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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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References | Supplementary Submission to the Financial System Inquiry – August 2014 | Financial Sector | Submissions
1 Aug 2014
Submissions
Available at <http://www.bis.org/publ/bcbs238.pdf>. Bilston T and D Rodgers (2013), ‘A Model for Stress Testing Household Lending in Australia’, RBA.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-08/references.html
Recent Influences on the Competitive Environment | Submission to the Productivity Commission Inquiry – September 2017 | Financial Sector |…
6 Sep 2017
Submissions
It partly reflects factors such as economies of scale, diversification of business models and whether infrastructure and brand reputation are well-established. ... They therefore developed a low-cost business model using securitisation funding and mobile
https://www.rba.gov.au/publications/submissions/financial-sector/competition-in-the-financial-system/recent-influences-on-the-competitive-environment.html
References | Submission to the Productivity Commission Inquiry – September 2017 | Financial Sector | Submissions
6 Sep 2017
Submissions
Hughes J, L Mester and C Moon (2001), ‘re scale economies in banking elusive or illusive?: Evidence obtained by incorporating capital structure and risk-taking into models of bank production’, Journal
https://www.rba.gov.au/publications/submissions/financial-sector/competition-in-the-financial-system/references.html
7 May 2024 | Minutes of the Monetary Policy Meeting of the Board
21 May 2024
Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 7 May 2024
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2024/2024-05-07.html
Appendix 1: Some Basic Facts About Hedge Funds | Hedge Funds, Financial Stability and Market Integrity – March 1999 | Financial Sector |…
1 Mar 1999
Submissions
Systematic managers follow trends identified by technical analysis using proprietary computer models, while discretionary managers use a less quantitative approach, relying on both fundamental and technical analysis.
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/appendix-1.html
Financial Stability | Supplementary Submission to the Financial System Inquiry – August 2014 | Financial Sector | Submissions
1 Aug 2014
Submissions
The Bank supports the March 2013 CFR recommendation to switch to an ex-ante funding model for the FCS (RBA 2014, p 61). ... It would also be consistent with IMF recommendations that Australia re-evaluate the merits of an ex-ante funding model (IMF 2012).
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-08/financial-stability.html
Developments since the Financial System Inquiry | Submission to the Productivity Commission Inquiry – September 2017 | Financial Sector |…
6 Sep 2017
Submissions
Other competition-focused recommendations included:. developing a national strategy for a federated style model of trusted digital identities. ... supporting data-driven business models through an inquiry into the costs and benefits of increasing data
https://www.rba.gov.au/publications/submissions/financial-sector/competition-in-the-financial-system/developments-since-the-financial-system-inquiry.html
Appendix B: Overseas Supervisory Arrangements | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector |…
6 Sep 1996
Submissions
It concentrates on three main issues:. which countries use the ‘mega-regulator’ model;.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/appendix-b.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
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