Search: CCP Standards

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RBA Glossary definition for CCP

CCP – Central counterparty

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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

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

Data

1 Mar 2023 RDP 2023-02
Jonathan Hambur
i. l. l. t. ). 2. This is a standard measure of concentration used in the literature.
https://www.rba.gov.au/publications/rdp/2023/2023-02/data.html
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Smells Like Animal Spirits: The Effect of Corporate Sentiment on Investment

25 Nov 2021 RDP PDF 1696KB
more common in corporate finance (Kearney and Liu 2014). In standard corporate finance models. ... Table 1: Company-level Statistics. Sample period: 2003 to 2020. Mean Median Standard.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-11.pdf

Appendix B: Robustness

31 Jan 2023 RDP 2023-01
Tom Cusbert
Figure B1: Effect of Collateral Constraints on Demand. Comparing standard error calculation methods.
https://www.rba.gov.au/publications/rdp/2023/2023-01/appendix-b.html
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The Life of Australian Banknotes

3 Sep 2015 RDP 2015-10
Alexandra Rush
Research Discussion Paper – RDP 2015-10 The Life of Australian Banknotes. Alexandra Rush. August 2015 – ISSN 1448-5109 (Online). 1.22. MB. The Discussion Paper series is intended to make the results of the current economic research within the
https://www.rba.gov.au/publications/rdp/2015/2015-10/
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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

Appendix C: Robustness Checks for Adoption Determinants

21 Dec 2023 RDP 2023-10
Kim Nguyen and Jonathan Hambur
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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Identification and Inference under Narrative Restrictions

20 Oct 2023 RDP PDF 1128KB
5. Bayesian Inference under NR 175.1 Standard Bayesian inference 175.2 Robust Bayesian inference 18. ... Section 5 discusses how to conduct standard and robust Bayesian inference under NR.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-07.pdf

Bivariate Example

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
The standard approach to Bayesian inference in SVARs under sign restrictions assumes a uniform prior over Q, as do AR18. ... The impact impulse response of y. 1t. to a positive standard deviation shock.
https://www.rba.gov.au/publications/rdp/2023/2023-07/bivariate-example.html
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