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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Developments in the Clearing and Settlement Industry
27 Sep 2023
PSB Annual Report
– September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html
Note 1 – Accounting Policies
17 Oct 2019
RBA Annual Report
– 2019
AASB 9 has amended the assessment criteria for the classification of financial assets and introduced a new expected credit loss model for assessing impairments arising from the deterioration in credit quality
https://www.rba.gov.au/publications/annual-reports/rba/2019/financial-statements/note-1.html
Supervision of Clearing and Settlement Facilities
9 Oct 2015
PSB Annual Report
– 2015
The Bank recommended that ASX further refine and integrate model validation into its risk management framework. ... Credit risk model testing and validation: The Bank expects CME to finalise and implement model testing and validation for its margin,
https://www.rba.gov.au/publications/annual-reports/psb/2015/supervision-of-clearing-and-settlement-facilities.html
Annual Performance Statement for 2021/22
27 Oct 2022
RBA Annual Report
– October 2022
Models in this case, and also its bank stress-testing framework, were important tools used by the Bank during the year to estimate potential effects of certain events or triggers.
https://www.rba.gov.au/publications/annual-reports/rba/2022/annual-performance-statement.html
Section 4: Appendices
29 Sep 2006
Equity & Diversity Annual Report
– 2006
Equity & Diversity Annual Report 2006-Section 4: Appendices
https://www.rba.gov.au/publications/annual-reports/ead/2006/s4.html
Note 14 | Financial Statements
31 Aug 2007
RBA Annual Report
– 2007
The expected overall rates of returns are based on the actuaries’ models of returns for major asset classes and reflect the historic rates of return and volatility for each class and
https://www.rba.gov.au/publications/annual-reports/rba/2007/fin-statements/note-14.html
Operations in Financial Markets
12 Apr 2020
RBA Annual Report
– 2020
As a result, the Bank uses an internal valuation model for self-securitised RMBS based on observed market prices of similarly structured RMBS; this internal model has been reviewed externally.
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html
2.6 Communication and Community Engagement
19 Oct 2023
RBA Annual Report
– October 2023
Communication and Community Engagement | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/communication-and-community-engagement.html
Credit and Charge Cards
20 Sep 2005
PSB Annual Report
– 2005
In particular, the fall in interchange revenue has encouraged issuers to re-evaluate their business models.
https://www.rba.gov.au/publications/annual-reports/psb/2005/credit.html
Note 14 | Financial Statements
4 Sep 2008
RBA Annual Report
– 2008
The expected overall rates of returns are based on the actuaries' models of returns for major asset classes and reflect the historic rates of return and volatility for each class and
https://www.rba.gov.au/publications/annual-reports/rba/2008/fin-statements/note-14.html