Search: Red Book

Sort by: Relevance Date
4150 of 252 search results for Red Book
Did you mean textbook?

RBA Glossary definition for Red Book

Red Book – A report entitled 'Payment, clearing and settlement systems in Australia', published by the Committee on Payments and Market Infrastructures (CPMI) in 2011. The report provides an overview of payment systems and financial market infrastructures in Australia.

Search Results

RD with BLADE

22 Jun 2018 RDP 2018-07
David Rodgers and Jonathan Hambur
The red and blue lines are lines of best fit, estimated separately for businesses above and below the $2 million threshold using a linear (OLS) model and a local quadratic polynomial,
https://www.rba.gov.au/publications/rdp/2018/2018-07/rd-with-blade.html
See 1 more results from "RDP 2018-07"

The Consequences of Low Interest Rates for the Australian Banking Sector

19 Dec 2022 RDP PDF 1588KB
securities in their trading books amount to only 3 per cent of their assets (RBA 2022).
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf

How Risky is Australian Household Debt?

25 Aug 2020 RDP 2020-05
Jonathan Kearns, Mike Major and David Norman
A caveat is that we take a partial equilibrium approach in this work by largely abstracting from stress that would likely be present in banks' business loan books.).
https://www.rba.gov.au/publications/rdp/2020/2020-05/full.html
See 1 more results from "RDP 2020-05"

Appendix B: Sample Survey Results

1 Aug 1993 RDP 9310
Gordon Menzies and Geoffrey Heenan
a) & (b). 30. 17. Q8 : Red tape. (a) & (b).
https://www.rba.gov.au/publications/rdp/1993/9310/appendix-b.html

Financialisation and the Term Structure of Commodity Risk Premiums

24 May 2017 RDP PDF 1495KB
Platinum 15.5 6.5 5.1 2.7 –0.3. Notes: SRW denotes soft red wheat; sample period 1986–2014; , and indicate returns are significantly different from.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-03.pdf

Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques

1 Dec 2009 RDP PDF 400KB
8 3.75. 9 3.85. Red zone 10 or more 4.00. A simple approach to exceptions-based backtesting would be to assume that theselected data period provides a perfect ... Portfolio B is placed in the red zone which will,under the capital-adequacy framework, lead
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9708.pdf

Jobs or Hours? Cyclical Labour Market Adjustment in Australia

1 Sep 2016 RDP 2016-06
James Bishop, Linus Gustafsson and Michael Plumb
https://www.rba.gov.au/publications/rdp/2016/2016-06/full.html
See 1 more results from "RDP 2016-06"

Backtesting

1 Nov 1997 RDP 9708
Colleen Cassidy and Marianne Gizycki
3.50. Yellow zone. 7. 3.65. 8. 3.75. 9. 3.85. Red zone. ... Portfolio B is placed in the red zone which will, under the capital-adequacy framework, lead to an automatic presumption that a problem exists within the VaR model.
https://www.rba.gov.au/publications/rdp/1997/9708/backtesting.html

The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
Research Discussion Paper – RDP 2022-02 The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases. Richard Finlay, Dmitry Titkov and Michelle Xiang. May 2022. 1.89. MB. 1. Introduction. This paper focuses on three
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
See 1 more results from "RDP 2022-02"

How Many Jobs Did JobKeeper Keep?

23 Nov 2020 RDP 2020-07
James Bishop and Iris Day
An employee needed to be on the firm's books on this date in order to qualify for JobKeeper. ... Employees who were dismissed by their employer after 1 March but then subsequently re-engaged were eligible for the program, provided they were on the books
https://www.rba.gov.au/publications/rdp/2020/2020-07/full.html
See 2 more results from "RDP 2020-07"