Search: DSGE model
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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Financial Stability Review - September 2004
6 Jan 2005
FSR
PDF
1099KB
CONTENTS. 1 Overview. 3 The Macroeconomic and Financial Environment. 16 Box A: Credit Card Indicators. 18 Box B: The Housing Market Slowdown in the Netherlands. 21 Financial Intermediaries. 37 Box C: Measures of Housing Loan Quality. 39 Box D: The
https://www.rba.gov.au/publications/fsr/2004/sep/pdf/0904.pdf
Bulletin March Quarter 2023
8 Jun 2023
Bulletin
- March 2023
PDF
7038KB
https://www.rba.gov.au/publications/bulletin/2023/mar/pdf/bulletin-2023-03.pdf
Bulletin September Quarter 2023
15 Feb 2024
Bulletin
- September 2023
PDF
8611KB
https://www.rba.gov.au/publications/bulletin/2023/sep/pdf/bulletin-2023-09.pdf
Managing Market Risk in Banks
17 Jun 2003
Bulletin
PDF
44KB
Leadinginternational banks have begun to model theseliquidity effects in more detail and incorporatethem directly into their VaR models, althoughthis work is still at a relatively early stage. ... pricemovements that pose the greatest risks tofinancial
https://www.rba.gov.au/publications/bulletin/1996/dec/pdf/bu-1296-1.pdf
The Australian Financial System
25 Apr 2023
FSR
- April 2023
PDF
1051KB
https://www.rba.gov.au/publications/fsr/2023/apr/pdf/02-australian-financial-system.pdf
Financial Stability Review - March 2006
28 Mar 2006
FSR
- March 2006
PDF
645KB
https://www.rba.gov.au/publications/fsr/2006/mar/pdf/0306.pdf
Financial Stability Review
25 Apr 2023
FSR
- April 2023
PDF
4493KB
https://www.rba.gov.au/publications/fsr/2023/apr/pdf/financial-stability-review-2023-04.pdf
Box C: The Regulatory Capital Framework for Residential Mortgages
15 Oct 2015
FSR
October 2015
PDF
156KB
https://www.rba.gov.au/publications/fsr/2015/oct/pdf/box-c.pdf
Box C: Equity Raisings and Company Gearing
23 Sep 2009
FSR
- September 2009
PDF
141KB
https://www.rba.gov.au/publications/fsr/2009/sep/pdf/box-c.pdf
Box B: Australian Major Banks’ Cost-to-income Ratios
23 Sep 2014
FSR
September 2014
PDF
451KB
https://www.rba.gov.au/publications/fsr/2014/sep/pdf/box-b.pdf