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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.
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Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility
1 Nov 1999
RDP
1999-09
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
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/
Appendix C: Capital and Risk Relationship
1 Nov 1999
RDP
1999-09
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
Results
1 Nov 1999
RDP
1999-09
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 A: Banking Groups
1 Nov 1999
RDP
1999-09
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
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
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
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
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
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