Search: VAR models
Did you mean
varmodels?
RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
Search Results
Hedge Funds, Financial Stability and Market Integrity
14 May 2002
Submissions
PDF
86KB
While the VaR is a useful summary measure, it can hide a variety of risks. ... 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
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
Submission to the Financial System Inquiry March 2014
10 Nov 2017
Submissions
PDF
3041KB
Financial System Inquiry
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/pdf/financial-system-inquiry-2014-03.pdf
RBA submission to Defining payment functions consultation - July 2023
16 Jan 2024
Submissions
PDF
445KB
technology, market structures and business models.
https://www.rba.gov.au/publications/submissions/payments-system/pdf/submission-to-defining-payment-functions-consultation-july-2023.pdf
ISO 20022 Migration for the Australian Payments System – Issues Paper
7 Apr 2019
Consultations
PDF
1644KB
A consultation paper issued by the Reserve Bank of Australia and the Australian Payments Council - April 2019
https://www.rba.gov.au/publications/consultations/201904-iso-20022-migration-for-the-australian-payments-system/pdf/issues-paper.pdf
ISO 20022 Migration for the Australian Payments System – Responses and Options Paper
11 Sep 2019
Consultations
PDF
1175KB
The project governance model adopted for the NPP project was widely cited as a successful. ... Consistent with the feedback received, Figure 13 provides an example of how a governance model.
https://www.rba.gov.au/publications/consultations/201909-iso-20022-migration-for-the-australian-payments-system-responses-options/pdf/consultation-paper.pdf
Australian Banking Association (cash-in-transit initiatives)
22 Jan 2024
Submissions
PDF
102KB
Submission to the ACCC
https://www.rba.gov.au/publications/submissions/payments-system/pdf/submisssion-to-accc-on-aba-cash-in-transit-authorisation-jan-2024.pdf
Central Clearing of Over-the-counter (OTC) Derivatives in Australia - June 2011
15 Jul 2011
Consultations
PDF
875KB
A discussion paper issued by the Council of Financial Regulators
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/pdf/201106-otc-derivatives.pdf
The Australian Debit Card Market: Default Settings and Tokenisation
28 Sep 2023
Consultations
PDF
404KB
solutions under an industry framework. Stakeholders suggested a few different models for how this.
https://www.rba.gov.au/publications/consultations/202306-issues-paper-australian-debit-card-market/pdf/202309-conclusions-paper-australian-debit-card-market.pdf
Submission to the Inquiry into the Digital Assets (Market Regulation) Bill 2023
1 Jun 2023
Submissions
PDF
248KB
A range of new business models and technologies are emerging in Australia’s payments system,.
https://www.rba.gov.au/publications/submissions/payments-system/pdf/digital-assets-bill-senate-economics-legislation-committee-may-2023.pdf
Proposed Merger Between Armaguard and Prosegur
9 May 2023
Submissions
PDF
107KB
The proposed pricing model in the Revised Undertaking is simpler than originally proposed, which should mean that it is easier to measure and enforce MergeCo’s adherence to the proposed arrangements. ... As was the case with the pricing model that was
https://www.rba.gov.au/publications/submissions/payments-system/pdf/proposed-merger-armaguard-and-prosegur-submission-may-2023.pdf