Search: G-SIB
RBA Glossary definition for G-SIB
G-SIB – Global systemically important bank
Search Results
Analytical Framework
21 Jun 2023
RDP
2023-05
The large. i. dummy is equal to 1 if the bank is in the group of around 80 global banks that made the BIS' main G-SIB assessment sample for the ... end-2019 G-SIB exercise.
https://www.rba.gov.au/publications/rdp/2023/2023-05/analytical-framework.html
Data Description
21 Jun 2023
RDP
2023-05
Large bank dummy. (b). Equal to 1 if the bank is in the group of global banks that made the main G-SIB assessment sample. ... Notes: (a) Canada uses the stock of provisions. (b) For Poland the large bank dummy variable is equal to 1 for Polish
https://www.rba.gov.au/publications/rdp/2023/2023-05/data-description.html
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
21 Jun 2023
RDP
2023-05
Large bank dummy. (b). Equal to 1 if the bank is in the group of global banks that made the main G-SIB assessment sample. ... a) Large banks defined as those in the BIS main G-SIB assessment sample.
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
Overview of the Data and Methodology
21 Jun 2023
RDP
2023-05
International Settlements global systemically important banks (G-SIB) assessment sample – could have the capacity to better shield their profit margins in a low interest rate environment, and we can test this
https://www.rba.gov.au/publications/rdp/2023/2023-05/overview-of-the-data-and-methodology.html
Empirical Findings across Countries
21 Jun 2023
RDP
2023-05
a) Large banks defined as those in the BIS main G-SIB assessment sample. ... Moreover, in some cases, banks adjusted the pricing of assets/liabilities to preserve spread (e.g.
https://www.rba.gov.au/publications/rdp/2023/2023-05/empirical-findings-across-countries.html