Search: Pillar 2
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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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Statement by Philip Lowe, Governor: Monetary Policy Decision
4 Apr 2023
Media Releases
At its meeting today, the Board decided to leave the cash rate target unchanged at 3.60 per cent and the interest rate on Exchange Settlement balances unchanged at 3.50 per cent.
https://www.rba.gov.au/media-releases/2023/mr-23-08.html
December: 1997-Methodology
9 Mar 2023
Media Release
Foreign Exchange Settlement Practices in Australia 2. Methodology. December 1997. Download the complete Report 269.
https://www.rba.gov.au/media-releases/1997/mr-97-22-fxsp/methodology.html
December: 1997-Next Steps and Conclusions
9 Mar 2023
Media Release
Foreign Exchange Settlement Practices in Australia 6. Next Steps and Conclusions. December 1997. Download the complete Report 269. KB. When the RBA resolved to undertake its April 1997 survey, it had an open mind about what, if any, action it would
https://www.rba.gov.au/media-releases/1997/mr-97-22-fxsp/next-steps-conclusions.html
December: 1997-Risk Management Practices
9 Mar 2023
Media Release
As noted earlier in Section 2.2, that methodology was used by the RBA in this report to analyse the collective exposure of the Australian market to foreign exchange settlement risk.
https://www.rba.gov.au/media-releases/1997/mr-97-22-fxsp/risk-management-practices.html
December: 1997-Hours at Risk Per Currency Pairing
9 Mar 2023
Media Release
Foreign Exchange Settlement Practices in Australia Annex D Hours at Risk per Currency Pairing. December 1997. Download the complete Report 269. KB. Buy. Sell. USD. AUD. DEM. JPY. NZD. GBP. CHF. FRF. CAD. USD. 33. 31. 37. 37. 29. 32. 32. 27. AUD. 12.
https://www.rba.gov.au/media-releases/1997/mr-97-22-fxsp/annex-d.html
December: 1997-Introduction
9 Mar 2023
Media Release
With global turnover in excess of US$1.2 trillion each day, the accumulated amount at risk at any point in time, to even a single counterparty, could easily exceed a ... Chapter 2 outlines the methodology of the study and provides information on the
https://www.rba.gov.au/media-releases/1997/mr-97-22-fxsp/introduction.html
December: 1997-Settlement Risk on Australian Dollar Transactions
9 Mar 2023
Media Release
0.2. 69. 0.2. Paper clearings. 8289. 26.9. 12108. 34.9. Domestic. nostro accounts. ... 886. 2.9. 887. 2.6. Other. 6178. 20.1. 6338. 18.2. Total. 30806.
https://www.rba.gov.au/media-releases/1997/mr-97-22-fxsp/settlement-risk-aus-dollar-transactions.html
December: 1997-Settlement Practices in the Australian Foreign Exchange Market
9 Mar 2023
Media Release
Diagram 2. Diagram 3. Time zone differences play a major part in explaining these differences. ... The first noticeable drop in the aggregate value at risk does not occur until 2.00 pm on day V1.
https://www.rba.gov.au/media-releases/1997/mr-97-22-fxsp/settlement-practices-aus-fx-market.html
December: 1997-Sample Questionnaire
9 Mar 2023
Media Release
the time and day (eg 1530 on V-2) when payment instructions are routinely issued by your institution;. ... YES/NO If yes, please indicate:. the time and day (eg 1530 on V-2) when payment instructions for AUD are routinely issued to you by offshore
https://www.rba.gov.au/media-releases/1997/mr-97-22-fxsp/annex-b.html
December: 1997-Currency Data
9 Mar 2023
Media Release
2. 2. 0. 0. Nil. 1. 43. CYP. 2. 2. 0. ... 11. 2. 2. 17,181. 17,131. 9. NLG. 16. 13. 0. 3.
https://www.rba.gov.au/media-releases/1997/mr-97-22-fxsp/annex-c.html