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RBA Glossary definition for RTS

RTS – Regulatory Technical Standard

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Appendix A: Estimating a Financial Conditions Index for Australia

1 Mar 2021 RDP 2021-03
Luke Hartigan and Michelle Wright
This involves running the Kalman filter and RTS smoother recursions and getting a new estimate of the common factors denoted by. ... t. acts a selector matrix and ensures only the available data are used in the Kalman filter and RTS smoother recursions.
https://www.rba.gov.au/publications/rdp/2021/2021-03/appendix-a.html

Financial Conditions and Downside Risk to Economic Activity in Australia

23 Mar 2021 RDP 2021-03
Luke Hartigan and Michelle Wright
Research Discussion Paper – RDP 2021-03 Financial Conditions and Downside Risk to Economic Activity in Australia. Luke Hartigan and Michelle Wright. March 2021. 1.92. MB. 1. Introduction. Financial stability risks are difficult to quantify and
https://www.rba.gov.au/publications/rdp/2021/2021-03/full.html