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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CCPs and Banks: Different Risks, Different Regulations
15 Dec 2015
Bulletin
December Quarter 2015
PDF
159KB
https://www.rba.gov.au/publications/bulletin/2015/dec/pdf/bu-1215-8.pdf
Identification and Inference under Narrative Restrictions
20 Oct 2023
RDP
PDF
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
Bulletin
29 Jan 2024
Bulletin
- January 2024
PDF
5775KB
https://www.rba.gov.au/publications/bulletin/2024/jan/pdf/bulletin-2024-01.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
China's Evolving Monetary Policy Framework in International Context
9 Dec 2019
RDP
2019-11
Research Discussion Paper – RDP 2019-11 China's Evolving Monetary Policy Framework in International Context. Bradley Jones and Joel Bowman. December 2019. 1.87. MB. 358. KB. Supplementary information. financial markets, interest rates, mining,
https://www.rba.gov.au/publications/rdp/2019/2019-11.html
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Bulletin June Quarter 2023
29 Sep 2023
Bulletin
- June 2023
PDF
7089KB
https://www.rba.gov.au/publications/bulletin/2023/jun/pdf/bulletin-2023-06.pdf
The Standard Model Needs Changing
26 Jul 2018
RDP
2018-08
Diewert (2005) also emphasises this ongoing tension between standard measurement and econometric considerations. ... Also recall that in versions of The Standard Model for which the spec.
https://www.rba.gov.au/publications/rdp/2018/2018-08/the-standard-model-needs-changing.html
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The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
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
Contagion Analysis
29 Sep 2015
RDP
2015-02
i). (ii). (iii). (iv). Price change (standard deviations). 2.67. 3.89. 3.89. ... 4.2.1.4 Combination (iv) – six standard deviation price change, low stress threshold.
https://www.rba.gov.au/publications/rdp/2015/2015-02/contagion-analysis.html
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June | 2018
21 Jun 2018
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2018/jun/