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RBA Glossary definition for BCBS

BCBS – Basel Committee on Banking Supervision (of the BIS)

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Financial Stability: Ten Questions and about Seven Answers | Conference – 2010

9 Feb 2010 Conferences
Jaime Caruana
is distorted by an inadequate assessment of the riskiness of assets (BCBS 2009d). ... BCBS (2009b), ‘Principles for Sound Stress Testing Practices and Supervision’, final paper, May.
https://www.rba.gov.au/publications/confs/2010/caruana.html

Financial Stability: Ten Questions and about Seven Answers

22 Jul 2010 Conferences PDF 85KB
RBA Conference Volume 2010
https://www.rba.gov.au/publications/confs/2010/pdf/caruana.pdf

References

11 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
BCBS (Basel Committee on Banking Supervision) (2014),. Capital Requirements for Bank Exposures to Central Counterparties. , ... Bank for International Settlements, Basel. BCBS-IOSCO (Board of the International Organization of Securities Commissions) (2013
https://www.rba.gov.au/publications/rdp/2015/2015-02/references.html
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On the Economics of Committed Liquidity Facilities | Conference – 2013

19 Aug 2013 Conferences
Morten L Bech and Todd Keister
Our discussion is based on the revised rules issued in January 2013 (BCBS 2013). ... Retail deposits deemed to be less stable are assigned a minimum run-off rate of 10 per cent; see BCBS (2013) for more detail.
https://www.rba.gov.au/publications/confs/2013/bech-keister.html

Extensions

10 Jul 2019 RDP 2019-05
Trent Saunders and Peter Tulip
is equivalent to the smoothing parameter of 400,000 recommended by the Basel Committee on Banking Supervision (BCBS) for quarterly data (Ravn and Uhlig 2002).
https://www.rba.gov.au/publications/rdp/2019/2019-05/extensions.html
See 3 more results from "RDP 2019-05"

References

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
BCBS (Basel Committee on Banking Supervision) (2010), An Assessment of the Long-Term Economic Impact of Stronger Capital and Liquidity Requirements, Bank for International Settlements, Basel.
https://www.rba.gov.au/publications/rdp/2022/2022-03/references.html
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Change and Constancy in the Financial System: Implications for Financial Distress and Policy | Conference – 2007

20 Aug 2007 Conferences
Claudio Borio
landmark in this area (BCBS 2006). ... This general indirect approach, for instance, has underpinned efforts to address the potential risks raised by hedge funds (BCBS 2000; FSF 2007).
https://www.rba.gov.au/publications/confs/2007/borio.html

Central Counterparty Loss Allocation and Transmission of Financial Stress

16 Mar 2015 RDP PDF 1285KB
These standards are due to be phased in from December 2015 (BCBS-IOSCO 2013). ... the BCBS-IOSCO margining standards for non-centrally cleared derivatives, is presented in Table 4.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf

On the Economics of Committed Liquidity Facilities

19 Dec 2013 Conferences PDF 823KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-keister.pdf

OTC Derivatives Reform: Netting and Networks | Conference – 2013

19 Aug 2013 Conferences
Alexandra Heath, Gerard Kelly and Mark Manning
New requirements to apply initial margin where trades are not centrally cleared will therefore constitute an important change in market practice (BCBS-IOSCO 2013). ... Initial margining proposals for non-centrally cleared derivatives equally allow very
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.html