Search: BCBS
RBA Glossary definition for BCBS
BCBS – Basel Committee on Banking Supervision (of the BIS)
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Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
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
21 Jun 2023
RDP
2023-05
Research Discussion Paper – RDP 2023-05 The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data. Callan Windsor. , Terhi Jokipii. and Matthieu Bussiere. June 2023. 1.3. MB. 1.
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
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
References
20 Sep 2022
RDP
2022-03
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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Evolving Bank and Systemic Risk
16 Dec 2021
Speech
Speech delivered by Jonathan Kearns, Head of Financial Stability, to the 34th Australasian Finance and Banking Conference, Online
https://www.rba.gov.au/speeches/2021/sp-so-2021-12-16.html
Evolving Bank and Systemic Risk
16 Dec 2021
Speech
PDF
364KB
loss from inadequate orfailed internal processes or systems, and human error (see BCBS 2011). ... BCBS (Basel Committee on Banking Supervision) (2011), ‘Principles for the Sound Management of Operational Risk’ Bank forInternational Settlements, June.
https://www.rba.gov.au/speeches/2021/pdf/sp-so-2021-12-16.pdf
Financial Stability in a Low Interest Rate Environment: An Australian Case Study
10 Feb 2020
Conferences
PDF
1518KB
RBA Conference Volume 2017
https://www.rba.gov.au/publications/confs/2017/pdf/rba-conference-volume-2017-ellis-littrell.pdf
Extensions
10 Jul 2019
RDP
2019-05
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
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Cost-benefit Analysis of Leaning against the Wind
5 Jul 2019
RDP
PDF
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
Progress on Benchmark Reform
12 Apr 2019
Speech
PDF
191KB
10]. See BCBS and IOSCO (2019), ‘BCBS/IOSCO statement on the final implementation phases of the Marginrequirements for non-centrally cleared derivatives’, Press Release, 5 March.
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-04-11.pdf