Search: PDS
RBA Glossary definition for PDS
PDS – Payment Delivery System
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Appendix A: Model Specifications
20 Sep 2022
RDP
2022-03
s. u. r. e. C. o. s. t. The next step is to formulate PDs to align with each bucket-level LGD (denote them PD. ... that obtained at the end of the last period) and the current period by weighting the appropriate model-generated PDs and LGDs with the
https://www.rba.gov.au/publications/rdp/2022/2022-03/appendix-a.html
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Method
11 Sep 2015
RDP
2015-01
The second step uses the financial margin to calculate each household's probability of default (PD):. ... For the purposes of this model, households with a PD of one are assumed to default with certainty.
https://www.rba.gov.au/publications/rdp/2015/2015-01/method.html
Box C: The Regulatory Capital Framework for Residential Mortgages
20 Oct 2015
FSR
– October 2015
the effective maturity (M). the probability of default (PD) – the risk of borrower default in the course of a year. ... estimated PD and LGD; differences in the composition of mortgage types is one reason why risk weights vary between IRB banks.
https://www.rba.gov.au/publications/fsr/2015/oct/box-c.html
References
31 Dec 2005
RDP
2005-05
Marques CR, PD Neves and AG da Silva (2002), ‘Why should central banks avoid the use of the underlying inflation indicator?’,. ... Economics Letters. , 75(1), pp 17–23. Marques CR, PD Neves and LM Sarmento (2000), ‘Evaluating core inflation
https://www.rba.gov.au/publications/rdp/2005/2005-05/references.html
The Model's Properties
1 Nov 1995
RDP
9510
s. Figure 10: Actual CPI p (—), the static solution ps (), and the dynamic solution pd (– –). Figure 11: Deviations between the actual CPI and the static solution p – ps () and between the ... actual CPI and the dynamic solution p — pd (– –)
https://www.rba.gov.au/publications/rdp/1995/9510/models-properties.html
Section 4: Appendices
29 Sep 2006
Equity & Diversity Annual Report
– 2006
Equity & Diversity Annual Report 2006-Section 4: Appendices
https://www.rba.gov.au/publications/annual-reports/ead/2006/s4.html
Glossary of Terms and Abbreviations
1 Oct 1999
PSB Annual Report
– 1999
SWIFT PDS. SWIFT Payment Delivery System.
https://www.rba.gov.au/publications/annual-reports/psb/1999/glossary.html
Glossary
30 Jun 1998
RBA Annual Report
– 1998
PDS. Payment Delivery System. RITS. Reserve Bank Information and Transfer System.
https://www.rba.gov.au/publications/annual-reports/rba/1998/glossary.html
Box D: Stress Testing and Australian Bank Resilience
7 Oct 2022
FSR
– October 2022
PDs and LGDs are calculated for the different types of loans that banks have on their balance sheets. ... In the model, mortgage PDs are determined by two variables: the unemployment rate; and the loan-to-valuation ratio (LVR) of the mortgage.
https://www.rba.gov.au/publications/fsr/2022/oct/box-d-stress-testing-and-australian-bank-resilience.html
References
31 Dec 2006
RDP
2006-10
Marques CR, PD Neves and LM Sarmento (2003), ‘Evaluating Core Inflation Indicators’, Economic Modelling, 20(4), pp 765–775.
https://www.rba.gov.au/publications/rdp/2006/2006-10/references.html