Search: DSGE model
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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Domestic Regulatory Developments
8 Apr 2021
FSR
– April 2021
In the meantime, the CFR has encouraged the e-conveyancing industry to explore the development of a self-regulatory model for the payment and financial settlement aspects of e-conveyancing.
https://www.rba.gov.au/publications/fsr/2021/apr/regulatory-developments.html
The Australian Financial System
20 Oct 2018
FSR
– October 2018
Australian banks have largely completed the transition to a more resilient funding model. ... sale. This follows a period of poor profitability and concerns around the reputational risk associated with vertically integrated business models.
https://www.rba.gov.au/publications/fsr/2018/oct/aus-fin-sys.html
The Global Financial Environment
10 Mar 2008
FSR
– March 2008
term viability of a variety of financial structures and business models that had become commonplace over recent years. ... There were also weak incentives for parties in the originate-and-distribute model to properly assess and monitor the
https://www.rba.gov.au/publications/fsr/2008/mar/global-fin-env.html
Box C: Global Systemically Important Banks
10 Mar 2012
FSR
– March 2012
In addition, Australian banks, with their business models oriented to commercial and retail banking, are less interconnected with the rest of the global financial system than are many of the
https://www.rba.gov.au/publications/fsr/2012/mar/box-c.html
Developments in the Financial System Infrastructure
10 Sep 2007
FSR
– September 2007
The implementation of Basel II has been a lengthy process. It has, however, provided strong incentives for ADIs to upgrade and improve their risk management systems, business models, capital strategies and ... Under the current model, an individual's
https://www.rba.gov.au/publications/fsr/2007/sep/dev-sys-infra.html
The Global Financial Environment
10 Mar 2012
FSR
– March 2012
to more appropriate post-crisis business models and tougher regulatory settings (Graph 1.11).
https://www.rba.gov.au/publications/fsr/2012/mar/global-fin-env.html
Box C: The Regulatory Capital Framework for Residential Mortgages
20 Oct 2015
FSR
– October 2015
Although IRB banks largely determine the risk weights on their credit exposures using their internal models, supervisors play an important role in reviewing and approving the modelling approach. ... Purely statistical models or other mechanical methods
https://www.rba.gov.au/publications/fsr/2015/oct/box-c.html
Overview
10 Sep 2012
FSR
– September 2012
Weak property market conditions and the financial market and regulatory pressures on certain bank business models are continuing to weigh on the outlook for many large banks.
https://www.rba.gov.au/publications/fsr/2012/sep/overview.html
Box A: Bank Restructuring Challenges: A Case Study of Italy
21 Apr 2017
FSR
– April 2017
Further, low profitability can make it more challenging to restructure business models, given that costs are generally incurred up-front while the benefits only materialise over time. ... Some banks have also made substantial efforts to reform their
https://www.rba.gov.au/publications/fsr/2017/apr/box-a.html
Domestic Regulatory Developments
7 Oct 2022
FSR
– October 2022
Given that Australia already has modern and well-functioning payment and settlement systems, this research will focus on innovative use cases and business models that could be supported by the issuance
https://www.rba.gov.au/publications/fsr/2022/oct/regulatory-developments.html