Search: D-SIB

Sort by: Relevance Date
1–3 of 3 collapsed search results for D-SIB

RBA Glossary definition for D-SIB

D-SIB – Domestic systemically important bank

Search Results

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

Model Framework

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
In Australia, it includes a 1 per cent domestic systemically important banks (D-SIB) buffer above the typical capital conservation buffer for major banks.
https://www.rba.gov.au/publications/rdp/2022/2022-03/model-framework.html

Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
P. D. ). that reflects the natural level of default that occurs even in a strong economy due to marital failure, illness, disability and other non-cyclical risk factors. ... D. i. 0. 4. β. M. o. r. t. ,. U.
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html