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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Film RB A/R 98 EDITORIAL
1 Sep 1998
Annual Report
PDF
166KB
Banks maycalculate this requirement using either a standard method or, subject to theagreement of the supervisor, their own risk-measurement models; in the lattercase, banks must meet stringent criteria regarding their ... By June 1998, the Reserve Bank
https://www.rba.gov.au/publications/annual-reports/rba/1998/pdf/surveillance.pdf
Operations in Financial Markets
21 Oct 2021
RBA Annual Report
– 2021
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/2021/operations-in-financial-markets.html
Payments System Board Annual Report 2003 - The Australian Payments System
22 Sep 2005
PSB Annual Report
2003
PDF
126KB
https://www.rba.gov.au/publications/annual-reports/psb/2003/pdf/au-payments.pdf
Communication and Community Engagement
9 Aug 2023
RBA Annual Report
- 2022
PDF
1131KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/communication-and-community-engagement.pdf
Management of the Reserve Bank
9 Aug 2023
RBA Annual Report
- 2022
PDF
143KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/management-of-the-reserve-bank.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
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
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
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