Search: Pillar 2
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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Capital and Asset Growth
20 Sep 2022
RDP
2022-03
4.2 Risk densities. Changes in risk weights can have substantial effects on bank capital ratios. ... When calculating the relevant restriction, we abstract from bank-specific prudential capital requirements (‘Pillar II charges’) for simplicity.
https://www.rba.gov.au/publications/rdp/2022/2022-03/capital-and-asset-growth.html
See 12 more results from "RDP 2022-03"
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
Population Ageing, the Structure of Financial Markets and Policy Implications
3 Jan 2007
Conferences
PDF
181KB
RBA Conference Volume 2006
https://www.rba.gov.au/publications/confs/2006/pdf/groome-blancher-ramlogan-khadarina.pdf
Discussion of Demographic Change and Asset Prices
3 Jan 2007
Conferences
PDF
68KB
RBA Conference Volume 2006
https://www.rba.gov.au/publications/confs/2006/pdf/brooks-disc.pdf
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
The Global Financial Environment
8 Apr 2022
FSR
– April 2022
Graph 1.2. The pick-up in market volatility and credit risk has increased the chance that large losses accrue to financial industry participants. ... institutions. Nonetheless, euro area banks have improved provision coverage for NPLs considerably since
https://www.rba.gov.au/publications/fsr/2022/apr/global-financial-environment.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
Discussion of Financial Innovation: What Have We Learnt?
22 Oct 2008
Conferences
PDF
94KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/jenkinson-penalver-vause-disc.pdf
Chinas Supply Side Structural Reform
12 Dec 2018
Bulletin
- December 2018
PDF
716KB
https://www.rba.gov.au/publications/bulletin/2018/dec/pdf/chinas-supply-side-structural-reform.pdf
Decision-making Processes and Policy Tools | Macroprudential Analysis and Policy in the Australian Financial Stability Framework –…
9 Mar 2023
The ability to set individual capital requirements under the ‘Pillar 2’ approach to supervisory discretion is viewed as an important tool for dampening the risky behaviour of supervised entities. ... APRA routinely sets and varies Pillar 2 capital
https://www.rba.gov.au/fin-stability/resources/2012-09-map-aus-fsf/dec-making-proc-pol-tools.html