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RBA Glossary definition for D-SIB

D-SIB – Domestic systemically important bank

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Capital and Asset Growth

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
L. G. D. where the correlation factor R is set at 0.15 for all asset classes. ... risk-weighted assets, plus 1 per cent for D-SIB banks), rising by 60 per cent for the 3rd quartile, 80 per cent for the 2nd quartile and 100 per cent
https://www.rba.gov.au/publications/rdp/2022/2022-03/capital-and-asset-growth.html
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Macrofinancial Stress Testing on Australian Banks

13 Sep 2023 RDP PDF 1940KB
minimum capital requirement. In Australia, it includes a 1 per cent domestic systemically important banks (D-SIB). ... 60 -40 -20 00. 10. 20. 30. 40. 50. Property price shocks – %. LG. D–. %. Commercially secured. Residentially secured. 15. 100 per
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf