Search: DSGE model

Sort by: Relevance Date
4150 of 58 search results for DSGE model
Did you mean dsgemodel?

RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

Search Results

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

Summary of Key Themes | Submission to the Productivity Commission Inquiry – September 2017 | Financial Sector | Submissions

6 Sep 2017 Submissions
Download 970. KB. The discussion in the preceding chapters highlights that periods of more intense competition in individual markets have typically come from new models and new entrants rather than existing ... New entrants, particularly those with new
https://www.rba.gov.au/publications/submissions/financial-sector/competition-in-the-financial-system/summary-of-key-themes.html

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

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

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

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

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

Organisation of Prudential Supervision | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector | Submissions

6 Sep 1996 Submissions
A variety of models exist, operating in the context of different countries' historical, political and cultural circumstances. ... Proponents of the ‘mega-regulator’ model need to explain why they are recommending an approach which has such a poor
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/organisation-of-prudential-supervision.html

Competition in the Payments System | Submission to the Productivity Commission Inquiry – September 2017 | Financial Sector | Submissions

6 Sep 2017 Submissions
the ATM access framework, including exploring the scope to transition to a self-regulatory model in the future. ... Despite these positive developments, there are some challenges. Some fintech firms have suggested that access to banking services is
https://www.rba.gov.au/publications/submissions/financial-sector/competition-in-the-financial-system/competition-in-the-payments-system.html

Sectoral Trends in Funding Patterns in the Australian Economy | Submission to the Financial System Inquiry – March 2014 | Financial Sector…

1 Mar 2014 Submissions
While these funding sources have different operating models, they are all forms of non-intermediated lending. ... Foreign-owned banks have less deposits, largely due to their chosen business models and restrictions on retail deposit funding for foreign
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/sectoral-trends-in-funding-patterns.html