Search: SSF Standards

Sort by: Relevance Date
4150 of 999 search results for SSF Standards

RBA Glossary definition for SSF

SSF – Securities settlement facility

RBA Glossary definition for SSF Standards

SSF Standards – Financial Stability Standards for Securities Settlement Facilities

Search Results

The Standard Model Needs Changing

26 Jul 2018 RDP 2018-08
Adam Gorajek
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
See 8 more results from "RDP 2018-08"

Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

15 May 2024 RDP 2024-03
Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson
Research Discussion Paper – RDP 2024-03 Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020. Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson. May 2024. Supplementary information. financial
https://www.rba.gov.au/publications/rdp/2024/2024-03.html
See 12 more results from "RDP 2024-03"

Identifying Interbank Loans from Payments Data

8 Dec 2016 RDP 2016-11
Anthony Brassil, Helen Hughson and Mark McManus
Research Discussion Paper – RDP 2016-11 Identifying Interbank Loans from Payments Data. Anthony Brassil, Helen Hughson and Mark McManus. December 2016. 3.19. MB. banking, financial markets, interest rates, modelling, monetary policy, money,
https://www.rba.gov.au/publications/rdp/2016/2016-11.html
See 3 more results from "RDP 2016-11"

Online Appendix: Valuing Safety and Privacy in Retail Central Bank Digital Currency

4 Apr 2024 RDP PDF 190KB
RDP 2024-02 online appendix
https://www.rba.gov.au/publications/rdp/2024/2024-02/rdp-2024-02-online-appendix.pdf

Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions

29 Dec 2022 RDP PDF 1886KB
of a standard deviation shock do not provide this information. However, as discussed in. ... under standard sign restrictions on impulse responses may reflect linear combinations of demand.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf

Contagion Analysis

29 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
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
See 8 more results from "RDP 2015-02"

MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA’s Macroeconometric Model

12 Jan 2022 RDP PDF 1774KB
by the banks. tightening lending standards, which was a common response by US and European banks during the. ... relatively more costly (i.e. lending standards are tightened), then the credit quality of the average.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-01.pdf

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

The Role of Collateral in Borrowing

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
Panel B of Table 1 reports the means and standard deviations before standardisation. ... Table 2: Borrower-Lender Matching – by Market. Coefficient estimates, standard errors in parentheses.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
See 5 more results from "RDP 2021-01"

The Term Funding Facility: Has It Encouraged Business Lending?

8 Dec 2022 RDP PDF 2133KB
standards for data quality and audit obligations.8 Most of the lending data used to calculate the TFF’s. ... 8 Balance sheet reporting is audited. All information provided by a bank under the balance sheet reporting standards.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf