Search: DSGE model
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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Submission to APCA's Consultation Paper on the Role of Cheques in an Evolving Payment System – 29 July 2011 | Payments System | Submissions
29 Jul 2011
Submissions
This model is likely to become harder to sustain as unit costs continue to increase.
https://www.rba.gov.au/publications/submissions/payments-system/role-of-cheques-in-evolving-payments-system/
Conclusion | Hedge Funds, Financial Stability and Market Integrity – March 1999 | Financial Sector | Submissions
1 Mar 1999
Submissions
markets. This set of information might include details of large positions relative to the market, various measures of VaR, stress tests and measure of the performance of the VaR models.
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/conclusion.html
Trends in Lending | Submission to the Inquiry into Competition within the Australian Banking Sector – November 2010 | Financial Sector |…
30 Nov 2010
Submissions
The business models of some of the Australian lenders reliant on it were no longer viable and they either ceased lending or were bought by a larger institution.
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-competition-within-australian-banking-sector-2010/trends.html
Key Financial Developments Since the Wallis Inquiry | Submission to the Financial System Inquiry – March 2014 | Financial Sector |…
1 Mar 2014
Submissions
As it turns out, the traditional model of bank intermediation has remained dominant. ... This created incentives for some banks to invest in the infrastructure needed to better model and measure the risks in their portfolios.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/financial-developments-since-wallis-inquiry.html
Executive Summary | Submission to the Financial System Inquiry – March 2014 | Financial Sector | Submissions
1 Mar 2014
Submissions
national circumstances, and should not disadvantage particular activities or business models except to the extent justified by the relative risks they pose. ... Such a model, which is now common among depositor protection schemes internationally, would
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/executive-summary.html
Background on the Australian Listed Equity Market - September 2021
17 Sep 2021
Submissions
PDF
681KB
Submission to the House of Representatives Standing Committee on Economics Inquiry into Common Ownership and Capital Concentration in Australia
https://www.rba.gov.au/publications/submissions/financial-sector/background-on-the-australian-listed-equity-market-2021-09/pdf/background-on-the-australian-listed-equity-market-2021-09.pdf
Home Ownership Rates | Submission to the Inquiry into Home Ownership June 2015 | Housing and Housing Finance | Submissions
1 Jun 2015
Submissions
In particular, the shift from traditional rules of thumb based on debt-servicing ratios for assessing mortgage serviceability to more sophisticated net income surplus models, discussed in Laker (2007) and elsewhere,
https://www.rba.gov.au/publications/submissions/housing-and-housing-finance/inquiry-into-home-ownership/home-ownership-rates.html
Crisis Management and Resolution | Supplementary Submission to the Financial System Inquiry – August 2014 | Financial Sector | Submissions
1 Aug 2014
Submissions
However, such structures are more relevant to business models that combine commercial banking with substantial non-banking business or activities in capital markets; these are not applicable to the vast majority
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-08/crisis-management-resolution.html
Competition, Efficiency and Innovation in Banking | Submission to the Financial System Inquiry – March 2014 | Financial Sector | Submissions
1 Mar 2014
Submissions
Model-based approaches can also produce higher risk weights for some institutions and exposures. ... Cross-country differences in cost-to-income ratios may reflect differences in banks' business models.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/competition-efficiency-and-innovation.html
Hedge Funds, Financial Stability and Market Integrity
14 May 2002
Submissions
PDF
86KB
To whom should information be disclosed? If institutions are to disclose information such as large positions relative to the market, theirVaR, the results of stress tests and VaR model performance, an
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/pdf/hedge-funds-financial-stability-and-market-integrity.pdf