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RBA Glossary definition for SSF

SSF – Securities settlement facility

RBA Glossary definition for SSF Standards

SSF Standards – Financial Stability Standards for Securities Settlement Facilities

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Appendix 2: Test Procedures

1 Dec 1993 RDP 9314
Gordon de Brouwer, Irene Ng and Robert Subbaraman
The augmented Dickey-Fuller (ADF) test is a standard test for the existence of a unit root and is estimated in the form,. ... The standard t-ratio tests do not apply, with critical values taken from Fuller (1976).
https://www.rba.gov.au/publications/rdp/1993/9314/appendix-2.html
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Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE

7 Jan 2024 RDP PDF 1715KB
While the average. investment, conditional on investing is $170,682, the standard deviation is almost $11 million. ... underestimate their investment. Table 2: Summary Statistics. CAPEX, 2002–2019. Mean Median Standard deviation.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf

The Evolution of Consumer Payments in Australia: Results from the 2022 Consumer Payments Survey

27 Nov 2023 RDP 2023-08
Tanya Livermore, Jack Mulqueeney, Thuong Nguyen and Benjamin Watson
Research Discussion Paper – RDP 2023-08 The Evolution of Consumer Payments in Australia: Results from the 2022 Consumer Payments Survey. Tanya Livermore, Jack Mulqueeney, Thuong Nguyen and Benjamin Watson. November 2023. Supplementary information.
https://www.rba.gov.au/publications/rdp/2023/2023-08.html
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The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions

11 Oct 2022 RDP 2022-04
Matthew Read
with sign restrictions) are typically used to analyse the effects of standard deviation shocks.
https://www.rba.gov.au/publications/rdp/2022/2022-04.html
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2 April 2024 | Minutes of the Monetary Policy Meeting of the Board

2 Apr 2024 Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 2 April 2024
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2024/2024-03-19.html

Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia

16 Mar 2023 RDP PDF 1288KB
one standard deviation above the industry mean) would grow its capital stock around. ... 7.2 percentage points faster than a low-productivity firm (one standard deviation below the mean).
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-03.pdf

Firms’ Price-setting Behaviour: Insights from Earnings Calls

6 Nov 2023 RDP PDF 1677KB
Mentions of upstream price pressures. Note: Series are standardised to measure the number of standard deviations each series is from its average. ... From earnings calls, zero-shot text classifier. Note: Series are standardised to measure the number of
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-06.pdf

Data

19 Dec 2023 RDP 2023-09
We also remove firms with no employees as is standard in the literature, though this has very little effect on the results. ... While the average investment, conditional on investing is $170,682, the standard deviation is almost $11 million.
https://www.rba.gov.au/publications/rdp/2023/2023-09/data.html

Non-technical summary for 'Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data'

12 Feb 2024 RDP PDF 134KB
RDP 2024-01 non-technical summary
https://www.rba.gov.au/publications/rdp/2024/2024-01/rdp-2024-01-non-technical-summary.pdf

Macrofinancial Stress Testing on Australian Banks

13 Sep 2023 RDP PDF 1940KB
is consistent with standard stress testing approaches. It is motivated by an aim of observing how. ... portfolios to overall credit risk. Since banks are required by accounting standards to provision for.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf