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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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4.1 Focus Topic: Scenario Analysis of the Resilience of Mortgagors and Businesses to Higher Inflation and Interest Rates
22 Mar 2024
FSR
– March 2024
4.1 Focus Topic: Scenario Analysis of the Resilience of Mortgagors and Businesses to Higher Inflation and Interest Rates | Financial Stability Review – March 2024
https://www.rba.gov.au/publications/fsr/2024/mar/focus-topic-scenario-analysis-of-the-resilience-of-mortgagors-and-businesses-to-higher-inflation-and-interest-rates.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 Mar 2005
FSR
– March 2005
They will then be given to financial institutions, which will model the implications of the scenarios for their own health. ... The options canvassed by the working group included an ‘enhanced home-host supervisory model’ that would build upon the
https://www.rba.gov.au/publications/fsr/2005/mar/dev-fin-sys-infra.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
FSR Developments in the Financial System
10 Sep 2008
FSR
– September 2008
However, neither ASX nor market participants are persuaded of the need to move to a new settlement model, citing, in particular, the considerable cost of transition. ... For unlisted mortgage schemes, a benchmark-based disclosure model has also been
https://www.rba.gov.au/publications/fsr/2008/sep/dev-sys-infra.html
The Global Financial Environment
10 Sep 2007
FSR
– September 2007
A fourth issue is that the ‘originate and distribute’ model may have served to increase risk in the financial system. ... As a result, some commentators have questioned whether some aspects of the securitisation model need revisiting.
https://www.rba.gov.au/publications/fsr/2007/sep/global-fin-env.html
Private Equity in Australia
10 Mar 2007
FSR
– March 2007
Like other alternative investments, understanding the risks involved in private equity is often complicated and pricing is less transparent than for many other investments, in many cases being based on models ... The implications for Government revenue
https://www.rba.gov.au/publications/fsr/2007/mar/private-equity-aus.html
Developments in the Financial System Architecture
10 Mar 2009
FSR
– March 2009
other valuation approaches, such as models and expected cash flows.
https://www.rba.gov.au/publications/fsr/2009/mar/dev-sys-arch.html
Financial Intermediaries
10 Sep 2004
FSR
– September 2004
In part, this reflects the adoption of dynamic provisioning models by the major banks, under which through-the-cycle loss estimates for various types of loans are used to determine the
https://www.rba.gov.au/publications/fsr/2004/sep/fin-intermed.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