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RBA Glossary definition for RM

RM – Risk and Compliance Department

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RBA Annual Report - Risk Management

25 Aug 2004 Annual Report PDF 88KB
Compliance is independently checked on a daily basis. Credit Risk. Credit risk is the risk of default by a fi rm which owes the RBA money or securities – e.g.
https://www.rba.gov.au/publications/annual-reports/rba/2004/pdf/risk-mgmt.pdf

RBA Annual Report - Business Services

27 Aug 2014 RBA Annual Report 2004 PDF 129KB
https://www.rba.gov.au/publications/annual-reports/rba/2004/pdf/bus-serv.pdf

The Profitability of Speculators in Currency Futures Markets

2 Dec 2009 RDP PDF 142KB
Nurske R (1944),International currency experience, League of Nations, Geneva. Pennings JME and RM Leuthold (2000),‘The motivation for hedging revisited’,Journal of Futures Markets, 20(9), pp 865–885.
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-07.pdf

A Multi-sector Model of the Australian Economy

14 May 2015 RDP PDF 1314KB
MC jm,t(i) =ε jπn,tam,t. [Wm,tαmµt. ]αm [Rm,tγm. ]γm [ Pz,t1αm γm.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-07.pdf

Short-term Interest Rates, Weekly Money Announcements and Rational Forecasts

19 Nov 2012 RDP PDF 1213KB
SHORT-- T:RM INTEREST RATES, WEEKLY MONEY ANNOUNCKMENTS. AND RATIONAL I''ORECAS'l.'S. Robert G.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8602.pdf

A Small BVAR-DSGE Model for Forecasting the Australian Economy

10 Feb 2009 RDP PDF 599KB
Todd RM (1984), ‘Improving Economic Forecasting with Bayesian VectorAutoregression’, Federal Reserve Bank of Minneapolis Quarterly Review, 8(4),pp 18–29.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-04.pdf

Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets

9 Jun 2004 RDP PDF 623KB
BIG FISH IN SMALL PONDS: THE TRADING BEHAVIOUR AND PRICE IMPACT OF FOREIGN INVESTORS IN ASIAN. EMERGING EQUITY MARKETS. Anthony Richards. Research Discussion Paper 2004-05. June 2004. Economic Analysis Department Reserve Bank of Australia. A version
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-05.pdf

Seasonal Adjustment of Chinese Economic Statistics

15 Nov 2015 RDP PDF 1209KB
Research Discussion Paper. Seasonal Adjustment of Chinese Economic Statistics. Ivan Roberts and Graham White. RDP 2015-13. The contents of this publication shall not be reproduced, sold or distributed without the prior consent of the Reserve Bank of
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-13.pdf

Policy Analysis with the MSG2 Model

19 Nov 2012 RDP PDF 1127KB
the assumptions behind a "representative fi:rm". These use factor. inputs to produce domestic goods in the country in which they are. ... Hayashi (1983). It is assumed that price-taking firms choose factor. inputs to maximize the value of the fi:rm.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8712.pdf

The Efficient Market Hypothesis: A Survey

1 Dec 2009 RDP PDF 210KB
THE EFFICIENT MARKET HYPOTHESIS:A SURVEY. Meredith Beechey, David Gruen and James Vickery. Research Discussion Paper2000-01. January 2000. Economic Research DepartmentReserve Bank of Australia. The views expressed are those of the authors and should
https://www.rba.gov.au/publications/rdp/2000/pdf/rdp2000-01.pdf