Search: financial sector
RBA Glossary definition for financial sector
financial sector – The sector of the economy that comprises financial institutions and financial markets.
Search Results
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
Introduction
20 Sep 2022
RDP
2022-03
Our approach draws on many of the characteristics that the International Monetary Fund includes in the models it uses to assess financial sector vulnerabilities (Adrian, Morsink and Schumacher 2020). ... Accordingly, our treatment of the macroeconomy is
https://www.rba.gov.au/publications/rdp/2022/2022-03/introduction.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
Contagion Modelling and Feedback Loops
20 Sep 2022
RDP
2022-03
Reserve during the global financial crisis (though much work has since been done globally to reduce the likelihood of this recurring). ... private sector securities that would likely experience a much larger price fall in response to attempts to sell.
https://www.rba.gov.au/publications/rdp/2022/2022-03/contagion-modelling-and-feedback-loops.html
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
Our approach draws on many of the characteristics that the International Monetary Fund includes in the models it uses to assess financial sector vulnerabilities (Adrian, Morsink and Schumacher 2020). ... 1990s and the global financial crisis) and with
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html