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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Central Counterparty Loss Allocation and Transmission of Financial Stress
16 Mar 2015
RDP
PDF
1285KB
International standards place tight limits on a CCP’s discretion in these activities. ... These standards are due to be phased in from December 2015 (BCBS-IOSCO 2013).
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf
Endogenous Production Networks and Non-linear Monetary Transmission
19 Dec 2023
Research Workshop
PDF
2202KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-ghassibe.pdf
Appendix 2: Test Procedures
1 Dec 1993
RDP
9314
The augmented Dickey-Fuller (ADF) test is a standard test for the existence of a unit root and is estimated in the form,. ... The standard t-ratio tests do not apply, with critical values taken from Fuller (1976).
https://www.rba.gov.au/publications/rdp/1993/9314/appendix-2.html
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Appendix C: Robustness Checks for Adoption Determinants
21 Dec 2023
RDP
2023-10
Standard errors are shown in parentheses and are clustered at the firm level. ... Assets (log). Standard errors. 2nd decile. 0.004. 0.009. 3rd decile. 0.001.
https://www.rba.gov.au/publications/rdp/2023/2023-10/appendix-c.html
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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
Payments System Board Consultation on a Draft Guidance Note for the Varied Surcharging Standards | Consultations
8 Jun 2012
Consultations
Payments System Board Consultation on a Draft Guidance Note for the Varied Surcharging Standards June 2012
https://www.rba.gov.au/publications/consultations/201206-draft-gn-var-sur-standards.html
Attachment 2 | A Variation to the Surcharging Standards: A Consultation Document December 2011 | Consultations
10 Dec 2011
Consultations
indicates inserted text. A Variation to the Surcharging Standards:. A Consultation Document – December 2011 Attachment 2 Draft Standard. ... 6. 7. This Standard is to be interpreted:. in accordance with its objective; and.
https://www.rba.gov.au/publications/consultations/201112-variation-surcharging-standards/attachment-2.html
Attachment 1 | A Variation to the Surcharging Standards: A Consultation Document | Consultations
10 Dec 2011
Consultations
indicates inserted text. A Variation to the Surcharging Standards:. A Consultation Document – December 2011 Attachment 1 Draft Standard No. ... 6. 7. This Standard is to be interpreted:. in accordance with its objective; and.
https://www.rba.gov.au/publications/consultations/201112-variation-surcharging-standards/attachment-1.html
Data
19 Dec 2023
RDP
2023-09
We also remove firms with no employees as is standard in the literature, though this has very little effect on the results. ... While the average investment, conditional on investing is $170,682, the standard deviation is almost $11 million.
https://www.rba.gov.au/publications/rdp/2023/2023-09/data.html
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