Search: BCBS
RBA Glossary definition for BCBS
BCBS – Basel Committee on Banking Supervision (of the BIS)
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Central Counterparty Loss Allocation and Transmission of Financial Stress
16 Mar 2015
RDP
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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
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
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1940KB
and people’s welfare. According to the Bank for International Settlements (BCBS 2010), financial.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
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1310KB
if the bank is operating in a low-rate regime. 8 As defined by the Basel Committee on Banking Supervision, see <https://www.bis.org/bcbs/gsib/gsib_assessment_samples.htm>.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
Cost-benefit Analysis of Leaning against the Wind
5 Jul 2019
RDP
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1512KB
smoothing parameter of 400,000 recommended by the Basel Committee on Banking Supervision (BCBS) for quarterly data.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-05.pdf
Promoting Liquidity: Why and How?
2 Dec 2009
RDP
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484KB
allocate appropriate liquidity to all business lines (see, for example, BCBS 2008; IIF 2008; IMF 2008).
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-06.pdf