Australian Banking System Resilience: What Should Be Expected Looking Forward? An International Perspective

Pierluigi Bologna

No 2010/228, IMF Working Papers from International Monetary Fund

Abstract: This paper reviews Australian banks’ performance from an international perspective, with a focus on changes in capital and liquidity risk. The paper analyses the extent of any vulnerability that might arise from a potential deterioration in the funding markets and discusses whether liquidity rules, such as those being considered by the Basel Committee on Banking Supervision, may help reduce banks’ liquidity risks and improve financial stability.

Keywords: WP; bank; funding; capital; Tier 1; Australia; Banking; Liquidity Risk; Liquidity Requirements; Stress Tests; External Debt; liquidity support; risk exposure; liquidity rule; prudent liquidity management; capital requirement; funding guarantee; requirement of the Basel II framework; return on equity; reserve bank of Australia; foreign currency; banking system resilience; liquidity position; Loans; Mortgages; Bank soundness; Europe; Global (search for similar items in EconPapers)
Pages: 23
Date: 2010-10-01
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Citations: View citations in EconPapers (8)

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