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RBA Glossary definition for Red Book

Red Book – A report entitled 'Payment, clearing and settlement systems in Australia', published by the Committee on Payments and Market Infrastructures (CPMI) in 2011. The report provides an overview of payment systems and financial market infrastructures in Australia.

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Appendix B: Data Sources and Construction

1 Dec 1995 RDP 9511
Steven Morling and Robert Subbaraman
ABS Cat. No. 3201.0, Table 1. Chapter 7, Year Book Australia, various issues. ... Chapter 7, Year Book Australia, various issues.
https://www.rba.gov.au/publications/rdp/1995/9511/appendix-b.html

Structure of The Proposals

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
the focus of the proposals is on the market risks found in a bank's ‘trading book’. ... The focus on the trading book as the basis for measuring and applying a capital charge to market risk reflected two factors.
https://www.rba.gov.au/publications/rdp/1994/9408/structure-proposals.html
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Appendix: The Structure of the Retail Industry

1 Sep 1995 RDP 9505
Philip Lowe
989. 3,884. 391. 190. 16.8. 2,080. 6.9. 100,669. 0.2. Newspapers, books and stationery.
https://www.rba.gov.au/publications/rdp/1995/9505/appendix.html
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The Consequences of Low Interest Rates for the Australian Banking Sector

19 Dec 2022 RDP PDF 1588KB
securities in their trading books amount to only 3 per cent of their assets (RBA 2022).
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf

Appendix B: Sample Survey Results

1 Aug 1993 RDP 9310
Gordon Menzies and Geoffrey Heenan
a) & (b). 30. 17. Q8 : Red tape. (a) & (b).
https://www.rba.gov.au/publications/rdp/1993/9310/appendix-b.html

How Risky is Australian Household Debt?

25 Aug 2020 RDP 2020-05
Jonathan Kearns, Mike Major and David Norman
A caveat is that we take a partial equilibrium approach in this work by largely abstracting from stress that would likely be present in banks' business loan books.).
https://www.rba.gov.au/publications/rdp/2020/2020-05/full.html
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Financialisation and the Term Structure of Commodity Risk Premiums

24 May 2017 RDP PDF 1495KB
Platinum 15.5 6.5 5.1 2.7 –0.3. Notes: SRW denotes soft red wheat; sample period 1986–2014; , and indicate returns are significantly different from.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-03.pdf

Backtesting

1 Nov 1997 RDP 9708
Colleen Cassidy and Marianne Gizycki
3.50. Yellow zone. 7. 3.65. 8. 3.75. 9. 3.85. Red zone. ... Portfolio B is placed in the red zone which will, under the capital-adequacy framework, lead to an automatic presumption that a problem exists within the VaR model.
https://www.rba.gov.au/publications/rdp/1997/9708/backtesting.html

Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques

1 Dec 2009 RDP PDF 400KB
8 3.75. 9 3.85. Red zone 10 or more 4.00. A simple approach to exceptions-based backtesting would be to assume that theselected data period provides a perfect ... Portfolio B is placed in the red zone which will,under the capital-adequacy framework, lead
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9708.pdf

The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
Research Discussion Paper – RDP 2022-02 The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases. Richard Finlay, Dmitry Titkov and Michelle Xiang. May 2022. 1.89. MB. 1. Introduction. This paper focuses on three
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
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