Organisation
Macquarie University
Working paper
Regulatory capital and internal capital targets: An examination of the Australian banking industry
Using a unique but confidential database, this study examines the capital management practices of Australian banks under the Basel regulatory framework. We find evidence of a significantly negative relationship between the internally targeted capital buffers of banks and the state of the business cycle. This finding supports the view that the capital conservation buffer and...
Journal article
Association between gun law reforms and intentional firearm deaths in Australia, 1979-2013
This article attempts to determine whether enactment of the 1996 gun laws and buyback program were followed by changes in the incidence of mass firearm homicides and total firearm deaths.
Working paper
An early warning tool for measuring the build up of systemic risks in banks and financial systems
This paper develops, analyses and implements an early warning tool for systemic risk in banks and financial entities. The tool is based on a refined approach to stress testing. Calculations performed on Australian bank data are shown to predict past distres. Risk is measured as a function of expected capital shortfall in individual firms. A...
Working paper
Real estate cycles and bank systemic risks
We present an empirical model of systemic banking crises from an Australian perspective. Having no history of domestic banking crises in recent history, our quantitative model is estimated using an international panel data set spanning 18 countries and 30 years of observations. We evaluate in a hazard-modeling framework the statistical and economic significance of variables...
Report
A study into the legislative – and related key policy and operational – frameworks for sharing information relating to child sexual abuse in institutional contexts
This report has been prepared by Carolyn Adams (Macquarie University) and Krista Lee-Jones for the Royal Commission into Institutional Responses to Child Sexual Abuse. It aims to identify aspects of information sharing frameworks that: facilitate appropriate and timely information sharing between institutions and across jurisdictions to identify, prevent and respond to child sexual abuse in...