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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Joint RBA-APRA Submission to the Inquiry into Home Lending Practices and Processes – August 2007 | Housing and Housing Finance | Submissions
8 Aug 2007
Submissions
Joint RBA-APRA Submission to the Inquiry into Home Lending Practices and Processes – August 2007
https://www.rba.gov.au/publications/submissions/housing-and-housing-finance/inquiry-home-loan-lending-practices-and-processes/
Appendix A: Trends in the Australian Financial System | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector |…
6 Sep 1996
Submissions
While the 1950s might seem a remote starting point for analysis, the period provides a good stylised model of what might be called the ‘traditional’ financial system, and many of the
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/appendix-a.html
Appendix E: Oversight of Financial Conglomerates – International Developments | Submission to the Financial System Inquiry – 6 September…
6 Sep 1996
Submissions
It has ruled out the viability of a fixed multilateral memorandum of understanding model.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/appendix-e.html
Appendix 3: The Capital Treatment of Financial Market Activities | Hedge Funds, Financial Stability and Market Integrity – March 1999 |…
1 Mar 1999
Submissions
The standard model sets out fixed formulae for the aggregation of exposures across asset classes (interest rates, foreign exchange, equities and commodities). ... Both the standard model and internal model methods are calibrated against a ten-day holding
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/appendix-3.html
Policy Responses | Hedge Funds, Financial Stability and Market Integrity – March 1999-Public | Financial Sector | Submissions
1 Mar 1999
Submissions
If institutions are to disclose information such as large positions relative to the market, their VaR, the results of stress tests and VaR model performance, an important issue is to whom
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/public-policy-responses.html
Appendix C: Should Bank Supervision Be Carried Out by the Central Bank or by a Separate Authority? | Submission to the Financial System…
6 Sep 1996
Submissions
Similarly, there is no single institutional model; some central banks have direct responsibility for supervision of the banking system, while others do not.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/appendix-c.html
The Payments System | Supplementary Submission to the Financial System Inquiry – August 2014 | Financial Sector | Submissions
1 Aug 2014
Submissions
It has supported competition and innovation by allowing new players, often with new business models, to establish without undue regulatory burden. ... This is the model used for some online payment systems (e.g.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-08/payments-system.html
Submission to the Senate Select Committee on Australia as a Technology and Financial Centre - July 2021
19 Jul 2021
Submissions
PDF
610KB
NPP Australia has sought to align its certification and accreditation criteria for entities wishing to become connected institutions with the ACCC’s Consumer Data Right accreditation model that will facilitate open
https://www.rba.gov.au/publications/submissions/payments-system/pdf/inquiry-into-australia-as-a-technology-and-financial-centre.pdf
Submission to the Senate Select Committee on Financial Technology and Regulatory Technology
9 Jan 2020
Submissions
PDF
797KB
constitute a ‘fundamental change to the operating model of the NPP’ that ‘would require wholesale. ... business models, and whether there is a case for further policy action by the Bank to encourage.
https://www.rba.gov.au/publications/submissions/payments-system/financial-and-regulatory-technology/pdf/financial-and-regulatory-technology.pdf
The Regulatory Response to the Global Financial Crisis | Submission to the Financial System Inquiry – March 2014 | Financial Sector |…
1 Mar 2014
Submissions
The recommendations, developed by the FSB in conjunction with IOSCO and BCBS aim to mitigate risks posed by the shadow banking system while not inhibiting sustainable non-bank financing models that ... models. In this context, the flexibility in the
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/regulatory-response-to-the-global-financial-crisis.html