Search: CCP Standards
RBA Glossary definition for CCP
CCP – Central counterparty
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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
Data
1 Mar 2023
RDP
2023-02
i. l. l. t. ). 2. This is a standard measure of concentration used in the literature.
https://www.rba.gov.au/publications/rdp/2023/2023-02/data.html
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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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The Life of Australian Banknotes
3 Sep 2015
RDP
2015-10
Research Discussion Paper – RDP 2015-10 The Life of Australian Banknotes. Alexandra Rush. August 2015 – ISSN 1448-5109 (Online). 1.22. MB. The Discussion Paper series is intended to make the results of the current economic research within the
https://www.rba.gov.au/publications/rdp/2015/2015-10/
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Bivariate Example
26 Oct 2023
RDP
2023-07
The standard approach to Bayesian inference in SVARs under sign restrictions assumes a uniform prior over Q, as do AR18. ... The impact impulse response of y. 1t. to a positive standard deviation shock.
https://www.rba.gov.au/publications/rdp/2023/2023-07/bivariate-example.html
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Appendix B: Robustness
31 Jan 2023
RDP
2023-01
Figure B1: Effect of Collateral Constraints on Demand. Comparing standard error calculation methods.
https://www.rba.gov.au/publications/rdp/2023/2023-01/appendix-b.html
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Smells Like Animal Spirits: The Effect of Corporate Sentiment on Investment
25 Nov 2021
RDP
PDF
1696KB
more common in corporate finance (Kearney and Liu 2014). In standard corporate finance models. ... Table 1: Company-level Statistics. Sample period: 2003 to 2020. Mean Median Standard.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-11.pdf
The Term Funding Facility: Has It Encouraged Business Lending?
8 Dec 2022
RDP
PDF
2133KB
standards for data quality and audit obligations.8 Most of the lending data used to calculate the TFF’s. ... 8 Balance sheet reporting is audited. All information provided by a bank under the balance sheet reporting standards.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf
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
Firms’ Price-setting Behaviour: Insights from Earnings Calls
6 Nov 2023
RDP
PDF
1677KB
Mentions of upstream price pressures. Note: Series are standardised to measure the number of standard deviations each series is from its average. ... From earnings calls, zero-shot text classifier. Note: Series are standardised to measure the number of
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-06.pdf