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RBA Glossary definition for money market

money market – The market which deals in short-term discount securities such as Treasury notes, bank bills and promissory notes. Major participants in this market include the Reserve Bank of Australia, banks, superannuation funds, insurance companies, investment trusts, investment banks, building societies and large corporates.

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

1 Nov 1997 RDP 9708
Colleen Cassidy and Marianne Gizycki
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1997/9708.html

Backtesting

1 Nov 1997 RDP 9708
Colleen Cassidy and Marianne Gizycki
RDP 9708: Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques 3. ... The reports detail both the bank's total VaR amount and the VaR for individual portfolios (spot foreign exchange (portfolio A), government securities (portfolio B),
https://www.rba.gov.au/publications/rdp/1997/9708/backtesting.html

Value-at-risk

1 Nov 1997 RDP 9708
Colleen Cassidy and Marianne Gizycki
RDP 9708: Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques 2. ... Hence, risks across different instruments, traders and markets can be readily compared and aggregated.
https://www.rba.gov.au/publications/rdp/1997/9708/value-at-risk.html