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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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
Firms' Price-setting Behaviour: Insights from Earnings Calls
11 Sep 2023
RDP
2023-06
Note: Series are standardised to measure the number of standard deviations each series is from its average. ... Pre- (2007–2020) and post-COVID-19 (2021–current) samples. Mean. Overall standard. deviation. Within standard.
https://www.rba.gov.au/publications/rdp/2023/2023-06/full.html
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Non-technical summary for 'Firms' Price-setting Behaviour: Insights from Earnings Calls'
5 Sep 2023
RDP
PDF
163KB
RDP 2023-06 non-technical summary
https://www.rba.gov.au/publications/rdp/2023/2023-06/rdp-2023-06-non-technical-summary.pdf
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
21 Jun 2023
RDP
2023-05
is an error term. We use robust standard errors, clustered by bank to accommodate within-bank serial correlation.
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
We use robust standard errors, clustered by bank to. accommodate within-bank serial correlation.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
Conclusion
12 May 2023
RDP
2023-04
effects to standard monetary policy shocks obtained using other alternative approaches.
https://www.rba.gov.au/publications/rdp/2023/2023-04/conclusion.html
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Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
PDF
247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
central bank and not available to the market. This reintroduces the standard endogeneity issue that. ... interest rates and changes in premia by employing a standard ATSM, which is designed to model.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
22 Mar 2023
RDP
2023-03
If this slower rate of growth is maintained, it will have negative implications for living standards and the budget position. ... 2 percentage points faster than a low-productivity firm (one standard deviation below the mean).
https://www.rba.gov.au/publications/rdp/2023/2023-03/full.html
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Non-technical summary for 'Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia'
17 Mar 2023
RDP
PDF
134KB
RDP 2023-03 non-technical summary
https://www.rba.gov.au/publications/rdp/2023/2023-03/rdp-2023-03-non-technical-summary.pdf