The Reserve Bank’s capital adequacy framework

Martin Fraser
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Martin Fraser: Reserve Bank of New Zealand, http://www.rbnz.govt.nz

Reserve Bank of New Zealand Bulletin, 2013, vol. 76, No 3, 23-29

Abstract: The Reserve Bank’s operations involve a variety of financial risks, which influence the appropriate amount of capital the Bank should hold. This article outlines some of the approaches used to help formulate advice on the Bank’s capital needs. Recent innovations have been designed to reduce the pro-cyclicality of those estimates, and to encompass a wider range of risks.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:nzb:nzbbul:sep2013:02

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