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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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2.1 Annual Performance Statement for 2022/23
19 Oct 2023
RBA Annual Report
– October 2023
Annual Performance Statement for 2022/23 | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/annual-performance-statement.html
Governor's Foreword
9 Aug 2023
RBA Annual Report
- 2022
PDF
150KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/governors-foreword.pdf
3.1 Management of the Reserve Bank
19 Oct 2023
RBA Annual Report
– October 2023
Management of the Reserve Bank | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/management-of-the-reserve-bank.html
Reserve Bank of Australia Annual Report 2023
8 Feb 2024
RBA Annual Report
- 2023
PDF
641KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/international-financial-cooperation.pdf
Payments System Regulation and Policy Issues
27 Sep 2023
PSB Annual Report
– September 2023
Payments System Regulation and Policy Issues | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/payments-system-regulation-and-policy-issues.html
Payments System Board Annual Report 2023
11 Oct 2023
PSB Annual Report
- 2023
PDF
2459KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/psb-annual-report-2023.pdf
Reserve Bank of Australia Annual Report 2023
17 Oct 2023
RBA Annual Report
- 2023
PDF
333KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/management-of-the-reserve-bank.pdf
RBA submission to Defining payment functions consultation - July 2023
16 Jan 2024
Submissions
PDF
445KB
technology, market structures and business models.
https://www.rba.gov.au/publications/submissions/payments-system/pdf/submission-to-defining-payment-functions-consultation-july-2023.pdf
Financial Market Infrastructures
28 Sep 2022
PSB Annual Report
– September 2022
Higher market volatility over the past year has resulted in a reduction in the performance of initial margin models under these coverage tests, with the frequency of breaches increasing. ... These breaches are an indicator for CCPs to review their margin
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html
Risk Management
21 Oct 2021
RBA Annual Report
– 2021
Management of these risks is the responsibility of all staff. In particular, the Bank has implemented the ‘three lines model’. ... Risk and Compliance Department values these securities based on a pricing model that references prices in the public
https://www.rba.gov.au/publications/annual-reports/rba/2021/risk-management.html