Search: PDS
RBA Glossary definition for PDS
PDS – Payment Delivery System
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Default Risk Among Australian Listed Corporations
15 Sep 2015
Bulletin
September Quarter 2015
PDF
334KB
https://www.rba.gov.au/publications/bulletin/2015/sep/pdf/bu-0915-6.pdf
Method
11 Sep 2015
RDP
2015-01
The second step uses the financial margin to calculate each household's probability of default (PD):. ... For the purposes of this model, households with a PD of one are assumed to default with certainty.
https://www.rba.gov.au/publications/rdp/2015/2015-01/method.html
A Model for Stress Testing Household Lending in Australia
19 Dec 2013
Bulletin
– December 2013
Stress testing can be a useful tool for authorities to assess the resilience of their banking systems to various shocks, including those that result in more borrowers being unable to repay their debts. This article outlines a model that simulates
https://www.rba.gov.au/publications/bulletin/2013/dec/4.html
Box C: The Regulatory Capital Framework for Residential Mortgages
15 Oct 2015
FSR
October 2015
PDF
156KB
https://www.rba.gov.au/publications/fsr/2015/oct/pdf/box-c.pdf
The Domestic and International Effects of Financial Deregulation
21 Jul 2007
Research Workshop
PDF
540KB
International Macroeconomics
https://www.rba.gov.au/publications/workshops/research/2007/ghironi.pdf
Estimating the Inflationary Effects of Depreciation
19 Nov 2012
RDP
PDF
810KB
Pd can be thought of as a mark-up on costs of production. ... for small changes, the rate of change of Pd is approximately given by.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8713.pdf
The Model's Properties
1 Nov 1995
RDP
9510
s. Figure 10: Actual CPI p (—), the static solution ps (), and the dynamic solution pd (– –). Figure 11: Deviations between the actual CPI and the static solution p – ps () and between the ... actual CPI and the dynamic solution p — pd (– –)
https://www.rba.gov.au/publications/rdp/1995/9510/models-properties.html
Box C: The Regulatory Capital Framework for Residential Mortgages
20 Oct 2015
FSR
– October 2015
the effective maturity (M). the probability of default (PD) – the risk of borrower default in the course of a year. ... estimated PD and LGD; differences in the composition of mortgage types is one reason why risk weights vary between IRB banks.
https://www.rba.gov.au/publications/fsr/2015/oct/box-c.html
THE EQUATIONS OF THE RBA82 MODEL OF THE AUSTRALIpJq ...
15 Oct 2014
RDP
PDF
878KB
Dlog(Pd) = cx1 log(Pd/Pd) 1 log(Pm/M). Desired real consumption is a function of real disposable. ... Yd = y - Ti/P. Pd [EPI(lt3)J P. = BArm B 5 r b B6rbl.
https://www.rba.gov.au/publications/rdp/1984/pdf/rdp8401.pdf
Section 4: Appendices
29 Sep 2006
Equity & Diversity Annual Report
– 2006
Equity & Diversity Annual Report 2006-Section 4: Appendices
https://www.rba.gov.au/publications/annual-reports/ead/2006/s4.html