Search: Compendium of Standards
RBA Glossary definition for Compendium of Standards
Compendium of Standards – The Compendium is an initiative of the Financial Stability Board (FSB) and a joint product of the standard-setting bodies represented on the FSB. It highlights 12 core standards and around 60 others relevant for sound financial systems. The Compendium is updated on an ongoing basis. The 12 core standards cover matters such as monetary and fiscal transparency, corporate governance and prudential supervision.
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Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
16 Mar 2023
RDP
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1288KB
one standard deviation above the industry mean) would grow its capital stock around. ... 7.2 percentage points faster than a low-productivity firm (one standard deviation below the mean).
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-03.pdf
Central Counterparty Loss Allocation and Transmission of Financial Stress
16 Mar 2015
RDP
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1285KB
International standards place tight limits on a CCP’s discretion in these activities. ... These standards are due to be phased in from December 2015 (BCBS-IOSCO 2013).
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf
Identification and Inference under Narrative Restrictions
20 Oct 2023
RDP
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1128KB
5. Bayesian Inference under NR 175.1 Standard Bayesian inference 175.2 Robust Bayesian inference 18. ... Section 5 discusses how to conduct standard and robust Bayesian inference under NR.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-07.pdf
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
is consistent with standard stress testing approaches. It is motivated by an aim of observing how. ... portfolios to overall credit risk. Since banks are required by accounting standards to provision for.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
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1784KB
standard deviations before standardisation. 5 Accounts are assumed to be client accounts if the words ‘nominee’, ‘custodian’ or ‘client’, or any abbreviation of these,.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Did Labour Market Concentration Lower Wages Growth Pre-COVID?
28 Feb 2023
RDP
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1812KB
2. 𝑝𝑙𝑎𝑛𝑡 𝑀𝑎𝑟𝑘𝑒𝑡. This is a standard measure of concentration used in the literature. ... This is the standard. regression framework used in most papers (Rinz 2018; Azar et al 2020).
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-02.pdf
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
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1886KB
of a standard deviation shock do not provide this information. However, as discussed in. ... under standard sign restrictions on impulse responses may reflect linear combinations of demand.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
International Trade Costs, Global Supply Chains and Value-added Trade in Australia
4 Feb 2015
RDP
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977KB
13. about 82 per cent (Figure 7).10 This is relatively high by international standards;the share of value-added in world exports is about 69 per cent. ... In contrast, the supply chains of the G7 countries tend tobe relatively downstream and less
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-07.pdf
MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA’s Macroeconometric Model
12 Jan 2022
RDP
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1774KB
by the banks. tightening lending standards, which was a common response by US and European banks during the. ... relatively more costly (i.e. lending standards are tightened), then the credit quality of the average.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-01.pdf
The Evolution of Consumer Payments in Australia: Results from the 2022 Consumer Payments Survey
21 Nov 2023
RDP
PDF
2354KB
being more likely to meet the lending standards for a credit card, as well as debit cards and cash.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-08.pdf