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How the Model Was Used during COVID-19

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
RDP 2022-03: Macrofinancial Stress Testing on Australian Banks 6. How the Model Was Used during COVID-19. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. Download the Paper 2,027. KB. The onset of the COVID-19 pandemic
https://www.rba.gov.au/publications/rdp/2022/2022-03/how-the-model-was-used-during-covid-19.html

Contagion Modelling and Feedback Loops

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
RDP 2022-03: Macrofinancial Stress Testing on Australian Banks 5. Contagion Modelling and Feedback Loops. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. Download the Paper 2,027. KB. One of the main advantages of
https://www.rba.gov.au/publications/rdp/2022/2022-03/contagion-modelling-and-feedback-loops.html

Credit Loss Modelling

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
RDP 2022-03: Macrofinancial Stress Testing on Australian Banks 3. Credit Loss Modelling. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. Download the Paper 2,027. KB. The main way in which macroeconomic downturns affect
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html

Appendix A: Model Specifications

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
RDP 2022-03: Macrofinancial Stress Testing on Australian Banks Appendix A: Model Specifications. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. Download the Paper 2,027. KB. This appendix presents a set of technical
https://www.rba.gov.au/publications/rdp/2022/2022-03/appendix-a.html

Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
Research Discussion Paper – RDP 2022-03 Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. 1.97. MB. 1. Introduction. The failure of systemically important banks can have
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html