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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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The Australian Financial System
9 Oct 2020
FSR
– October 2020
Graph 3.6. The stress test model highlights several characteristics of the sensitivity of banks' capital to macroeconomic outcomes:. ... Capital losses in the model accelerate as the assumed shock to the economy deepens.
https://www.rba.gov.au/publications/fsr/2020/oct/australian-financial-system.html
Household and Business Finances in Australia
25 Apr 2023
FSR
- April 2023
PDF
1112KB
https://www.rba.gov.au/publications/fsr/2023/apr/pdf/03-household-business-finances.pdf
Consultation on Review of Banknote Distribution Arrangements - November 2021 | Consultations
15 Nov 2021
Consultations
Consultation on Review of Banknote Distribution Arrangements
https://www.rba.gov.au/publications/consultations/202111-review-of-banknote-distribution-arrangements.html
The Australian Financial System
25 Apr 2023
FSR
- April 2023
PDF
1051KB
https://www.rba.gov.au/publications/fsr/2023/apr/pdf/02-australian-financial-system.pdf
Box A: Banks' Provisioning
10 Sep 2009
FSR
– September 2009
The rise in individual provisions against business loans was partly the result of the difficulties experienced by a small number of companies with complicated and/or highly leveraged business models that ... This model would take factors that affect
https://www.rba.gov.au/publications/fsr/2009/sep/box-a.html
The Global Financial Environment
25 Apr 2023
FSR
- April 2023
PDF
1225KB
https://www.rba.gov.au/publications/fsr/2023/apr/pdf/01-global-financial-environment.pdf
The Australian Financial System
8 Apr 2021
FSR
– April 2021
Consistent with this, the RBA's reverse stress testing model implies that it would take a recession comparable to the Great Depression for CET1 capital ratios to fall below ... The revised expectations place a greater focus on the longer-term
https://www.rba.gov.au/publications/fsr/2021/apr/australian-financial-system.html
Box E: The 2018 Financial Sector Assessment Program (FSAP) Review of Australia
10 Feb 2020
FSR
April 2019
PDF
601KB
https://www.rba.gov.au/publications/fsr/2019/apr/pdf/box-e.pdf
Tokenisation of Card Payments | The Australian Debit Card Market: Default Settings and Tokenisation – Conclusions Paper
28 Sep 2023
Consultations
The Australian Debit Card Market: Default Settings and Tokenisation – Conclusions Paper
https://www.rba.gov.au/publications/consultations/202306-issues-paper-australian-debit-card-market/conclusions-paper/tokenisation-of-card-payments.html
Box C: Equity Raisings and Company Gearing
10 Sep 2009
FSR
– September 2009
Geared companies that are comfortable with their leverage : Some companies have been able to sustain business models involving a high gearing ratio due to more stable cash flows, in general, than ... current circumstances or the sustainability of their
https://www.rba.gov.au/publications/fsr/2009/sep/box-c.html