newsletter, ... June. Available at
https://www.rba.gov.au/publications/rdp/2022/2022-08/references.html
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The Consequences of Low Interest Rates for the Australian Banking Sector

19 Dec 2022 RDP PDF 1588KB
The Consequences of Low Interest Rates for the Australian Banking Sector. Anthony Brassil. Research Discussion Paper. R DP 2022- 08. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The Discussion Paper series
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf

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
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Measuring Credit Losses

31 Dec 2015 RDP 2015-06
David Rodgers
business, housing and personal) loss rates that the major banks have published in their (publicly available) Pillar 3 reports since 2008.
https://www.rba.gov.au/publications/rdp/2015/2015-06/mea-cre-losses.html
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Credit Losses at Australian Banks: 1980–2013

8 May 2015 RDP PDF 1495KB
business, housing and personal) loss rates that the major banks have published in their (publicly available) Pillar 3 reports since 2008. ... Sources: APRA; Pillar 3 reports. The low loss rate on lending to households over this period was driven by very
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-06.pdf

References

31 Dec 2010 RDP 2010-03
David Norman and Anthony Richards
Gerlach S (2004), ‘The Two Pillars of the European Central Bank’, Economic Policy, 19(40), pp 389–439.
https://www.rba.gov.au/publications/rdp/2010/2010-03/references.html
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Asset Prices, Monetary and Other Policies

31 Dec 2010 RDP 2010-06
Paul Bloxham, Christopher Kent and Michael Robson
Inclusion of a monetary aggregate target as one of the two pillars of monetary policy by the European Central Bank constitutes a related approach.
https://www.rba.gov.au/publications/rdp/2010/2010-06/asset-prices-monetary.html

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.
https://www.rba.gov.au/publications/rdp/2010/pdf/rdp2010-06.pdf

Modelling Inflation in Australia

1 Jul 2010 RDP PDF 497KB
Reserve Bank of Australia. Reserve Bank of AustraliaEconomic Research Department. 2010. -03. RESEARCHDISCUSSIONPAPER. Modelling Infl ation inAustralia. David Norman and Anthony Richards. RDP 2010-03. MODELLING INFLATION IN AUSTRALIA. David Norman
https://www.rba.gov.au/publications/rdp/2010/pdf/rdp2010-03.pdf