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RBA Glossary definition for S&P

S&P – Standard and Poor's. An international statistical rating organisation and data provider.

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Appendix A: Model Specifications

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
The price depression function is. (A64). p. A. G. S. =. 1. (. D. e. p. r. e. s. s. C. o. ... This assumption that. p. A. G. S. p. S. e. m.
https://www.rba.gov.au/publications/rdp/2022/2022-03/appendix-a.html

Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
And growth in total assets positively contributes to next period's net interest income calculation. ... Sources: APRA; Authors' calculations; Bank of Canada; Board of Governors of the Federal Reserve System; S&P Global Market Intelligence.
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html

Credit Loss Modelling

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
where PD. i0. is the initial (annualised) PD on that bank's (total) mortgage portfolio,. ... Sources: APRA; Authors' calculations; Bank of Canada; Board of Governors of the Federal Reserve System; S&P Global Market Intelligence.
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html