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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Domestic Regulatory Developments
21 Nov 2022
FSR
- October 2021
PDF
120KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/04-regulatory-developments.pdf
Box D: Stress Testing at the Reserve Bank
20 Oct 2017
FSR
– October 2017
The remainder of this box outlines the current state of the Reserve Bank's model. ... Table D1: Variables in Stress-testing Framework. Pre-specified outside of the model.
https://www.rba.gov.au/publications/fsr/2017/oct/box-d.html
Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities
23 Nov 2023
Consultations
PDF
511KB
Increasing the Threshold for the. Application of the Financial. Stability Standards for Securities. Settlement Facilities. Consultation Paper. November 2023. Contents. 1. Executive Summary 3. 2. Increasing the FSS Threshold for SSFs 5. Appendix A:
https://www.rba.gov.au/publications/consultations/2023-11-increasing-the-fss-threshold-for-sffs/pdf/2023-11-increasing-the-fss-threshold-for-sffs.pdf
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
Box C: Lenders Mortgage Insurance
25 Sep 2013
FSR
September 2013
PDF
588KB
https://www.rba.gov.au/publications/fsr/2013/sep/pdf/box-c.pdf
The Global Financial Environment
8 Apr 2022
FSR
– April 2022
The European Central Bank (ECB) has increased overall capital requirements marginally for banks in the euro area, and reiterated concerns over some banks' internal governance, risk management, business models or capital
https://www.rba.gov.au/publications/fsr/2022/apr/global-financial-environment.html
Domestic Regulatory Developments
21 Nov 2022
FSR
- October 2022
PDF
170KB
https://www.rba.gov.au/publications/fsr/2022/oct/pdf/04-regulatory-developments.pdf
Household and Business Finances in Australia
8 Oct 2021
FSR
– October 2021
User-cost models, which compare the relative costs of owning versus renting a property (and so take into account a range of factors including the decline in interest rates), suggest housing
https://www.rba.gov.au/publications/fsr/2021/oct/household-business-finances-in-australia.html
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