Search: capital market

Sort by: Relevance Date
110 of 12 collapsed search results for capital market
Did you mean capitalmarket?

RBA Glossary definition for capital market

capital market – A market for medium to long-term financial instruments. Financial instruments traded in the capital market include shares, and bonds issued by the Australian Government, State governments, corporate borrowers and financial institutions.

Search Results

Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility

1 Nov 1999 RDP 1999-09
Marianne Gizycki and Brenton Goldsworthy
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1999/1999-09.html

Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility

1 Nov 1999 RDP 1999-09
Marianne Gizycki and Brenton Goldsworthy
Research Discussion Paper – RDP 1999-09 Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility.
https://www.rba.gov.au/publications/rdp/1999/1999-09/

Results

1 Nov 1999 RDP 1999-09
Marianne Gizycki and Brenton Goldsworthy
The market capital-asset ratio is not significantly affected by the choice of estimate. ... Figure 3 shows that the market capital-asset ratio is unaffected by variations in either the assumed closure threshold or the licence value.
https://www.rba.gov.au/publications/rdp/1999/1999-09/results.html

Appendix C: Capital and Risk Relationship

1 Nov 1999 RDP 1999-09
Marianne Gizycki and Brenton Goldsworthy
RDP 1999-09: Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility Appendix C: Capital and Risk Relationship. ... capital increasing). Lags of change in capital. (capital decreasing). Lags of
https://www.rba.gov.au/publications/rdp/1999/1999-09/appendix-c.html

Appendix A: Banking Groups

1 Nov 1999 RDP 1999-09
Marianne Gizycki and Brenton Goldsworthy
RDP 1999-09: Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility Appendix A: Banking Groups. ... a) In June 1995, ADV raised a substantial amount of capital through a rights issue.
https://www.rba.gov.au/publications/rdp/1999/1999-09/appendix-a.html

Conclusion

1 Nov 1999 RDP 1999-09
Marianne Gizycki and Brenton Goldsworthy
RDP 1999-09: Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility 6. ... Such behaviour is consistent with banks being concerned about breaching regulatory capital-adequacy requirements,
https://www.rba.gov.au/publications/rdp/1999/1999-09/conclusion.html

Appendix B: Data

1 Nov 1999 RDP 1999-09
Marianne Gizycki and Brenton Goldsworthy
RDP 1999-09: Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility Appendix B: Data.
https://www.rba.gov.au/publications/rdp/1999/1999-09/appendix-b.html

References

1 Nov 1999 RDP 1999-09
Marianne Gizycki and Brenton Goldsworthy
RDP 1999-09: Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility References. ... 2–20. Cordell, LR and KK King (1992), ‘A Market Evaluation of the Risk-based Capital Standards for the U.S.
https://www.rba.gov.au/publications/rdp/1999/1999-09/references.html

Introduction

1 Nov 1999 RDP 1999-09
Marianne Gizycki and Brenton Goldsworthy
RDP 1999-09: Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility Introduction. ... Estimates of asset volatility and capital ratios can be computed from banks' annual reports.
https://www.rba.gov.au/publications/rdp/1999/1999-09/introduction.html

Methodology

1 Nov 1999 RDP 1999-09
Marianne Gizycki and Brenton Goldsworthy
RDP 1999-09: Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility 2. ... Given values for the market capitalisation of the firm (E), bank liabilities (B), the regulatory monitoring interval (T),
https://www.rba.gov.au/publications/rdp/1999/1999-09/methodology.html