Search: gfc
RBA Glossary definition for GFC
GFC – Global Financial Crisis
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Emerging Threats to Financial Stability – New Challenges for the Next Decade
31 Oct 2023
Speech
Speech delivered by Brad Jones, Assistant Governor (Financial System), Australian Finance Industry Association Conference, Sydney
https://www.rba.gov.au/speeches/2023/sp-ag-2023-10-31.html
Twenty-five Years of Inflation Targeting in Australia: Are There Better Alternatives for the Next Twenty-five Years? | Conference – 2018
12 Apr 2018
Conferences
GFC. , which equals 0 for the period before the GFC and 1 otherwise. ... Table 2: Pre-GFC and Post-GFC Inflation and Expectations Dynamics. Dependent variable.
https://www.rba.gov.au/publications/confs/2018/mckibbin-panton.html
Securitisation: Past, Present and Future
30 Nov 2022
Speech
Speech delivered by Jonathan Kearns, Head of Domestic Markets, to the Australian Securitisation Conference, Sydney
https://www.rba.gov.au/speeches/2022/sp-so-2022-11-30.html
Monetary and Macroprudential Policies: The Case for a Separation of Powers | Conference – 2018
12 Apr 2018
Conferences
These ratios are many times what they were prior to the GFC (Figure 1). ... Perhaps we collectively fell foul of this trap, in some ways, ahead of the GFC.
https://www.rba.gov.au/publications/confs/2018/broadbent.html
The Australian Financial System in the 2000s: Dodging the Bullet | Conference – 2011
24 Jul 2000
Conferences
Section 6 outlines how the GFC affected Australian financial markets and regulatory responses to that. ... in the following sections as relevant for understanding the Australian experience during the GFC.
https://www.rba.gov.au/publications/confs/2011/davis.html
Australian Securitisation Markets: Responding to Change
21 Nov 2023
Speech
Speech delivered by Carl Schwartz, Acting Head of Domestic Markets, Australian Securitisation Conference 2023, Sydney
https://www.rba.gov.au/speeches/2023/sp-so-2023-11-21.html
Appendix A: Affine Term Structure Model
12 May 2023
RDP
2023-04
Rates then fall around the GFC. In contrast, the bootstrapped model shows long-term expected rates decline over the mid-2000s, and spike during the GFC. ... Similar counterintuitive dynamics are evident for term premia, with the estimated term premia
https://www.rba.gov.au/publications/rdp/2023/2023-04/appendix-a.html
See 6 more results from "RDP 2023-04"
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
For. example, premia spiked around policy announcements during the GFC in late 2008, offsetting some. ... reflect the GFC period. Similarly, there is a moderate correlation between the (conditional) volatility.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
Wages and concentration
20 Nov 2023
RDP
2023-02
For GFC models, all controls other than firm FE are interacted with period dummies. ... Pre-GFC is 2005–2007. GFC is 2008–2010. Post GFC is 2011 to 2015.
https://www.rba.gov.au/publications/rdp/2023/2023-02/wages-and-concentration.html
Uncertainty and Risk Aversion – Before and After the Pandemic
2 Jun 2021
Speech
Speech delivered by Brad Jones, Head of Economic Analysis, at the Minerals Week Australia-Asia Investment Outlook, Canberra
https://www.rba.gov.au/speeches/2021/sp-so-2021-06-02.html