Search: RBA
RBA Glossary definition for RBA
RBA – Reserve Bank of Australia. Australia's central bank, the body corporate successor to the Commonwealth Bank established in 1912; created under its new name by the Reserve Bank Act 1959.
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A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market
14 Feb 2018
RDP
2018-01
Research Discussion Paper – RDP 2018-01 A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market. Anthony Brassil and Gabriela Nodari. February 2018. 1.62. MB. Supplementary information. banking,
https://www.rba.gov.au/publications/rdp/2018/2018-01.html
A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market
1 Feb 2018
RDP
2018-01
ECB, Kiel University, RBA, RBNZ, University of NSW, and University of Padova for advice and suggestions.
https://www.rba.gov.au/publications/rdp/2018/2018-01/sections.html
Appendix E: Results with Higher-frequency Networks
14 Feb 2018
RDP
2018-01
RDP 2018-01: A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market Appendix E: Results with Higher-frequency Networks. Anthony Brassil and Gabriela Nodari. February 2018. Download the Paper 1,628.
https://www.rba.gov.au/publications/rdp/2018/2018-01/appendix-e.html
Appendix A: The Maximum Likelihood Estimator
14 Feb 2018
RDP
2018-01
RDP 2018-01: A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market Appendix A: The Maximum Likelihood Estimator. Anthony Brassil and Gabriela Nodari. February 2018. Download the Paper 1,628. KB.
https://www.rba.gov.au/publications/rdp/2018/2018-01/appendix-a.html
Appendix B: Estimator Accuracy
14 Feb 2018
RDP
2018-01
RDP 2018-01: A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market Appendix B: Estimator Accuracy. Anthony Brassil and Gabriela Nodari. February 2018. Download the Paper 1,628. KB. Reproducing
https://www.rba.gov.au/publications/rdp/2018/2018-01/appendix-b.html
Appendix D: Process for Constructing Simulation Draws
14 Feb 2018
RDP
2018-01
RDP 2018-01: A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market Appendix D: Process for Constructing Simulation Draws. Anthony Brassil and Gabriela Nodari. February 2018. Download the Paper
https://www.rba.gov.au/publications/rdp/2018/2018-01/appendix-d.html
Appendix F: Evidence of Intermediation
14 Feb 2018
RDP
2018-01
RDP 2018-01: A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market Appendix F: Evidence of Intermediation. Anthony Brassil and Gabriela Nodari. February 2018. Download the Paper 1,628. KB. In the
https://www.rba.gov.au/publications/rdp/2018/2018-01/appendix-f.html
Appendix C: The Two-step Cucuringu et al (2016) Estimator
14 Feb 2018
RDP
2018-01
RDP 2018-01: A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market Appendix C: The Two-step Cucuringu et al (2016) Estimator. Anthony Brassil and Gabriela Nodari. February 2018. Download the Paper 1
https://www.rba.gov.au/publications/rdp/2018/2018-01/appendix-c.html
A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market
1 Feb 2018
RDP
2018-01
counterparty searching, potentially signalling to the RBA and other banks an increase in idiosyncratic or market risk. ... The RBA, and many other central banks, have historically relied on surveys to collect information about overnight interbank markets.
https://www.rba.gov.au/publications/rdp/2018/2018-01/full.html
Conclusion
14 Feb 2018
RDP
2018-01
even temporary changes in the RBA's operations may have a long-lasting effect on this market).
https://www.rba.gov.au/publications/rdp/2018/2018-01/conclusion.html