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Appendix A: Model Specifications

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
RDP 2022-03: Macrofinancial Stress Testing on Australian Banks Appendix A: Model Specifications. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. Download the Paper 2,027. KB. This appendix presents a set of technical
https://www.rba.gov.au/publications/rdp/2022/2022-03/appendix-a.html

Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
Research Discussion Paper – RDP 2022-03 Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. 1.97. MB. 1. Introduction. The failure of systemically important banks can have
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html