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RBA Glossary definition for financial institution
financial institution – A company whose primary function is to intermediate between lenders and borrowers in the economy.
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Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
financial stability, banking, modelling. Macrofinancial stress testing is a tool to help policymakers better understand the key systemic vulnerabilities in a financial system. ... The Reserve Bank of Australia's (RBA) macrofinancial bank stress testing
https://www.rba.gov.au/publications/rdp/2022/2022-03.html
References
20 Sep 2022
RDP
2022-03
Download the Paper 2,027. KB. AASB (Australian Accounting Standards Board) (2021), ‘Compiled AASB Standard AASB 9 Financial Instruments’, 31 December. ... Bank of Japan (2020), ‘The Financial Macro-Econometric Model (FMM, March-2020 Version):
https://www.rba.gov.au/publications/rdp/2022/2022-03/references.html
Read me file
20 Sep 2022
RDP
2022-03
RDP 2022-03: Macrofinancial Stress Testing on Australian Banks Read me file. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. This ‘read me’ file contains the details of the supplementary material provided with RDP
https://www.rba.gov.au/publications/rdp/2022/2022-03/read-me.html
Introduction
20 Sep 2022
RDP
2022-03
Recessions associated with financial crises are deeper than those that occur without a financial crisis, and the recovery from financial crises is also much slower (Jordà, Schularick and Taylor 2013). ... Our approach draws on many of the
https://www.rba.gov.au/publications/rdp/2022/2022-03/introduction.html
Future Work
20 Sep 2022
RDP
2022-03
The Financial Stability Department of the RBA will continue to refine the model over time to ensure its usefulness as an analytical tool improves over time.
https://www.rba.gov.au/publications/rdp/2022/2022-03/future-work.html
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
Research Discussion Paper – RDP 2022-03 Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. 2,027. KB. The authors would like to thank current and former staff members
https://www.rba.gov.au/publications/rdp/2022/2022-03/sections.html
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
1990s and the global financial crisis) and with those estimated in various iterations of APRA's industry-wide stress tests. ... For other domestic loan types (such as loans to financial institutions), we make some simplifying assumptions in recognition
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
Model Framework
20 Sep 2022
RDP
2022-03
deposit rates to increase in response to declining bank capital ratios, but this is not currently modelled on the basis that the Financial Claims Scheme protects depositors from loss in the
https://www.rba.gov.au/publications/rdp/2022/2022-03/model-framework.html
Non-technical summary for ‘The Rise in Household Liquidity’
20 Sep 2022
RDP
2022-03
As a result, financial regulators and those charged with ensuring financial stability devote considerable resources to monitoring the health of banks. ... The global (and other) financial crisis showed that such ‘contagion’ effects can significantly
https://www.rba.gov.au/publications/rdp/2022/2022-03/non-technical-summary.html
Capital and Asset Growth
20 Sep 2022
RDP
2022-03
RDP 2022-03: Macrofinancial Stress Testing on Australian Banks 4. Capital and Asset Growth. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. Download the Paper 2,027. KB. Having determined the amount of profit banks make,
https://www.rba.gov.au/publications/rdp/2022/2022-03/capital-and-asset-growth.html