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RBA Glossary definition for PDS

PDS – Payment Delivery System

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Macrofinancial Stress Testing on Australian Banks

13 Sep 2023 RDP PDF 1940KB
We make this distinction to ensure that PDs don’t fall to low. ... A separate LGD model is used to translate these PDs into loss rates.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.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

Estimating the Inflationary Effects of Depreciation

19 Nov 2012 RDP PDF 810KB
Pd can be thought of as a mark-up on costs of production. ... for small changes, the rate of change of Pd is approximately given by.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8713.pdf

THE EQUATIONS OF THE RBA82 MODEL OF THE AUSTRALIpJq ...

15 Oct 2014 RDP PDF 878KB
Dlog(Pd) = cx1 log(Pd/Pd) 1 log(Pm/M). Desired real consumption is a function of real disposable. ... Yd = y - Ti/P. Pd [EPI(lt3)J P. = BArm B 5 r b B6rbl.
https://www.rba.gov.au/publications/rdp/1984/pdf/rdp8401.pdf

DEVIATIOUS FROM PURCHASIWG POWER PARITY : THE AUSTRALIM CASE ...

20 Oct 2014 RDP PDF 632KB
DI f a. DI 0. N Pb DICD CD o '0 o C, PD. ... ftC, CD. C) Cfl M 30 PD 0(1 PD.0. m (C.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8711.pdf

The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data

8 Jun 2023 RDP PDF 1310KB
Lower rates make the existing stock of debt easier. to service, thereby reducing overall debt burdens and estimated probabilities of default (PDs). ... These. PDs are an important input into banks’ forward-looking provisioning models.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf

MODELLING RECENT DEVELOPMENTS IN AUSTRALIAN ASSET MARKETS: SOME PRELIMINARY ...

18 Apr 2015 RDP PDF 632KB
Sydney: Reserve Bank of Australia. APPENDIX: RBII SPECIFICATION'. Household Expenditure. Dlog(Pd) = o log (Pd/Pdd) 8i log(Pm/M). ... 82[(rI4.0)_DlogP] d=dOyde. - Ti/P C. = Pd [EPI(lt3)] P. BArm B 5 r b B6rbl m = m0 ye.
https://www.rba.gov.au/publications/rdp/1984/pdf/rdp8403.pdf

The Australian Financial System

13 Oct 2016 FSR October 2016 PDF 469KB
https://www.rba.gov.au/publications/fsr/2016/oct/pdf/aus-fin-sys.pdf

Box D: Stress Testing and Australian Bank Resilience

21 Nov 2022 FSR - October 2022 PDF 277KB
https://www.rba.gov.au/publications/fsr/2022/oct/pdf/box-d-stress-testing-and-australian-bank-resilience.pdf

Developments in the Financial System Architecture

24 Mar 2011 FSR – March 2011 PDF 106KB
https://www.rba.gov.au/publications/fsr/2011/mar/pdf/dev-fin-sys-arch.pdf