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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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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Box A: International Financial Reporting Standards
10 Sep 2006
FSR
– September 2006
The implementation of new accounting standards is, nonetheless, raising some challenging issues for financial analysts and regulators. ... See Australian Prudential Regulation Authority (2005), ‘Response to Submissions: Adoption of International
https://www.rba.gov.au/publications/fsr/2006/sep/box-a.html
Box B: The Impact of Lending Standards on Loan Sizes
20 Oct 2018
FSR
– October 2018
Financial Stability Review – October 2018 Box B: The Impact of Lending Standards on Loan Sizes. ... APRA has outlined instances where lending practices have fallen short of these standards, including an over-reliance on expense benchmarks (which
https://www.rba.gov.au/publications/fsr/2018/oct/box-b.html
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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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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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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Boxes
22 Mar 2024
FSR
A number of Boxes on topics of special interest are published in the Financial Stabiilty Review. These boxes can be read as stand-alone documents or within the relevant Financial Stability Review.
https://www.rba.gov.au/publications/fsr/boxes.html
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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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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