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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Review of Card Surcharging: A Consultation Document - June 2011
31 Jan 2012
Consultations
PDF
596KB
Payments System Board Consultation on Card Surcharging
https://www.rba.gov.au/publications/consultations/201106-review-card-surcharging/pdf/201106-review-card-surcharging.pdf
Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities: Conclusions Paper
15 Apr 2024
Consultations
PDF
506KB
It highlighted the importance of tailoring regulatory requirements to a new or prospective entrant’s business model, and suggested the RBA revisit the application of the SSF Standards at the time
https://www.rba.gov.au/publications/consultations/2023-11-increasing-the-fss-threshold-for-sffs/pdf/2023-11-increasing-the-fss-threshold-for-sffs-conclusions-paper.pdf
ISO 20022 Migration for the Australian Payments System – Conclusions Paper
25 Feb 2020
Consultations
PDF
560KB
Some respondents suggested adjustments to the Option 2 model, including:. • placing an additional requirement on those HVCS participants who act as the local intermediary for incoming cross-border payments.
https://www.rba.gov.au/publications/consultations/202002-iso-20022-migration-for-the-australian-payments-system/pdf/iso-20022-migration-for-the-australian-payments-system-conclusions-paper.pdf
Operations in Financial Markets
12 Apr 2020
RBA Annual Report
– 2020
As a result, the Bank uses an internal valuation model for self-securitised RMBS based on observed market prices of similarly structured RMBS; this internal model has been reviewed externally.
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html
The Australian Repo Market | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
In Australia, repos are generally settled on a DvP model 1 (DvP 1) basis in Austraclear.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/australian-repo-market.html
Surveillance of the Financial System | Reserve Bank of Australia Annual Report - 1996
31 Dec 1996
Annual Report
In calculating capital requirements for market risk, banks will have the option of using either a “standard measurement” approach, or their own risk management models. ... The decision to allow the use of sophisticated in-house models to measure risk
https://www.rba.gov.au/publications/annual-reports/rba/1996/surveillance-fin-system.html
Payments System Board Annual Report 2021
21 Oct 2021
PSB Annual Report
- 2021
PDF
1811KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/psb-annual-report-2021.pdf
Note 1 – Accounting Policies
17 Oct 2019
RBA Annual Report
– 2019
AASB 9 has amended the assessment criteria for the classification of financial assets and introduced a new expected credit loss model for assessing impairments arising from the deterioration in credit quality
https://www.rba.gov.au/publications/annual-reports/rba/2019/financial-statements/note-1.html
Regulatory Developments in Retail Payments
10 Sep 2012
PSB Annual Report
– 2012
that the decision by ePAL to reverse the direction of interchange fee flows has potentially affected some business models more than others. ... in the payments system; or establishing a new payments system regulatory body with a similar model to
https://www.rba.gov.au/publications/annual-reports/psb/2012/reg-dev-ret-pay.html
International Financial Cooperation
9 Aug 2023
RBA Annual Report
- 2022
PDF
555KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/international-financial-cooperation.pdf