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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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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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
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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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
China's Evolving Monetary Policy Framework in International Context
9 Dec 2019
RDP
2019-11
Research Discussion Paper – RDP 2019-11 China's Evolving Monetary Policy Framework in International Context. Bradley Jones and Joel Bowman. December 2019. 1.87. MB. 358. KB. Supplementary information. financial markets, interest rates, mining,
https://www.rba.gov.au/publications/rdp/2019/2019-11.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
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
The Standard Model Needs Changing
26 Jul 2018
RDP
2018-08
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
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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
Contagion Analysis
29 Sep 2015
RDP
2015-02
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
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