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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Strategic Issues – Payment System Design | ISO 20022 Migration for the Australian Payments System – Issues Paper – April 2019
31 Dec 2002
Consultations
Under this model, the full payment message, including customer information, is received by RITS. ... In each model, interbank settlement in RITS would occur before the completion of the payments clearing.
https://www.rba.gov.au/publications/consultations/201904-iso-20022-migration-for-the-australian-payments-system/strategic-issues-payment-system-design.html
Reserve Bank of Australia Annual Report 2023
17 Oct 2023
RBA Annual Report
- 2023
PDF
333KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/management-of-the-reserve-bank.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
Financial Market Infrastructures
28 Sep 2022
PSB Annual Report
– September 2022
Higher market volatility over the past year has resulted in a reduction in the performance of initial margin models under these coverage tests, with the frequency of breaches increasing. ... These breaches are an indicator for CCPs to review their margin
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html
Risk Management
21 Oct 2021
RBA Annual Report
– 2021
Management of these risks is the responsibility of all staff. In particular, the Bank has implemented the ‘three lines model’. ... Risk and Compliance Department values these securities based on a pricing model that references prices in the public
https://www.rba.gov.au/publications/annual-reports/rba/2021/risk-management.html
Reserve Bank of Australia Annual Report 2023
16 Oct 2023
RBA Annual Report
- 2023
PDF
304KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/annual-performance-statement.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
Submission to the Australian Competition and Consumer Commission – April 2024 | Submissions Payments System
8 May 2024
Submissions
Long-term solutions. The RBA is also chairing a Long-term Solutions Working Group that is considering options to promote a sustainable model for cash distribution in Australia. ... The Working Group will consider a range of possible models for banknote
https://www.rba.gov.au/publications/submissions/payments-system/accc-on-aba-cash-in-transit-application-04-2024/index.html
The Environment for Innovation in the Australian Payments System | Strategic Review of Innovation in the Payments System: Issues for…
7 Jun 2011
Consultations
Once again these issues raise the question of whether there are changes to the governance model for the Australian payments industry that would be publicly beneficial. ... Governance models for payments systems internationally are as varied as the
https://www.rba.gov.au/publications/consultations/201106-strategic-review-innovation/issues/environment-innovation-australian.html
Oversight of Clearing and Settlement Facilities
12 Sep 2014
PSB Annual Report
– 2014
In its 2012/13 Assessment, the Bank made a number of recommendations for enhancements to the ASX CCPs' model validation approach. ... introducing reverse stress testing. engaging external experts for a three-year period to undertake a comprehensive
https://www.rba.gov.au/publications/annual-reports/psb/2014/oversight-clearing-set.html