Search: Australian Securities Exchange
RBA Glossary definition for Australian Securities Exchange
Australian Securities Exchange – The Australian Securities Exchange is Australia's primary national exchange for equities, warrants and equity-related derivatives.
RBA Glossary definition for securities
securities – A financial instrument which represents a claim over real assets or a future income stream. Such instruments are usually tradeable. Examples of securities include bonds, bills of exchange, promissory notes, certificates of deposit and shares.
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Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
This is the approach most commonly used by prudential regulators, including the Australian Prudential Regulation Authority (APRA). ... We also employ many of the features included in other central banks' stress testing models, tailored to the
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
Model Framework
20 Sep 2022
RDP
2022-03
The model is currently specified to be invariant to fiscal policy, the level of the cash rate and exchange rates, which are therefore omitted to keep it simple. ... This mechanism captures the historical pattern that marginal spreads on wholesale funding
https://www.rba.gov.au/publications/rdp/2022/2022-03/model-framework.html