Search: GFC
RBA Glossary definition for GFC
GFC – Global Financial Crisis
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Monetary and Macroprudential Policies: The Case for a Separation of Powers | Conference – 2018
12 Apr 2018
Conferences
These ratios are many times what they were prior to the GFC (Figure 1). ... Perhaps we collectively fell foul of this trap, in some ways, ahead of the GFC.
https://www.rba.gov.au/publications/confs/2018/broadbent.html
The Australian Financial System in the 2000s: Dodging the Bullet | Conference – 2011
24 Jul 2000
Conferences
Section 6 outlines how the GFC affected Australian financial markets and regulatory responses to that. ... in the following sections as relevant for understanding the Australian experience during the GFC.
https://www.rba.gov.au/publications/confs/2011/davis.html
Appendix A: Affine Term Structure Model
12 May 2023
RDP
2023-04
Rates then fall around the GFC. In contrast, the bootstrapped model shows long-term expected rates decline over the mid-2000s, and spike during the GFC. ... Similar counterintuitive dynamics are evident for term premia, with the estimated term premia
https://www.rba.gov.au/publications/rdp/2023/2023-04/appendix-a.html
See 6 more results from "RDP 2023-04"
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
For. example, premia spiked around policy announcements during the GFC in late 2008, offsetting some. ... reflect the GFC period. Similarly, there is a moderate correlation between the (conditional) volatility.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
Wages and concentration
20 Nov 2023
RDP
2023-02
For GFC models, all controls other than firm FE are interacted with period dummies. ... Pre-GFC is 2005–2007. GFC is 2008–2010. Post GFC is 2011 to 2015.
https://www.rba.gov.au/publications/rdp/2023/2023-02/wages-and-concentration.html
The Global Financial Environment
8 Apr 2021
FSR
– April 2021
The regulatory reforms implemented following the GFC have been important in enhancing banks' resilience. ... The median of advanced economy banks' Common Equity Tier 1 (CET1) capital buffers increased by around 7.5 percentage points between the GFC and
https://www.rba.gov.au/publications/fsr/2021/apr/global-financial-environment.html
Read me file for The GFC Investment Tax Break
20 Jun 2018
RDP
PDF
439KB
RDP 2018-07 supplementary information
https://www.rba.gov.au/publications/rdp/2018/2018-07/rdp-2018-07-read-me.pdf
Did Labour Market Concentration Lower Wages Growth Pre-COVID?
28 Feb 2023
RDP
PDF
1812KB
For GFC models, all controls other than firm FE are interacted with period dummies. ... Pre-GFC is 2005-2007. GFC is 2008-2010. Post GFC is 2011 to 2015.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-02.pdf
The Australian Financial System in the 2000s: Dodging the Bullet
13 Dec 2011
Conferences
PDF
1104KB
RBA Conference Volume 2011
https://www.rba.gov.au/publications/confs/2011/pdf/davis.pdf
Smells Like Animal Spirits: The Effect of Corporate Sentiment on Investment
25 Nov 2021
RDP
PDF
1696KB
Low sentiment and heightened uncertainty weighed on investment during the GFC but have been. ... investment around the time of the GFC, with a recovery from around 2015.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-11.pdf