Search: Compendium of Standards
RBA Glossary definition for Compendium of Standards
Compendium of Standards – The Compendium is an initiative of the Financial Stability Board (FSB) and a joint product of the standard-setting bodies represented on the FSB. It highlights 12 core standards and around 60 others relevant for sound financial systems. The Compendium is updated on an ongoing basis. The 12 core standards cover matters such as monetary and fiscal transparency, corporate governance and prudential supervision.
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The Unemployment/Vacany Relationship in Australia
30 Nov 2009
RDP
PDF
119KB
The estimation results are presented in Tables 1(a) and 1(b). While the estimatedcoefficients on the vacancy variables have the correct sign and the standard errors ofthese estimates are small, ... The BP test shows the likely presence of
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9305.pdf
A Contingent Claim Analysis of Risk-based Capital Standards for Banks
1 Sep 1992
RDP
9210
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1992/9210.html
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Appendix 1: Data Means and Standard Deviations
1 Dec 1994
RDP
9411
RDP 9411: Demand Shocks, Inflation and the Business Cycle Appendix 1: Data Means and Standard Deviations. ... Mean. Standard. Deviation. Mean. Standard. Deviation. Prices. 32.47. 23.48. 37.77. 21.18.
https://www.rba.gov.au/publications/rdp/1994/9411/appendix-1.html
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Appendix B: Identifying the Separate Effects of Liquidity and Lending Standards Shocks
31 Dec 2013
RDP
2013-05
standards. I assume that the cost of screening is given by a convex function. ... j. ) and bank-specific fixed effects to control for the unobservable lending standards shocks (ψ.
https://www.rba.gov.au/publications/rdp/2013/2013-05/appendix-b.html
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Capital Standards
1 Dec 1994
RDP
9409
While it is important to maintain a suitably conservative and easy-to-understand capital standard, it is possible there may be more efficient methods of capturing credit exposure than the proposed ... Estrella (1992) sets out the mathematical functional
https://www.rba.gov.au/publications/rdp/1994/9409/capital-standards.html
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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
monetary policy, productivity, technology. Recent papers have argued that monetary policy and economic conditions can influence the amount of innovative activity in the economy, and therefore productivity and living standards in
https://www.rba.gov.au/publications/rdp/2024/2024-01.html
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The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions
11 Oct 2022
RDP
2022-04
with sign restrictions) are typically used to analyse the effects of standard deviation shocks.
https://www.rba.gov.au/publications/rdp/2022/2022-04.html
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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
13 Feb 2024
RDP
PDF
1260KB
of innovative activity in the economy, and therefore productivity and living standards in the future. ... shocks, which could be important for a small open economy like Australia, both because of standard.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf
Framework
3 Jan 2023
RDP
2022-09
j. ,. n. is the j th column of Q. Given the normalisation that the structural shocks have unit standard deviation, these impulse responses represent responses to standard deviation shocks. ... i. ,. j. ,. h. (. ϕ. ,. Q. ). :. Q. 𝒬. (. ϕ. |. S. ). }.
https://www.rba.gov.au/publications/rdp/2022/2022-09/framework.html
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Central Counterparty Loss Allocation and Transmission of Financial Stress
16 Mar 2015
RDP
PDF
1285KB
International standards place tight limits on a CCP’s discretion in these activities. ... These standards are due to be phased in from December 2015 (BCBS-IOSCO 2013).
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf