Search: PDS
RBA Glossary definition for PDS
PDS – Payment Delivery System
Search Results
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
We make this distinction to ensure that PDs don’t fall to low. ... A separate LGD model is used to translate these PDs into loss rates.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
Lower rates make the existing stock of debt easier. to service, thereby reducing overall debt burdens and estimated probabilities of default (PDs). ... These. PDs are an important input into banks’ forward-looking provisioning models.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
Central Bank Communication: One Size Does Not Fit All
24 Oct 2021
RDP
PDF
2180KB
Central Bank Communication: One Size Does Not Fit All. Joan Huang and John Simon. Research Discussion Paper. R DP 2021- 05. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The Discussion Paper series is
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-05.pdf
A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market
5 Feb 2018
RDP
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1627KB
Specifically, we assume:. C O Pd d d . where dC is the density of links within the true-core block, dO is the density of links within the true.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-01.pdf
Why Do Companies Fail?
21 Nov 2016
RDP
PDF
1050KB
Research Discussion Paper. Why Do Companies Fail? Rose Kenney, Gianni La Cava and David Rodgers. RDP 2016-09. Figures in this publication were generated using Mathematica. The contents of this publication shall not be reproduced, sold or
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-09.pdf
MODELLING RECENT DEVELOPMENTS IN AUSTRALIAN ASSET MARKETS: SOME PRELIMINARY ...
18 Apr 2015
RDP
PDF
632KB
Sydney: Reserve Bank of Australia. APPENDIX: RBII SPECIFICATION'. Household Expenditure. Dlog(Pd) = o log (Pd/Pdd) 8i log(Pm/M). ... 82[(rI4.0)_DlogP] d=dOyde. - Ti/P C. = Pd [EPI(lt3)] P. BArm B 5 r b B6rbl m = m0 ye.
https://www.rba.gov.au/publications/rdp/1984/pdf/rdp8403.pdf
Stress Testing the Australian Household Sector Using the HILDA Survey
5 Mar 2015
RDP
PDF
1095KB
This assumes the household does not repay any principal.7. The second step uses the financial margin to calculate each household’s probability of default (PD):. ... $. (5). For the purposes of this model, households with a PD of one are assumed to
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-01.pdf
International Trade Costs, Global Supply Chains and Value-added Trade in Australia
4 Feb 2015
RDP
PDF
977KB
Research Discussion Paper. International Trade Costs, Global Supply Chains and Value-added Trade in Australia. Gerard Kelly and Gianni La Cava. RDP 2014-07. The Discussion Paper series is intended to make the results of the current economic research
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-07.pdf
Home Price Beliefs in Australia
4 Feb 2015
RDP
PDF
800KB
t=1. Pp=1. λptDd pt+. Tt=1. Pp=1. κptDd ptSd pt εd pt ,. (5). where Pd pt is the price of home d in postcode p in time period
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-04.pdf
An Empirical BVAR-DSGE Model of the Australian Economy
2 Feb 2015
RDP
PDF
657KB
Research Discussion Paper. An Empirical BVAR-DSGE Model of the Australian Economy. Sean Langcake and Tim Robinson. RDP 2013-07. The Discussion Paper series is intended to make the results of the current economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-07.pdf