Search: PDS
RBA Glossary definition for PDS
PDS – Payment Delivery System
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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
Estimating the Inflationary Effects of Depreciation
19 Nov 2012
RDP
PDF
810KB
Pd can be thought of as a mark-up on costs of production. ... for small changes, the rate of change of Pd is approximately given by.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8713.pdf
THE EQUATIONS OF THE RBA82 MODEL OF THE AUSTRALIpJq ...
15 Oct 2014
RDP
PDF
878KB
Dlog(Pd) = cx1 log(Pd/Pd) 1 log(Pm/M). Desired real consumption is a function of real disposable. ... Yd = y - Ti/P. Pd [EPI(lt3)J P. = BArm B 5 r b B6rbl.
https://www.rba.gov.au/publications/rdp/1984/pdf/rdp8401.pdf
DEVIATIOUS FROM PURCHASIWG POWER PARITY : THE AUSTRALIM CASE ...
20 Oct 2014
RDP
PDF
632KB
DI f a. DI 0. N Pb DICD CD o '0 o C, PD. ... ftC, CD. C) Cfl M 30 PD 0(1 PD.0. m (C.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8711.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
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
Macroeconomic Policies and Growth
1 Dec 2009
RDP
PDF
183KB
MACROECONOMIC POLICIES AND GROWTH. Palle Andersen and David Gruen. Research Discussion Paper. 9507. October 1995. Economic Research Department. Reserve Bank of Australia. This paper was prepared for a conference on Productivity and Growth, held by
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9507.pdf
A Select Bibliography of Published Research by Staff of the Reserve Bank of Australia: 1991–2001
1 Dec 2009
RDP
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201KB
6. 1993. 9301 McNelis PD, ‘The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities’. ... 39. Martin ME, 15 McCauley RN, 27 McKibbin WJ, 22, 29 McMillan NR, 15 McNelis PD, 6 McTaggart D, 17 Menzies
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-10.pdf
Central Bank Communication: One Size Does Not Fit All
24 Oct 2021
RDP
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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
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