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RBA Glossary definition for Pillar 2
Pillar 2 – The New Basel Capital Accord, issued by the Basel Committee on Banking Supervision, aims to improve the flexibility and risk sensitivity of the existing Accord. The New Accord consists of three mutually reinforcing pillars. Pillar 2 proposes procedures for supervisory review of an institution's capital adequacy and internal risk assessment process.
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List of tables
10 Sep 2012
FSR
– September 2012
the Netherlands. 38.9. 1.3. 0.6. 0.3. 0.4. Source: APRA. Table 2.2: Banks' Liquid Assets. ... Sources: APRA; RBA; banks' Basel II Pillar 3 reports. Table A1: Offshore Short-term Debt Funding of Banks in Australia.
https://www.rba.gov.au/publications/fsr/2012/sep/tables.html
Developments in the Financial System Infrastructure
10 Sep 2004
FSR
– September 2004
management (‘Pillar 2’) – and to strengthen market discipline by enhancing the transparency of banks' financial reporting (‘Pillar 3’). ... Under Pillar 2, supervisors are also being encouraged to take into account the business cycle when
https://www.rba.gov.au/publications/fsr/2004/sep/dev-fin-sys-infra.html
Box B: Responses to Risks in the Housing and Mortgage Markets
10 Mar 2015
FSR
– March 2015
Any additional capital requirements would be implemented through changes to individual ADIs' ‘Pillar 2’ capital adjustments. ... Pillar 2 adjustments can vary for an individual ADI through time and have been used by APRA for some years, although they
https://www.rba.gov.au/publications/fsr/2015/mar/box-b.html
Box B: Policy Responses to Risks in the Housing and Mortgage Markets
24 Mar 2015
FSR
March 2015
PDF
48KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/box-b.pdf
Developments in the Financial System Architecture
23 Sep 2014
FSR
September 2014
PDF
731KB
https://www.rba.gov.au/publications/fsr/2014/sep/pdf/dev-fin-sys-arch.pdf
Developments in the Financial System Architecture
10 Sep 2014
FSR
– September 2014
Pillar 3 measures aim to enhance market discipline on banks, to complement Basel minimum capital requirements (Pillar 1) and the supervisory review process (Pillar 2). ... The proposed revisions to the Pillar 3 disclosure regime aim to enhance
https://www.rba.gov.au/publications/fsr/2014/sep/dev-fin-sys-arch.html
Box D: Stress Testing at the Reserve Bank
20 Oct 2017
FSR
– October 2017
Non-interest income. Credit losses are determined by benchmarking from historical episodes and past stress tests in Australia and abroad, and from Australian banks' Pillar 3 disclosure requirements.
https://www.rba.gov.au/publications/fsr/2017/oct/box-d.html
Developments in the Financial System Infrastructure
10 Sep 2006
FSR
– September 2006
These confirmed that, at the aggregate level, the minimum required capital under Pillar 1 of Basel II would decline relative to that required under the existing Framework, though the outcomes varied ... The results for Australian participants in QIS 5
https://www.rba.gov.au/publications/fsr/2006/sep/dev-sys-infra.html
Developments in the Financial System Infrastructure
10 Mar 2008
FSR
– March 2008
As discussed in previous Reviews, in calculating capital requirements under Pillar 1 of Basel II, an ADI must have regard to at least three business risks – credit risk, market risk and ... Taking these various changes into account, and any further
https://www.rba.gov.au/publications/fsr/2008/mar/dev-sys-infra.html
Financial Stability Review - September 2004
6 Jan 2005
FSR
PDF
1099KB
Moreover,. Graph 1. 0. 2. 4. 0. 2. 4. World GDP GrowthYear-average. %%. ... 1 4.2Perth 10.9 3.3 8.7 2.0 11.9 2.2 12.4 1.7Canberra 12.3 0.7 10.5 0.7 30.6 0.2
https://www.rba.gov.au/publications/fsr/2004/sep/pdf/0904.pdf